Liam Llamazares-Elias

arXiv2026

Data-driven approximation of Koopman operators and generators: Convergence rates and error bounds

Global information about dynamical systems can be extracted by analysing associated infinite-dimensional transfer operators, such as Perron--Frobenius and Koopman operators as well as their infinitesimal generators. In practice, these operators typically need to be approximated from data. Popular approximation methods are extended dynamic mode decomposition (EDMD) and generator extended mode decomposition (gEDMD). We propose a unified framework that leverages Monte Carlo sampling to approximate the operator of interest on a finite-dimensional space spanned by a set of basis functions. Our framework contains EDMD and gEDMD as special cases, but can also be used to approximate more general operators. Our key contributions are proofs of the convergence of the approximating operator under relaxed conditions. We also prove that in some cases eigenpairs of the approximating operators weakly converge to eigenpairs of the exact operator, in others they do not. Moreover, we derive explicit convergence rates and account for the presence of noise in the observations. Whilst all these results are broadly applicable, they also refine previous analyses of EDMD and gEDMD. We verify the analytical results with the aid of several numerical experiments.

math.NA↗

arXiv2026

A parameterization of anisotropic Gaussian fields with penalized complexity priors

Gaussian random fields (GFs) are fundamental tools in spatial modeling and can be represented flexibly and efficiently as solutions to stochastic partial differential equations (SPDEs). The SPDEs depend on specific parameters, which enforce various field behaviors and can be estimated using Bayesian inference. However, even under in-fill asymptotics, the likelihood only provides limited insights into the covariance structure. In response, it is essential to leverage priors to achieve appropriate, meaningful covariance structures in the posterior. This study introduces a smooth, invertible parameterization of the correlation length and diffusion matrix of an anisotropic GF and constructs penalized complexity (PC) priors for the model when the parameters are constant in space. The formulated prior is weakly informative, effectively penalizing complexity by pushing the correlation range toward infinity and the anisotropy to zero.

stat.ME↗