Personalized PageRank on row-normalized EDMD matrices detects Koopman-invariant sub-dictionaries with O(1/sqrt(M)) finite-sample guarantees and is tested on standard chaotic systems.
Ergodic theory, dynamic mode decomposition, and computation of spectral properties of the Koopman operator.SIAM Journal on Applied Dynamical Systems, 16(4):2096–2126, 2017
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Finding Koopman Invariant Subspaces via Personalized PageRank
Personalized PageRank on row-normalized EDMD matrices detects Koopman-invariant sub-dictionaries with O(1/sqrt(M)) finite-sample guarantees and is tested on standard chaotic systems.