VAMP (Variational approach for Marokov process)

Concept

Numerical Examples

1. Double-Gyre System
2. Stochastic Lorenz Systema

Paper

• Wu, Hao, and Frank Noé. “Variational approach for learning Markov processes from time series data.” Journal of Nonlinear Science 30.1 (2020): 23-66.[BibTex]

Code

• markovmodel/PyEMMA