2023
Ye, Felix X. -F.; Yang, Sichen; Maggioni, Mauro
Nonlinear model reduction for slow-fast stochastic systems near manifolds Journal Article
In: J Nonlinear Sci, vol. 34, iss. 22, 2023.
Abstract | Links | BibTeX | Tags: inverse problems, Machine learning, Manifold Learning, model reduction, random walks, statistics, stochastic systems
@article{YYM:ATLAS2,
title = {Nonlinear model reduction for slow-fast stochastic systems near manifolds},
author = {Felix X.-F. Ye and Sichen Yang and Mauro Maggioni},
url = {https://arxiv.org/abs/2104.02120v1},
doi = {https://doi.org/10.1007/s43670-023-00055-9},
year = {2023},
date = {2023-11-04},
urldate = {2023-11-04},
journal = {J Nonlinear Sci},
volume = {34},
issue = {22},
abstract = {We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only access to a black box simulator from which short bursts of simulation can be obtained, we estimate the invariant manifold, a process of the effective (stochastic) dynamics on it, and construct an efficient simulator thereof. These estimation steps can be performed on-the-fly, leading to efficient exploration of the effective state space, without losing consistency with the underlying dynamics. This construction enables fast and efficient simulation of paths of the effective dynamics, together with estimation of crucial features and observables of such dynamics, including the stationary distribution, identification of metastable states, and residence times and transition rates between them.},
keywords = {inverse problems, Machine learning, Manifold Learning, model reduction, random walks, statistics, stochastic systems},
pubstate = {published},
tppubtype = {article}
}
2021
Lu, Fei; Li, Zhongyang; Maggioni, Mauro; Tang, Sui; Zhang, Cheng
On the identifiability of interaction functions in systems of interacting particles Journal Article
In: Stochastic Processes and their Applications, vol. 132, 2021.
Links | BibTeX | Tags: agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics
@article{IdentifiabilityInteractionFunctions,
title = {On the identifiability of interaction functions in systems of interacting particles},
author = {Fei Lu and Zhongyang Li and Mauro Maggioni and Sui Tang and Cheng Zhang},
url = {https://arxiv.org/abs/1912.11965},
doi = {https://doi.org/10.1016/j.spa.2020.10.005},
year = {2021},
date = {2021-02-01},
journal = {Stochastic Processes and their Applications},
volume = {132},
keywords = {agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics},
pubstate = {published},
tppubtype = {article}
}
Jason Miller Mauro Maggioni, Hongda Qiu
Learning Interaction Kernels for Agent Systems on Riemannian Manifolds Proceedings
ICML, 2021.
Abstract | Links | BibTeX | Tags: agent-based models, interacting particle systems, Machine learning, model reduction, statistics
@proceedings{AgentSystemsManifolds,
title = { Learning Interaction Kernels for Agent Systems on Riemannian Manifolds},
author = {Mauro Maggioni, Jason Miller, Hongda Qiu, Ming Zhong},
url = {http://proceedings.mlr.press/v139/maggioni21a.html
https://icml.cc/virtual/2021/poster/10167
https://arxiv.org/abs/2102.00327},
year = {2021},
date = {2021-01-30},
urldate = {2021-01-30},
abstract = {Interacting agent and particle systems are extensively used to model complex phenomena in science and engineering. We consider the problem of learning interaction kernels in these dynamical systems constrained to evolve on Riemannian manifolds from given trajectory data. The models we consider are based on interaction kernels depending on pairwise Riemannian distances between agents, with agents interacting locally along the direction of the shortest geodesic connecting them. We show that our estimators converge at a rate that is independent of the dimension of the state space, and derive bounds on the trajectory estimation error, on the manifold, between the observed and estimated dynamics. We demonstrate the performance of our estimator on two classical first order interacting systems: Opinion Dynamics and a Predator-Swarm system, with each system constrained on two prototypical manifolds, the 2-dimensional sphere and the Poincaré disk model of hyperbolic space.},
howpublished = {ICML},
keywords = {agent-based models, interacting particle systems, Machine learning, model reduction, statistics},
pubstate = {published},
tppubtype = {proceedings}
}
2019
Maggioni, Mauro; Miller, Jason; Zhong, Ming
Data-driven Discovery of Emergent Behaviors in Collective Dynamics Journal Article
In: Physica D: Nonlinear Phenomena, 2019.
Links | BibTeX | Tags: agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics
@article{DiscoveryEmergentBehaviors,
title = {Data-driven Discovery of Emergent Behaviors in Collective Dynamics},
author = {Mauro Maggioni and Jason Miller and Ming Zhong},
url = {https://arxiv.org/abs/1912.11123},
doi = {https://doi.org/10.1016/j.physd.2020.132542},
year = {2019},
date = {2019-01-01},
journal = {Physica D: Nonlinear Phenomena},
keywords = {agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics},
pubstate = {published},
tppubtype = {article}
}
Lu, Fei; Zhong, Ming; Tang, Sui; Maggioni, Mauro
Nonparametric inference of interaction laws in systems of agents from trajectory data Journal Article
In: Proceedings of the National Academy of Sciences, vol. 116, no. 29, pp. 14424–14433, 2019, ISSN: 0027-8424.
Links | BibTeX | Tags: agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics
@article{LMTZ:AgentsNonParametric,
title = {Nonparametric inference of interaction laws in systems of agents from trajectory data},
author = {Fei Lu and Ming Zhong and Sui Tang and Mauro Maggioni},
url = {https://www.pnas.org/content/116/29/14424},
doi = {10.1073/pnas.1822012116},
issn = {0027-8424},
year = {2019},
date = {2019-01-01},
journal = {Proceedings of the National Academy of Sciences},
volume = {116},
number = {29},
pages = {14424--14433},
publisher = {National Academy of Sciences},
keywords = {agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics},
pubstate = {published},
tppubtype = {article}
}
2008
Coifman, Ronald R; Kevrekidis, Ioannis G; Lafon, Stephane; Maggioni, Mauro; Nadler, Boaz
Diffusion Maps, reduction coordinates and low dimensional representation of stochastic systems Journal Article
In: SIAM J.M.M.S., vol. 7, no. 2, pp. 842–864, 2008.
BibTeX | Tags: diffusion geometry, dynamical systems, Laplacian eigenfunctions, Machine learning, model reduction, stochastic systems
@article{CKLMN:DiffusionMapsReductionCoordinates,
title = {Diffusion Maps, reduction coordinates and low dimensional representation of stochastic systems},
author = {Ronald R Coifman and Ioannis G Kevrekidis and Stephane Lafon and Mauro Maggioni and Boaz Nadler},
year = {2008},
date = {2008-01-01},
journal = {SIAM J.M.M.S.},
volume = {7},
number = {2},
pages = {842--864},
keywords = {diffusion geometry, dynamical systems, Laplacian eigenfunctions, Machine learning, model reduction, stochastic systems},
pubstate = {published},
tppubtype = {article}
}
0000
Lu, Fei; Maggioni, Mauro; Tang, Sui
Learning interaction kernels in heterogeneous systems of agents from multiple trajectories Journal Article
In: Journ. Mach. Learn. Res., vol. 22, no. 32, pp. 1–67, 0000.
Links | BibTeX | Tags: agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics
@article{LMT:AgentsHeterogeneous,
title = {Learning interaction kernels in heterogeneous systems of agents from multiple trajectories},
author = {Fei Lu and Mauro Maggioni and Sui Tang},
url = {https://jmlr.csail.mit.edu/papers/volume22/19-861/19-861.pdf},
journal = {Journ. Mach. Learn. Res.},
volume = {22},
number = {32},
pages = {1--67},
keywords = {agent-based models, interacting particle systems, inverse problems, Machine learning, model reduction, statistics},
pubstate = {published},
tppubtype = {article}
}
- Lectures at Summer School at Peking University, July 2017.
- PCMI Lectures, Summer 2016: Lecture 1, Lecture 2, Problems/discussion points
- Google Scholar
- Papers on the ArXiv
- Papers on MathsciNet
- Tutorials on diffusion geometry and multiscale analysis on graphs at the MRA Internet Program at IPAM: Part I and Part II.
- Diffusion Geometries, Diffusion Wavelets and Harmonic Analysis of large data sets, IPAM, Multiscale Geometric Analysis Program, Fall 2004.
- Diffusion Geometries, global and multiscale, IPAM, 2005.