Julia implementation of the ISOKANN algorithm for the computation of invariant subspaces of Koopman operators
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Updated
Jan 20, 2025 - Jupyter Notebook
Julia implementation of the ISOKANN algorithm for the computation of invariant subspaces of Koopman operators
Optimal Importance Sampling for Diffusion processes applied to ISOKANN.
Continuation of AJC work (2020-21) with trips to hitting time optimization, spa, sqra, isokann, committor neural network, sparse boxes, voronoi linear program, meta sgd, adaptive euler maruyama
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