Research map / Probabilistic and scientific modeling / Dynamical systems
Bayesian Dynamic Mode Decomposition with Variational Matrix Factorization
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use BDMD-VMF instead of conventional Bayesian DMD | Bayesian DMD · Burgers’ equation | reconstruction RMSE: 0.130 -> 0.013 | Helped |
| Use BDMD-VMF instead of conventional Bayesian DMD | Bayesian DMD · Nonlinear Schrödinger equation | reconstruction RMSE: 0.005 -> 0.057 | Hurt |
| Use BDMD-VMF instead of DMD | DMD · Nonlinear Schrödinger equation | reconstruction RMSE: 0.083 -> 0.057 | Hurt |
| Use BDMD-VMF instead of DMD | DMD · Burgers’ equation | reconstruction RMSE: 0.009 -> 0.013 | Hurt |
| Use BDMD-VMF for incomplete-data prediction instead of VAR(2) | Bayesian time-series prediction · HuGaDB cycling gyroscope data | 95% credible interval width | Helped |
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