Jeremie Fish

Sudam Surasinghe, Jeremie Fish, Erik M. Bollt

Inference of transfer operators from data is often formulated as a classical problem that hinges on the Ulam method. The conventional description, known as the Ulam-Galerkin method, involves projecting onto basis functions represented as characteristic functions supported over a fine grid of rectangles. From this perspective, the Ulam-Galerkin approach can be interpreted as density estimation using the histogram method. In this study, we recast the problem within the framework of statistical density estimation. This alternative perspective allows for an explicit and rigorous analysis of bias and variance, thereby facilitating a discussion on the mean square error. Through comprehensive examples utilizing the logistic map and a Markov map, we demonstrate the validity and effectiveness of this approach in estimating the eigenvectors of the Frobenius-Perron operator. We compare the performance of Histogram Density Estimation(HDE) and Kernel Density Estimation(KDE) methods and find that KDE generally outperforms HDE in terms of accuracy. However, it is important to note that KDE exhibits limitations around boundary points and jumps. Based on our research findings, we suggest the possibility of incorporating other density estimation methods into this field and propose future investigations into the application of KDE-based estimation for high-dimensional maps. These findings provide valuable insights for researchers and practitioners working on estimating the Frobenius-Perron operator and highlight the potential of density estimation techniques in this area of study. Keywords: Transfer Operators; Frobenius-Perron operator; probability density estimation; Ulam-Galerkin method; Kernel Density Estimation; Histogram Density Estimation.

Kevin Slote, Jeremie Fish, Erik Bollt

Optimal Causation Entropy (oCSE) is a robust causal network modeling technique that reveals causal networks from dynamical systems and coupled oscillators, distinguishing direct from indirect paths. CausationEntropy is a Python package that implements oCSE and several of its significant optimizations and methodological extensions. In this paper, we introduce the version 1.1 release of CausationEntropy, which includes new synthetic data generators, plotting tools, and several advanced information-theoretical causal network discovery algorithms with criteria for estimating Gaussian, k-nearest neighbors (kNN), geometric k-nearest neighbors (geometric-kNN), kernel density (KDE) and Poisson entropic estimators. The package is easy to install from the PyPi software repository, is thoroughly documented, supplemented with extensive code examples, and is modularly structured to support future additions. The entire codebase is released under the MIT license and is available on GitHub and through PyPi Repository. We expect this package to serve as a benchmark tool for causal discovery in complex dynamical systems.