Eigendecompositions of Transfer Operators in Reproducing Kernel Hilbert Spaces

Abstract

Transfer operators such as the Perron–Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the dynamics onto the dominant slow processes, or to separate superimposed signals. We propose kernel transfer operators, which extend transfer operator theory to reproducing kernel Hilbert spaces and show that these operators are related to Hilbert space representations of conditional distributions, known as conditional mean embeddings. The proposed numerical methods to compute empirical estimates of these kernel transfer operators subsume existing data-driven methods for the approximation of transfer operators such as extended dynamic mode decomposition and its variants. One main benefit of the presented kernel-based approaches is that they can be applied to any domain where a similarity measure given by a kernel is available. Furthermore, we provide elementary results on eigendecompositions of finite-rank RKHS operators. We illustrate the results with the aid of guiding examples and highlight potential applications in molecular dynamics as well as video and text data analysis.</p