Distance-based analysis of dynamical systems and time series by optimal transport

Abstract

The concept of distance is a fundamental notion that forms a basis for the orientation in space. It is related to the scientific measurement process: quantitative measurements result in numerical values, and these can be immediately translated into distances. Vice versa, a set of mutual distances defines an abstract Euclidean space. Each system is thereby represented as a point, whose Euclidean distances approximate the original distances as close as possible. If the original distance measures interesting properties, these can be found back as interesting patterns in this space. This idea is applied to complex systems: The act of breathing, the structure and activity of the brain, and dynamical systems and time series in general. In all these situations, optimal transportation distances are used; these measure how much work is needed to transform one probability distribution into another. The reconstructed Euclidean space then permits to apply multivariate statistical methods. In particular, canonical discriminant analysis makes it possible to distinguish between distinct classes of systems, e.g., between healthy and diseased lungs. This offers new diagnostic perspectives in the assessment of lung and brain diseases, and also offers a new approach to numerical bifurcation analysis and to quantify synchronization in dynamical systems.LEI Universiteit LeidenNWO Computational Life Sciences, grant no. 635.100.006Analyse en stochastie