Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Inferring Parsimonious Coupling Statistics in Nonlinear Dynamics with
  Variational Gaussian Processes   Nonparametetric methods of uncovering coupling provides a flexible framework
for researchers to study network configurations and discover causal graphs. For
example, Gaussian Processes have been applied to discover coupling in dynamical
systems under the convergent cross-mapping (GP-CCM) framework. Though GP-CCM is
a nonparametric method, a function of the data, variations in hyperparameters
may impact model results. Maximum marginal likelihood is commonly used to
optimize such hyperparameters, however only point estimates are provided from
such a routine. In this work, we determine a posteriori the hyperparameter
distribution conditioned on the data by the use of variational Bayesian methods
with mean field approximations on the posterior distribution of the
hyperparameters, thus introducing the variational form of Gaussian process
convergent cross-mapping (VGP-CCM). We show that using the a posteriori best
approximate model that maximizes evidence of the data for hyperparameters
sampling in VGP-CCM, in conjunction with a permutation sampling for the null
distribution of uncoupled time series, permits significance statistics that are
more robust than mere permutation sampling of the null GP-CCM distribution. We
perform tests on synthetic data derived from unidirectionally coupled
Lorenz-Rossler systems to demonstrate that the proposed method yields
substantially improved specificity over the original GP-CCM.

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The categories of this paper are: chem-ph
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The categories of this paper are: bayes-an
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The categories of this paper are: adap-org
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The categories of this paper are: atom-ph
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The categories of this paper are: chao-dyn
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The categories of this paper are: dg-ga
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The categories of this paper are: ao-sci
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The categories of this paper are: acc-phys
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The categories of this paper are: nlin
11
The categories of this paper are: hep-lat
1
The categories of this paper are: cs
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The categories of this paper are: comp-gas
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The categories of this paper are: quant-ph
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The categories of this paper are: solv-int
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The categories of this paper are: funct-an
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The categories of this paper are: nucl-th