Maximally predictive ensemble dynamics from data

@article{Costa2021MaximallyPE,
  title={Maximally predictive ensemble dynamics from data},
  author={Antonio Carlos Costa and Tosif Ahamed and David J. Jordan and Greg J. Stephens},
  journal={bioRxiv},
  year={2021}
}
We leverage the interplay between microscopic variability and macroscopic order to connect physical descriptions across scales directly from data, without underlying equations. We reconstruct a state space by concatenating measurements in time, building a maximum entropy partition of the resulting sequences, and choosing the sequence length to maximize predictive information. Trading non-linear trajectories for linear, ensemble evolution, we analyze reconstructed dynamics through transfer… 
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