My current research focuses on learning dynamics from data. One topic is nonparametric learning of the interaction laws in systems of interacting particles/agents, and another is data-driven model reduction for complex systems in computation such as fluid dynamics and molecular dynamics simulation. I view dynamical systems as a description of stochastic processes and take an inference approach to learn the dynamics from data, so I am also interested in closely related topics such as data assimilation, sequential Monte Carlo methods, deterministic and stochastic dynamical systems and PDEs, ergodicity theory, and learning theory.
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