Eigenvalue Analysis via Kernel Density Estimation

10/15/2018

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by   Ahmed Yehia, et al.

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In this paper, we propose an eigenvalue analysis -- of system dynamics models -- based on the Mutual Information concept, which in turn will be estimated via the Kernel Density Estimation concept. We postulate that the Kernel Density Estimation will provide a multivariate sensitivity analysis method that overcomes previous limitations, in addition to, having a reasonable computational complexity.