Eigendecompositions of Transfer Operators in Reproducing Kernel Hilbert Spaces

  • Stefan KlusEmail author
  • Ingmar Schuster
  • Krikamol Muandet


Transfer operators such as the Perron–Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the dynamics onto the dominant slow processes, or to separate superimposed signals. We propose kernel transfer operators, which extend transfer operator theory to reproducing kernel Hilbert spaces and show that these operators are related to Hilbert space representations of conditional distributions, known as conditional mean embeddings. The proposed numerical methods to compute empirical estimates of these kernel transfer operators subsume existing data-driven methods for the approximation of transfer operators such as extended dynamic mode decomposition and its variants. One main benefit of the presented kernel-based approaches is that they can be applied to any domain where a similarity measure given by a kernel is available. Furthermore, we provide elementary results on eigendecompositions of finite-rank RKHS operators. We illustrate the results with the aid of guiding examples and highlight potential applications in molecular dynamics as well as video and text data analysis.


Reproducing kernel Hilbert spaces Koopman operator Perron–Frobenius operator Eigendecompositions Kernel mean embeddings 

Mathematics Subject Classification

37M10 46E22 34L16 37L65 



This research has been partially funded by Deutsche Forschungsgemeinschaft (DFG) through grant CRC 1114 “Scaling Cascades in Complex Systems”. Krikamol Muandet acknowledges fundings from the Faculty of Science, Mahidol University and the Thailand Research Fund (TRF). We would like to thank the reviewers for their helpful comments.


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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  • Stefan Klus
    • 1
    Email author
  • Ingmar Schuster
    • 2
  • Krikamol Muandet
    • 3
  1. 1.Department of Mathematics and Computer ScienceFreie Universität BerlinBerlinGermany
  2. 2.Zalando Research, Zalando SEBerlinGermany
  3. 3.Max Planck Institute for Intelligent SystemsTübingenGermany

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