Stochastic dynamics are prevalent throughout many scientific disciplines where finding useful compact models is an ongoing pursuit. However, the simulations involved are often high-dimensional, complex problems necessitating vast amounts of data. This thesis addresses two approaches for handling such complications, coarse graining and neural networks. First, by combining Markov renewal processes with Mori-Zwanzig theory, coarse graining error can be eliminated when modeling the transition probabilities of the system. Second, instead of explicitly defining the low-dimensional approximation, using kernel approximations and a scaling matrix the appropriate subspace is uncovered through iteration. The algorithm, named the Fast Committor Machine, applies the recent Recursive Feature Machine of Radhakrishnan et al. to the committor problem using randomized numerical linear algebra. Both projects outline practical data-driven methods for estimating quantities of interest in stochastic processes that are tunable with only a few hyperparameters. The success of these methods is demonstrated numerically against standard methods on the biomolecule alanine dipeptide.
