TY - JOUR A1 - Bittracher, Andreas A1 - Mollenhauer, Mattes A1 - Koltai, Péter A1 - Schütte, Christof T1 - Optimal Reaction Coordinates: Variational Characterization and Sparse Computation T2 - Multiscale Modelling & Simulation N2 - Reaction coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function, and reduced models based on them guarantee a good approximation of the statistical long-term properties of the original high-dimensional process. We show that for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, for reversible systems, the numerical effort required to evaluate the loss function scales only with the variability of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques. Y1 - 2023 UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/8436 VL - 21 IS - 2 SP - 449 EP - 488 ER -