@article{ShaoBjaanaesHellandetal., author = {Shao, Borong and Bjaanaes, Maria and Helland, Aslaug and Sch{\"u}tte, Christof and Conrad, Tim}, title = {EMT network-based feature selection improves prognosis prediction in lung adenocarcinoma}, series = {PLOS ONE}, volume = {14}, journal = {PLOS ONE}, number = {1}, doi = {10.1371/journal.pone.0204186}, abstract = {Various feature selection algorithms have been proposed to identify cancer prognostic biomarkers. In recent years, however, their reproducibility is criticized. The performance of feature selection algorithms is shown to be affected by the datasets, underlying networks and evaluation metrics. One of the causes is the curse of dimensionality, which makes it hard to select the features that generalize well on independent data. Even the integration of biological networks does not mitigate this issue because the networks are large and many of their components are not relevant for the phenotype of interest. With the availability of multi-omics data, integrative approaches are being developed to build more robust predictive models. In this scenario, the higher data dimensions create greater challenges. We proposed a phenotype relevant network-based feature selection (PRNFS) framework and demonstrated its advantages in lung cancer prognosis prediction. We constructed cancer prognosis relevant networks based on epithelial mesenchymal transition (EMT) and integrated them with different types of omics data for feature selection. With less than 2.5\% of the total dimensionality, we obtained EMT prognostic signatures that achieved remarkable prediction performance (average AUC values above 0.8), very significant sample stratifications, and meaningful biological interpretations. In addition to finding EMT signatures from different omics data levels, we combined these single-omics signatures into multi-omics signatures, which improved sample stratifications significantly. Both single- and multi-omics EMT signatures were tested on independent multi-omics lung cancer datasets and significant sample stratifications were obtained.}, language = {en} } @article{SherrattSrivastavaAinslieetal., author = {Sherratt, Katharine and Srivastava, Ajitesh and Ainslie, Kylie and Singh, David E. and Cublier, Aymar and Marinescu, Maria Cristina and Carretero, Jesus and Garcia, Alberto Cascajo and Franco, Nicolas and Willem, Lander and Abrams, Steven and Faes, Christel and Beutels, Philippe and Hens, Niel and M{\"u}ller, Sebastian and Charlton, Billy and Ewert, Ricardo and Paltra, Sydney and Rakow, Christian and Rehmann, Jakob and Conrad, Tim and Sch{\"u}tte, Christof and Nagel, Kai and Abbott, Sam and Grah, Rok and Niehus, Rene and Prasse, Bastian and Sandmann, Frank and Funk, Sebastian}, title = {Characterising information gains and losses when collecting multiple epidemic model outputs}, series = {Epidemics}, volume = {47}, journal = {Epidemics}, publisher = {Elsevier BV}, issn = {1755-4365}, doi = {10.1016/j.epidem.2024.100765}, abstract = {Collaborative comparisons and combinations of epidemic models are used as policy-relevant evidence during epidemic outbreaks. In the process of collecting multiple model projections, such collaborations may gain or lose relevant information. Typically, modellers contribute a probabilistic summary at each time-step. We compared this to directly collecting simulated trajectories. We aimed to explore information on key epidemic quantities; ensemble uncertainty; and performance against data, investigating potential to continuously gain information from a single cross-sectional collection of model results. Methods We compared July 2022 projections from the European COVID-19 Scenario Modelling Hub. Five modelling teams projected incidence in Belgium, the Netherlands, and Spain. We compared projections by incidence, peaks, and cumulative totals. We created a probabilistic ensemble drawn from all trajectories, and compared to ensembles from a median across each model's quantiles, or a linear opinion pool. We measured the predictive accuracy of individual trajectories against observations, using this in a weighted ensemble. We repeated this sequentially against increasing weeks of observed data. We evaluated these ensembles to reflect performance with varying observed data. Results. By collecting modelled trajectories, we showed policy-relevant epidemic characteristics. Trajectories contained a right-skewed distribution well represented by an ensemble of trajectories or a linear opinion pool, but not models' quantile intervals. Ensembles weighted by performance typically retained the range of plausible incidence over time, and in some cases narrowed this by excluding some epidemic shapes. Conclusions. We observed several information gains from collecting modelled trajectories rather than quantile distributions, including potential for continuously updated information from a single model collection. The value of information gains and losses may vary with each collaborative effort's aims, depending on the needs of projection users. Understanding the differing information potential of methods to collect model projections can support the accuracy, sustainability, and communication of collaborative infectious disease modelling efforts. Data availability All code and data available on Github: https://github.com/covid19-forecast-hub-europe/aggregation-info-loss}, language = {en} } @article{SikorskiWeberSchuette, author = {Sikorski, Alexander and Weber, Marcus and Sch{\"u}tte, Christof}, title = {The Augmented Jump Chain}, series = {Advanced Theory and Simulations}, volume = {4}, journal = {Advanced Theory and Simulations}, number = {4}, publisher = {Wiley-VCH}, doi = {10.1002/adts.202000274}, abstract = {Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are becoming more and more important. A representation of non-autonomous Markov jump processes is presented as autonomous Markov chains on space-time. Augmenting the spatial information of the embedded Markov chain by the temporal information of the associated jump times, the so-called augmented jump chain is derived. The augmented jump chain inherits the sparseness of the infinitesimal generator of the original process and therefore provides a useful tool for studying time-dependent dynamics even in high dimensions. Furthermore, possible generalizations and applications to the computation of committor functions and coherent sets in the non-autonomous setting are discussed. After deriving the theoretical foundations, the concepts with a proof-of-concept Galerkin discretization of the transfer operator of the augmented jump chain applied to simple examples are illustrated.}, language = {en} } @article{StraubeWinkelmannSchuetteetal., author = {Straube, Arthur and Winkelmann, Stefanie and Sch{\"u}tte, Christof and H{\"o}fling, Felix}, title = {Stochastic pH oscillations in a model of the urea-urease reaction confined to lipid vesicles}, series = {J. Phys. Chem. Lett.}, volume = {12}, journal = {J. Phys. Chem. Lett.}, doi = {10.1021/acs.jpclett.1c03016}, pages = {9888 -- 9893}, abstract = {The urea-urease clock reaction is a pH switch from acid to basic that can turn into a pH oscillator if it occurs inside a suitable open reactor. We numerically study the confinement of the reaction to lipid vesicles, which permit the exchange with an external reservoir by differential transport, enabling the recovery of the pH level and yielding a constant supply of urea molecules. For microscopically small vesicles, the discreteness of the number of molecules requires a stochastic treatment of the reaction dynamics. Our analysis shows that intrinsic noise induces a significant statistical variation of the oscillation period, which increases as the vesicles become smaller. The mean period, however, is found to be remarkably robust for vesicle sizes down to approximately 200 nm, but the periodicity of the rhythm is gradually destroyed for smaller vesicles. The observed oscillations are explained as a canard-like limit cycle that differs from the wide class of conventional feedback oscillators.}, language = {en} } @misc{SunkaraRaharinirinaPeppertetal., author = {Sunkara, Vikram and Raharinirina, N. Alexia and Peppert, Felix and von Kleist, Max and Sch{\"u}tte, Christof}, title = {Inferring Gene Regulatory Networks from Single Cell RNA-seq Temporal Snapshot Data Requires Higher Order Moments}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-79664}, abstract = {Due to the increase in accessibility and robustness of sequencing technology, single cell RNA-seq (scRNA-seq) data has become abundant. The technology has made significant contributions to discovering novel phenotypes and heterogeneities of cells. Recently, there has been a push for using single-- or multiple scRNA-seq snapshots to infer the underlying gene regulatory networks (GRNs) steering the cells' biological functions. To date, this aspiration remains unrealised. In this paper, we took a bottom-up approach and curated a stochastic two gene interaction model capturing the dynamics of a complete system of genes, mRNAs, and proteins. In the model, the regulation was placed upstream from the mRNA on the gene level. We then inferred the underlying regulatory interactions from only the observation of the mRNA population through~time. We could detect signatures of the regulation by combining information of the mean, covariance, and the skewness of the mRNA counts through time. We also saw that reordering the observations using pseudo-time did not conserve the covariance and skewness of the true time course. The underlying GRN could be captured consistently when we fitted the moments up to degree three; however, this required a computationally expensive non-linear least squares minimisation solver. There are still major numerical challenges to overcome for inference of GRNs from scRNA-seq data. These challenges entail finding informative summary statistics of the data which capture the critical regulatory information. Furthermore, the statistics have to evolve linearly or piece-wise linearly through time to achieve computational feasibility and scalability.}, language = {en} } @article{ThiesSunkaraRayetal., author = {Thies, Arne and Sunkara, Vikram and Ray, Sourav and Wulkow, Hanna and Celik, M. {\"O}zg{\"u}r and Yerg{\"o}z, Fatih and Sch{\"u}tte, Christof and Stein, Christoph and Weber, Marcus and Winkelmann, Stefanie}, title = {Modelling altered signalling of G-protein coupled receptors in inflamed environment to advance drug design}, series = {Scientific Reports}, volume = {13}, journal = {Scientific Reports}, number = {607}, doi = {10.1038/s41598-023-27699-w}, abstract = {We previously reported the successful design, synthesis and testing of the prototype opioid painkiller NFEPP that does not elicit adverse side effects. The design process of NFEPP was based on mathematical modelling of extracellular interactions between G-protein coupled receptors (GPCRs) and ligands, recognizing that GPCRs function differently under pathological versus healthy conditions. We now present an additional and novel stochastic model of GPCR function that includes intracellular dissociation of G-protein subunits and modulation of plasma membrane calcium channels and their dependence on parameters of inflamed and healthy tissue (pH, radicals). The model is validated against in vitro experimental data for the ligands NFEPP and fentanyl at different pH values and radical concentrations. We observe markedly reduced binding affinity and calcium channel inhibition for NFEPP at normal pH compared to lower pH, in contrast to the effect of fentanyl. For increasing radical concentrations, we find enhanced constitutive G-protein activation but reduced ligand binding affinity. Assessing the different effects, the results suggest that, compared to radicals, low pH is a more important determinant of overall GPCR function in an inflamed environment. Future drug design efforts should take this into account.}, language = {en} } @article{VegaSchuetteConrad, author = {Vega, Iliusi and Sch{\"u}tte, Christof and Conrad, Tim}, title = {Finding metastable states in real-world time series with recurrence networks}, series = {Physica A: Statistical Mechanics and its Applications}, volume = {445}, journal = {Physica A: Statistical Mechanics and its Applications}, doi = {10.1016/j.physa.2015.10.041}, pages = {1 -- 17}, abstract = {In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we introduce a way to set the embedding parameters used to reconstruct the state space from the time series. We set them as the ones giving the maximum Shannon entropy of the diagonal line length distribution for the first simultaneous minima of recurrence rate and Shannon entropy. To identify metastable states, as well as the transitions between them, we use a soft partitioning algorithm for module finding which is specifically developed for the case in which a system shows metastability. We illustrate our method with a complex time series example. Finally, we show the robustness of our method for identifying metastable states. Our results suggest that our method is robust for identifying metastable states in complex time series, even when introducing considerable levels of noise and missing data points.}, language = {en} } @misc{VegaSchuetteConrad, author = {Vega, Iliusi and Sch{\"u}tte, Christof and Conrad, Tim}, title = {SAIMeR: Self-adapted method for the identification of metastable states in real-world time series}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-50130}, abstract = {In the framework of time series analysis with recurrence networks, we introduce SAIMeR, a heuristic self-adapted method that determines the elusive recurrence threshold and identifies metastable states in complex time series. To identify metastable states as well as the transitions between them, we use graph theory concepts and a fuzzy partitioning clustering algorithm. We illustrate SAIMeR by applying it to three real-world time series and show that it is able to identify metastable states in real-world data with noise and missing data points. Finally, we suggest a way to choose the embedding parameters used to construct the state space in which this method is performed, based on the analysis of how the values of these parameters affect two recurrence quantitative measurements: recurrence rate and entropy.}, language = {en} } @article{vonKleistMenzStockeretal.2011, author = {von Kleist, Max and Menz, Stephan and Stocker, Hartmut and Arasteh, Keikawus and Huisinga, Wilhelm and Sch{\"u}tte, Christof}, title = {HIV Quasispecies Dynamics during Pro-active Treatment Switching}, series = {Plos One}, volume = {6}, journal = {Plos One}, number = {3}, publisher = {Public Library of Science}, doi = {10.1371/journal.pone.0018204}, pages = {e18204}, year = {2011}, language = {en} } @article{vonKleistMetznerMarquetetal.2012, author = {von Kleist, Max and Metzner, Ph. and Marquet, R. and Sch{\"u}tte, Christof}, title = {Polymerase Inhibition by Nucleoside Analogs}, series = {Plos Computational Biology}, volume = {8}, journal = {Plos Computational Biology}, number = {1}, doi = {10.1371/journal.pcbi.1002359}, pages = {e1002359}, year = {2012}, language = {en} } @article{vonKleistSchuetteZhang, author = {von Kleist, Max and Sch{\"u}tte, Christof and Zhang, Wei}, title = {Statistical analysis of the first passage path ensemble of jump processes}, series = {Journal of Statistical Physics}, volume = {170}, journal = {Journal of Statistical Physics}, doi = {10.1007/s10955-017-1949-x}, pages = {809 -- 843}, abstract = {The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.}, language = {en} } @inproceedings{WalterSchuette2006, author = {Walter, J. and Sch{\"u}tte, Christof}, title = {Conditional Averaging for Diffusive Fast-Slow Systems}, series = {Analysis, Modeling and Simulation of Multiscale Problems}, booktitle = {Analysis, Modeling and Simulation of Multiscale Problems}, editor = {Mielke, A.}, publisher = {Springer}, doi = {10.1007/3-540-35657-6_24}, pages = {647 -- 682}, year = {2006}, language = {en} } @article{WalterSchuettePavliotisetal.2004, author = {Walter, J. and Sch{\"u}tte, Christof and Pavliotis, G. and Stuart, Andrew}, title = {Averaging of Stochastic Differential Equations}, series = {preprint}, journal = {preprint}, year = {2004}, language = {en} } @misc{WangHartmannSchuette, author = {Wang, Han and Hartmann, Carsten and Sch{\"u}tte, Christof}, title = {Linear response theory and optimal control for a molecular system under nonequilibrium conditions}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-18944}, abstract = {In this paper, we propose a straightforward generalization of linear response theory to systems in nonequilibrium that are subject to nonequilibrium driving. We briefly revisit the standard linear response result for equilibrium systems, where we consider Langevin dynamics as a special case, and then give an alternative derivation using a change-of-measure argument that does not rely on any stationarity or reversibility assumption. This procedure moreover easily enables us to calculate the second order correction to the linear response formula (which may or may not be useful in practice). Furthermore, we outline how the novel nonequilibirum linear response formula can be used to compute optimal controls of molecular systems for cases in which one wants to steer the system to maximize a certain target expectation value. We illustrate our approach with simple numerical examples.}, language = {en} } @article{WangHartmannSchuette, author = {Wang, Han and Hartmann, Carsten and Sch{\"u}tte, Christof}, title = {Linear response theory and optimal control for a molecular system under nonequilibrium conditions}, series = {Molecular Physics}, volume = {111}, journal = {Molecular Physics}, doi = {10.1080/00268976.2013.844370}, pages = {3555 -- 3564}, language = {en} } @article{WangHartmannSchuetteetal.2013, author = {Wang, Han and Hartmann, Carsten and Sch{\"u}tte, Christof and Site, Luigi Delle}, title = {Grand-canonical-like molecular-dynamics simulations by using an adaptive-resolution technique}, series = {Phys. Rev. X}, volume = {3}, journal = {Phys. Rev. X}, doi = {10.1103/PhysRevX.3.011018}, pages = {011018}, year = {2013}, language = {en} } @misc{WangSchuette, author = {Wang, Han and Sch{\"u}tte, Christof}, title = {Building Markov State Models for Periodically Driven Non-Equilibrium Systems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-53167}, abstract = {Recent years have seen an increased interest in non-equilibrium molecular dynamics (NEMD) simulations, especially for molecular systems with periodic forcing by external fields, e.g., in the context of studying effects of electromagnetic radiation on the human body tissue. Lately, an NEMD methods with local thermostating has been proposed that allows for studying non-equilibrium processes in a statistically reliable and thermodynamically consistent way. In this article, we demonstrate how to construct Markov State Models (MSMs) for such NEMD simulations. MSM building has been well-established for systems in equilibrium where MSMs with just a few (macro-)states allow for accurate reproduction of the essential kinetics of the molecular system under consideration. Non-equilibrium MSMs have been lacking so far. The article presents how to construct such MSMs and illustrates their validity and usefulness for the case of conformation dynamics of alanine dipeptide in an external electric field.}, language = {en} } @article{WangSchuetteCiccottietal., author = {Wang, Han and Sch{\"u}tte, Christof and Ciccotti, Giovanni and Delle Site, Luigi}, title = {Exploring the conformational dynamics of alanine dipeptide in solution subjected to an external electric field: A nonequilibrium molecular dynamics simulation}, series = {Journal of Chemical Theory and Computation}, volume = {10}, journal = {Journal of Chemical Theory and Computation}, number = {4}, doi = {10.1186/s12859-017-1565-4}, pages = {1376 -- 1386}, language = {en} } @article{WangSchuetteCiccottietal., author = {Wang, Han and Sch{\"u}tte, Christof and Ciccotti, Giovanni and von Kleist, Max}, title = {Exploring the conformational dynamics of alanine dipeptide in solution subjected to an external electric field: A nonequilibrium molecular dynamics simulation}, series = {Journal of Chemical Theory and Computation}, volume = {10}, journal = {Journal of Chemical Theory and Computation}, number = {4}, doi = {10.1021/ct400993e}, pages = {1376 -- 1386}, abstract = {In this paper, we investigate the conformational dynamics of alanine dipeptide under an external electric field by nonequilibrium molecular dynamics simulation. We consider the case of a constant and of an oscillatory field. In this context, we propose a procedure to implement the temperature control, which removes the irrelevant thermal effects of the field. For the constant field different time-scales are identified in the conformational, dipole moment, and orientational dynamics. Moreover, we prove that the solvent structure only marginally changes when the external field is switched on. In the case of oscillatory field, the conformational changes are shown to be as strong as in the previous case, and nontrivial nonequilibrium circular paths in the conformation space are revealed by calculating the integrated net probability fluxes.}, language = {en} } @article{WangSchuetteSite2012, author = {Wang, Han and Sch{\"u}tte, Christof and Site, Luigi Delle}, title = {Adaptive Resolution Simulation (AdResS): A Smooth Thermodynamic and Structural Transition from Atomistic to Coarse Grained Resolution and Vice Versa in a Grand Canonical Fashion.}, series = {J. Chem. Theo. Comp.}, volume = {8}, journal = {J. Chem. Theo. Comp.}, number = {8}, doi = {10.1021/ct3003354}, pages = {2878 -- 2887}, year = {2012}, language = {en} } @article{WangSchuetteZhang2012, author = {Wang, Han and Sch{\"u}tte, Christof and Zhang, P.}, title = {Error Estimate of Short-Range Force Calculation in the Inhomogeneous Molecular Systems}, series = {Phys. Rev. E}, volume = {86}, journal = {Phys. Rev. E}, number = {02}, doi = {10.1103/PhysRevE.86.026704}, pages = {026704}, year = {2012}, language = {en} } @article{WangZhangSchuette2012, author = {Wang, Han and Zhang, P. and Sch{\"u}tte, Christof}, title = {On the Numerical Accuracy of Ewald, Smooth Particle Mesh Ewald, and Staggered Mesh Ewald Methods for Correlated Molecular Systems}, series = {J. Chem. Theo. Comp.}, volume = {8}, journal = {J. Chem. Theo. Comp.}, number = {9}, doi = {10.1021/ct300343y}, pages = {3243 -- 3256}, year = {2012}, language = {en} } @article{WeberFackeldeySchuette, author = {Weber, Marcus and Fackeldey, Konstantin and Sch{\"u}tte, Christof}, title = {Set-Free Markov State Model Building}, series = {Journal of Chemical Physics}, volume = {146}, journal = {Journal of Chemical Physics}, number = {12}, doi = {10.1063/1.4978501}, language = {en} } @misc{WeberFackeldeySchuette, author = {Weber, Marcus and Fackeldey, Konstantin and Sch{\"u}tte, Christof}, title = {Set-free Markov State Building}, issn = {1438-0064}, doi = {10.1063/1.4978501}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-62167}, abstract = {Molecular dynamics (MD) simulations face challenging problems since the timescales of interest often are much longer than what is possible to simulate and even if sufficiently long simulation are possible the complex nature of the resulting simulation data makes interpretation difficult. Markov State Models (MSMs) help to overcome these problems by making experimentally relevant timescales accessible via coarse grained representations that also allows for convenient interpretation. However, standard set-based MSMs exhibit some caveats limiting their approximation quality and statistical significance. One of the main caveats results from the fact that typical MD trajectories repeatedly re-cross the boundary between the sets used to build the MSM which causes statistical bias in estimating the transition probabilities between these sets. In this article, we present a set-free approach to MSM building utilizing smooth overlapping ansatz functions instead of sets and an adaptive refinement approach. This kind of meshless discretization helps to overcome the recrossing problem and yields an adaptive refinement procedure that allows to improve the quality of the model while exploring state space and inserting new ansatz functions into the MSM.}, language = {en} } @article{WehlitzSadeghiMontefuscoetal., author = {Wehlitz, Nathalie and Sadeghi, Mohsen and Montefusco, Alberto and Sch{\"u}tte, Christof and Pavliotis, Grigorios A. and Winkelmann, Stefanie}, title = {Approximating particle-based clustering dynamics by stochastic PDEs}, abstract = {This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane mediated receptor dynamics on cell surfaces, we formulate a stochastic particle-based model for diffusion and pairwise interaction of particles, leading to intriguing clustering phenomena. Employing numerical simulation and cluster detection methods, we explore the approximation of the particle-based clustering dynamics through mean-field approaches. We find that SPDEs successfully reproduce spatiotemporal clustering dynamics, not only in the initial cluster formation period, but also on longer time scales where the successive merging of clusters cannot be tracked by deterministic mean-field models. The computational efficiency of the SPDE approach allows us to generate extensive statistical data for parameter estimation in a simpler model that uses a Markov jump process to capture the temporal evolution of the cluster number.}, language = {en} } @article{WeissPaulusSteinhilberetal.2012, author = {Weiss, Maximilian and Paulus, Florian and Steinhilber, D. and Nikitin, Anatoly and Haag, Rainer and Sch{\"u}tte, Christof}, title = {Estimating Kinetic Parameters for the Spontaneous Polymerization of Glycidol at Elevated Temperatures}, series = {MACROMOLECULAR THEORY and SIMULATIONS}, volume = {21}, journal = {MACROMOLECULAR THEORY and SIMULATIONS}, number = {7}, doi = {10.1002/mats.201200003}, pages = {470 -- 481}, year = {2012}, language = {en} } @misc{WillenbockelSchuette, author = {Willenbockel, Christian Tobias and Sch{\"u}tte, Christof}, title = {Variational Bayesian Inference and Model Selection for the Stochastic Block Model with Irrelevant Vertices}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-57003}, abstract = {Real World networks often exhibit a significant number of vertices which are sparsely and irregularly connected to other vertices in the network. For clustering theses networks with a model based algorithm, we propose the Stochastic Block Model with Irrelevant Vertices (SBMIV) for weighted net- works. We propose an original Variational Bayesian Expectation Maximiza- tion inference algorithm for the SBMIV which is an advanced version of our Blockloading algorithm for the Stochastic Block Model. We introduce a model selection criterion for the number of clusters of the SBMIV which is based on the lower variational bound of the model likelihood. We propose a fully Bayesian inference process, based on plausible informative priors, which is independent of other algorithms for preprocessing start values for the cluster assignment of vertices. Our inference methods allow for a multi level identification of irrelevant vertices which are hard to cluster reliably ac- cording to the SBM. We demonstrate that our methods improve on the normal Stochastic Block model by applying it to to Earthquake Networks which are an example of networks with a large number of sparsely and irregularly con- nected vertices.}, language = {en} } @misc{WillenbockelSchuette, author = {Willenbockel, Christian Tobias and Sch{\"u}tte, Christof}, title = {A Variational Bayesian Algorithm for Clustering of Large and Complex Networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-54588}, abstract = {We propose the Blockloading algorithm for the clustering of large and complex graphs with tens of thousands of vertices according to a Stochastic Block Model (SBM). Blockloading is based on generalized Variational Bayesian EM (VBEM) schemes and works for weighted and unweighted graphs. Existing Variational (Bayesian) EM methods have to consider each possible number of clusters sepa- rately to determine the optimal number of clusters and are prone to converge to local optima making multiple restarts necessary. These factors impose a severe restriction on the size and complexity of graphs these methods can handle. In con- trast, the Blockloading algorithm restricts restarts to subnetworks in a way that provides error correction of an existing cluster assignment. The number of clusters need not be specified in advance because Blockloading will return it as a result. We show that Blockloading outperforms all other variational methods regarding reliability of the results and computational efficiency.}, language = {en} } @article{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems}, series = {The Journal of Chemical Physics}, volume = {147}, journal = {The Journal of Chemical Physics}, number = {11}, doi = {10.1063/1.4986560}, pages = {114115-1 -- 114115-18}, abstract = {Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations.}, language = {en} } @article{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {The Spatiotemporal Master Equation: Approximation of Reaction-Diffusion Dynamics via Markov State Modeling}, series = {Journal of Chemical Physics}, volume = {145}, journal = {Journal of Chemical Physics}, number = {21}, doi = {10.1063/1.4971163}, abstract = {Accurate modeling and numerical simulation of reaction kinetics is a topic of steady interest.We consider the spatiotemporal chemical master equation (ST-CME) as a model for stochastic reaction-diffusion systems that exhibit properties of metastability. The space of motion is decomposed into metastable compartments and diffusive motion is approximated by jumps between these compartments. Treating these jumps as first-order reactions, simulation of the resulting stochastic system is possible by the Gillespie method. We present the theory of Markov state models (MSM) as a theoretical foundation of this intuitive approach. By means of Markov state modeling, both the number and shape of compartments and the transition rates between them can be determined. We consider the ST-CME for two reaction-diffusion systems and compare it to more detailed models. Moreover, a rigorous formal justification of the ST-CME by Galerkin projection methods is presented.}, language = {en} } @misc{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {Hybrid Models for Chemical Reaction Networks: Multiscale Theory and Application to Gene Regulatory Systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-64264}, abstract = {Well-mixed stochastic chemical kinetics are properly modelled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows to express various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed.}, language = {en} } @book{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {Stochastic Dynamics in Computational Biology}, series = {Frontiers in Applied Dynamical Systems: Reviews and Tutorials}, volume = {8}, journal = {Frontiers in Applied Dynamical Systems: Reviews and Tutorials}, publisher = {Springer International Publishing}, isbn = {978-3-030-62386-9}, doi = {10.1007/978-3-030-62387-6}, language = {en} } @misc{WinkelmannSchuette, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {The spatiotemporal master equation: approximation of reaction-diffusion dynamics via Markov state modeling}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60999}, abstract = {Accurate modeling and numerical simulation of reaction kinetics is a topic of steady interest. We consider the spatiotemporal chemical master equation (ST-CME) as a model for stochastic reaction-diffusion systems that exhibit properties of metastability. The space of motion is decomposed into metastable compartments and diffusive motion is approximated by jumps between these compartments. Treating these jumps as first-order reactions, simulation of the resulting stochastic system is possible by the Gillespie method. We present the theory of Markov state models (MSM) as a theoretical foundation of this intuitive approach. By means of Markov state modeling, both the number and shape of compartments and the transition rates between them can be determined. We consider the ST-CME for two reaction-diffusion systems and compare it to more detailed models. Moreover, a rigorous formal justification of the ST-CME by Galerkin projection methods is presented.}, language = {en} } @article{WinkelmannSchuettevonKleist2012, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control with Rare State Observation}, series = {International Journal of Biomathematics and Biostatistics}, journal = {International Journal of Biomathematics and Biostatistics}, year = {2012}, language = {en} } @misc{WinkelmannSchuettevonKleist, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1}, issn = {1438-0064}, doi = {10.4310/CMS.2014.v12.n5.a4}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-41955}, abstract = {Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodefficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs.}, language = {en} } @article{WinkelmannSchuettevonKleist, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control Processes with Rare State Observation: Sensitivity Analysis with Respect to Optimal Treatment Strategies against HIV-1}, series = {International Journal of Biomathematics and Biostatistics}, volume = {2}, journal = {International Journal of Biomathematics and Biostatistics}, number = {1}, abstract = {We present the theory of "Markov decision processes (MDP) with rare state observation" and apply it to optimal treatment scheduling and diagnostic testing to mitigate HIV-1 drug resistance development in resource-poor countries. The developed theory assumes that the state of the process is hidden and can only be determined by making an examination. Each examination produces costs which enter into the considered cost functional so that the resulting optimization problem includes finding optimal examination times. This is a realistic ansatz: In many real world applications, like HIV-1 treatment scheduling, the information about the disease evolution involves substantial costs, such that examination and control are intimately connected. However, a perfect compliance with the optimal strategy can rarely be achieved. This may be particularly true for HIV-1 resistance testing in resource-constrained countries. In the present work, we therefore analyze the sensitivity of the costs with respect to deviations from the optimal examination times both analytically and for the considered application. We discover continuity in the cost-functional with respect to the examination times. For the HIV-application, moreover, sensitivity towards small deviations from the optimal examination rule depends on the disease state. Furthermore, we compare the optimal rare-control strategy to (i) constant control strategies (one action for the remaining time) and to (ii) the permanent control of the original, fully observed MDP. This comparison is done in terms of expected costs and in terms of life-prolongation. The proposed rare-control strategy offers a clear benefit over a constant control, stressing the usefulness of medical testing and informed decision making. This indicates that lower-priced medical tests could improve HIV treatment in resource-constrained settings and warrants further investigation.}, language = {en} } @article{WinkelmannSchuettevonKleist, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1}, series = {Communications in Mathematical Sciences}, volume = {12}, journal = {Communications in Mathematical Sciences}, number = {5}, doi = {10.4310/CMS.2014.v12.n5.a4}, pages = {859 -- 877}, abstract = {Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodeficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs.}, language = {en} } @article{WinkelmannSchuettevonKleist2012, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control Processes with Rare State Observation}, series = {Communications in Mathematical Sciences}, volume = {12}, journal = {Communications in Mathematical Sciences}, number = {859}, year = {2012}, language = {en} } @article{WinkelmannZonkerSchuetteetal., author = {Winkelmann, Stefanie and Zonker, Johannes and Sch{\"u}tte, Christof and Djurdjevac Conrad, Natasa}, title = {Mathematical modeling of spatio-temporal population dynamics and application to epidemic spreading}, series = {Mathematical Biosciences}, volume = {336}, journal = {Mathematical Biosciences}, publisher = {Elsevier}, doi = {10.1016/j.mbs.2021.108619}, abstract = {Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of individual simulations are required to sample quantities of interest. Especially, large numbers of agents render the sampling infeasible. Model reduction to a metapopulation model leads to a significant gain in computational efficiency, while preserving important dynamical properties. Based on a precise mathematical description of spatio-temporal ABMs, we present two different metapopulation approaches (stochastic and piecewise deterministic) and discuss the approximation steps between the different models within this framework. Especially, we show how the stochastic metapopulation model results from a Galerkin projection of the underlying ABM onto a finite-dimensional ansatz space. Finally, we utilize our modeling framework to provide a conceptual model for the spreading of COVID-19 that can be scaled to real-world scenarios.}, language = {en} } @article{WulkowConradDjurdjevacConradetal., author = {Wulkow, Hanna and Conrad, Tim and Djurdjevac Conrad, Natasa and M{\"u}ller, Sebastian A. and Nagel, Kai and Sch{\"u}tte, Christof}, title = {Prediction of Covid-19 spreading and optimal coordination of counter-measures: From microscopic to macroscopic models to Pareto fronts}, series = {PLOS One}, volume = {16}, journal = {PLOS One}, number = {4}, publisher = {Public Library of Science}, doi = {10.1371/journal.pone.0249676}, language = {en} } @article{WulkowKoltaiSchuette, author = {Wulkow, Niklas and Koltai, P{\´e}ter and Sch{\"u}tte, Christof}, title = {Memory-Based Reduced Modelling and Data-Based Estimation of Opinion Spreading}, series = {Journal of Nonlinear Science}, volume = {31}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-020-09673-2}, abstract = {We investigate opinion dynamics based on an agent-based model and are interested in predicting the evolution of the percentages of the entire agent population that share an opinion. Since these opinion percentages can be seen as an aggregated observation of the full system state, the individual opinions of each agent, we view this in the framework of the Mori-Zwanzig projection formalism. More specifically, we show how to estimate a nonlinear autoregressive model (NAR) with memory from data given by a time series of opinion percentages, and discuss its prediction capacities for various specific topologies of the agent interaction network. We demonstrate that the inclusion of memory terms significantly improves the prediction quality on examples with different network topologies.}, language = {en} } @article{WulkowKoltaiSunkaraetal., author = {Wulkow, Niklas and Koltai, P{\´e}ter and Sunkara, Vikram and Sch{\"u}tte, Christof}, title = {Data-driven modelling of nonlinear dynamics by barycentric coordinates and memory}, series = {J. Stat. Phys.}, journal = {J. Stat. Phys.}, abstract = {We present a numerical method to model dynamical systems from data. We use the recently introduced method Scalable Probabilistic Approximation (SPA) to project points from a Euclidean space to convex polytopes and represent these projected states of a system in new, lower-dimensional coordinates denoting their position in the polytope. We then introduce a specific nonlinear transformation to construct a model of the dynamics in the polytope and to transform back into the original state space. To overcome the potential loss of information from the projection to a lower-dimensional polytope, we use memory in the sense of the delay-embedding theorem of Takens. By construction, our method produces stable models. We illustrate the capacity of the method to reproduce even chaotic dynamics and attractors with multiple connected components on various examples.}, language = {en} } @article{WulkowTelgmannHungenbergetal., author = {Wulkow, Niklas and Telgmann, Regina and Hungenberg, Klaus-Dieter and Sch{\"u}tte, Christof and Wulkow, Michael}, title = {Deterministic and Stochastic Parameter Estimation for Polymer Reaction Kinetics I: Theory and Simple Examples}, series = {Macromolecular Theory and Simulations}, volume = {30}, journal = {Macromolecular Theory and Simulations}, doi = {10.1002/mats.202100017}, abstract = {Two different approaches to parameter estimation (PE) in the context of polymerization are introduced, refined, combined, and applied. The first is classical PE where one is interested in finding parameters which minimize the distance between the output of a chemical model and experimental data. The second is Bayesian PE allowing for quantifying parameter uncertainty caused by experimental measurement error and model imperfection. Based on detailed descriptions of motivation, theoretical background, and methodological aspects for both approaches, their relation are outlined. The main aim of this article is to show how the two approaches complement each other and can be used together to generate strong information gain regarding the model and its parameters. Both approaches and their interplay in application to polymerization reaction systems are illustrated. This is the first part in a two-article series on parameter estimation for polymer reaction kinetics with a focus on theory and methodology while in the second part a more complex example will be considered.}, language = {en} } @misc{ZhangHartmannSchuette, author = {Zhang, Wei and Hartmann, Carsten and Sch{\"u}tte, Christof}, title = {Effective Dynamics Along Given Reaction Coordinates, and Reaction Rate Theory}, issn = {1438-0064}, doi = {10.1039/C6FD00147E}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-59706}, abstract = {In molecular dynamics and related fields one considers dynamical descriptions of complex systems in full (atomic) detail. In order to reduce the overwhelming complexity of realistic systems (high dimension, large timescale spread, limited computational resources) the projection of the full dynamics onto some reaction coordinates is examined in order to extract statistical information like free energies or reaction rates. In this context, the effective dynamics that is induced by the full dynamics on the reaction coordinate space has attracted considerable attention in the literature. In this article, we contribute to this discussion: We first show that if we start with an ergodic diffusion processes whose invariant measure is unique then these properties are inherited by the effective dynamics. Then, we give equations for the effective dynamics, discuss whether the dominant timescales and reaction rates inferred from the effective dynamics are accurate approximations of such quantities for the full dynamics, and compare our findings to results from approaches like Zwanzig-Mori, averaging, or homogenization. Finally, by discussing the algorithmic realization of the effective dynamics, we demonstrate that recent algorithmic techniques like the "equation-free" approach and the "heterogeneous multiscale method" can be seen as special cases of our approach.}, language = {en} } @article{ZhangHartmannSchuette, author = {Zhang, Wei and Hartmann, Carsten and Sch{\"u}tte, Christof}, title = {Effective dynamics along given reaction coordinates, and reaction rate theory}, series = {Faraday Discussions}, journal = {Faraday Discussions}, number = {195}, doi = {10.1039/C6FD00147E}, pages = {365 -- 394}, language = {en} } @article{ZhangKlusConradetal., author = {Zhang, Wei and Klus, Stefan and Conrad, Tim and Sch{\"u}tte, Christof}, title = {Learning chemical reaction networks from trajectory data}, series = {SIAM Journal on Applied Dynamical Systems (SIADS)}, volume = {18}, journal = {SIAM Journal on Applied Dynamical Systems (SIADS)}, number = {4}, doi = {10.1137/19M1265880}, pages = {2000 -- 2046}, abstract = {We develop a data-driven method to learn chemical reaction networks from trajectory data. Modeling the reaction system as a continuous-time Markov chain and assuming the system is fully observed,our method learns the propensity functions of the system with predetermined basis functions by maximizing the likelihood function of the trajectory data under l^1 sparse regularization. We demonstrate our method with numerical examples using synthetic data and carry out an asymptotic analysis of the proposed learning procedure in the infinite-data limit.}, language = {en} } @article{ZhangLiSchuette2021, author = {Zhang, Wei and Li, Tiejun and Sch{\"u}tte, Christof}, title = {Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks}, series = {Journal of Computational Physics}, volume = {465}, journal = {Journal of Computational Physics}, doi = {10.1016/j.jcp.2022.111377}, year = {2021}, abstract = {In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and eigenfunctions of such high-dimensional eigenvalue problem. The algorithm is useful in understanding the dynamical behaviors of metastable processes on large timescales. We demonstrate the capability of our algorithm on a high-dimensional model problem, and on the simple molecular system alanine dipeptide.}, language = {en} } @article{ZhangSchuette, author = {Zhang, Wei and Sch{\"u}tte, Christof}, title = {Reliable approximation of long relaxation timescales in molecular dynamics}, series = {Entropy}, volume = {19}, journal = {Entropy}, number = {7}, doi = {10.3390/e19070367}, language = {en} } @misc{ZhangSchuette, author = {Zhang, Wei and Sch{\"u}tte, Christof}, title = {Reliable approximation of long relaxation timescales in molecular dynamics}, issn = {1438-0064}, doi = {10.3390/e19070367}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-63718}, abstract = {Many interesting rare events in molecular systems like ligand association, protein folding or con- formational changes happen on timescales that often are not accessible by direct numerical simulation. Therefore rare event approximation approaches like interface sampling, Markov state model building or advanced reaction coordinate based free energy estimation have attracted huge attention recently. In this article we analyze the reliability of such approaches: How precise is an estimate of long relaxation timescales of molecular systems resulting from various forms of rare event approximation methods? Our results give a theoretical answer to this question by relating it with the transfer operator approach to molecular dynamics. By doing so they also allow for understanding deep connections between the different approaches.}, language = {en} } @article{ZhangSchuette, author = {Zhang, Wei and Sch{\"u}tte, Christof}, title = {Understanding recent deep-learning techniques for identifying collective variables of molecular dynamics}, series = {Proceedings in Applied Mathematics and Mechanics}, volume = {23}, journal = {Proceedings in Applied Mathematics and Mechanics}, number = {4}, doi = {10.1002/pamm.202300189}, abstract = {High-dimensional metastable molecular dynamics (MD) can often be characterised by a few features of the system, that is, collective variables (CVs). Thanks to the rapid advance in the area of machine learning and deep learning, various deep learning-based CV identification techniques have been developed in recent years, allowing accurate modelling and efficient simulation of complex molecular systems. In this paper, we look at two different categories of deep learning-based approaches for finding CVs, either by computing leading eigenfunctions of transfer operator associated to the underlying dynamics, or by learning an autoencoder via minimisation of reconstruction error. We present a concise overview of the mathematics behind these two approaches and conduct a comparative numerical study of these two approaches on illustrative examples.}, language = {en} } @article{ZhangSchuette2024, author = {Zhang, Wei and Sch{\"u}tte, Christof}, title = {On finding optimal collective variables for complex systems by minimizing the deviation between effective and full dynamics}, year = {2024}, abstract = {This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process X_n in R^d to a (much) smaller dimension k≪d. We define the effective dynamics under a given collective variable map ξ as the best Markovian representation of X_n under ξ. The novelty of the paper is that it gives strict criteria for selecting optimal collective variables via the properties of the effective dynamics. In particular, we show that the transition density of the effective dynamics of the optimal collective variable solves a relative entropy minimization problem from certain family of densities to the transition density of X_n. We also show that many transfer operator-based data-driven numerical approaches essentially learn quantities of the effective dynamics. Furthermore, we obtain various error estimates for the effective dynamics in approximating dominant timescales / eigenvalues and transition rates of the original process X_n and how optimal collective variables minimize these errors. Our results contribute to the development of theoretical tools for the understanding of complex dynamical systems, e.g. molecular kinetics, on large timescales. These results shed light on the relations among existing data-driven numerical approaches for identifying good collective variables, and they also motivate the development of new methods.}, language = {en} } @misc{ZhangWangHartmannetal., author = {Zhang, Wei and Wang, Han and Hartmann, Carsten and Weber, Marcus and Sch{\"u}tte, Christof}, title = {Applications of the cross-entropy method to importance sampling and optimal control of diffusions}, issn = {1438-0064}, doi = {10.1137/14096493X}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-49720}, abstract = {We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method.}, language = {en} } @article{ZhangWangHartmannetal., author = {Zhang, Wei and Wang, Han and Hartmann, Carsten and Weber, Marcus and Sch{\"u}tte, Christof}, title = {Applications of the cross-entropy method to importance sampling and optimal control of diffusions}, series = {Siam Journal on Scientific Computing}, volume = {36}, journal = {Siam Journal on Scientific Computing}, number = {6}, doi = {10.1137/14096493X}, pages = {A2654 -- A2672}, language = {en} }