@article{KlebanovSikorskiSchuetteetal.2021, author = {Klebanov, Ilja and Sikorski, Alexander and Sch{\"u}tte, Christof and R{\"o}blitz, Susanna}, title = {Objective priors in the empirical Bayes framework}, volume = {48}, journal = {Scandinavian Journal of Statistics}, number = {4}, publisher = {Wiley Online Library}, doi = {10.1111/sjos.12485}, pages = {1212 -- 1233}, year = {2021}, abstract = {When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the nonparametric case, the maximum likelihood estimate is known to overfit the data, an issue that is commonly tackled by regularization. However, the majority of regularizations are ad hoc choices which lack invariance under reparametrization of the model and result in inconsistent estimates for equivalent models. We introduce a nonparametric, transformation-invariant estimator for the prior distribution. Being defined in terms of the missing information similar to the reference prior, it can be seen as an extension of the latter to the data-driven setting. This implies a natural interpretation as a trade-off between choosing the least informative prior and incorporating the information provided by the data, a symbiosis between the objective and empirical Bayes methodologies.}, language = {en} } @article{BittracherSchuette2021, author = {Bittracher, Andreas and Sch{\"u}tte, Christof}, title = {A probabilistic algorithm for aggregating vastly undersampled large Markov chains}, volume = {416}, journal = {Physica D: Nonlinear Phenomena}, doi = {https://doi.org/10.1016/j.physd.2020.132799}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-75874}, year = {2021}, language = {en} } @article{BittracherKlusHamzietal.2021, author = {Bittracher, Andreas and Klus, Stefan and Hamzi, Boumediene and Sch{\"u}tte, Christof}, title = {Dimensionality Reduction of Complex Metastable Systems via Kernel Embeddings of Transition Manifolds}, volume = {31}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-020-09668-z}, year = {2021}, abstract = {We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework for the computation of optimal reaction coordinates of such systems that is based on learning a parameterization of a low-dimensional transition manifold in a certain function space. In this article, we enhance this approach by embedding and learning this transition manifold in a reproducing kernel Hilbert space, exploiting the favorable properties of kernel embeddings. Under mild assumptions on the kernel, the manifold structure is shown to be preserved under the embedding, and distortion bounds can be derived. This leads to a more robust and more efficient algorithm compared to the previous parameterization approaches.}, language = {en} } @article{NiemannWinkelmannWolfetal.2021, author = {Niemann, Jan-Hendrik and Winkelmann, Stefanie and Wolf, Sarah and Sch{\"u}tte, Christof}, title = {Agent-based modeling: Population limits and large timescales}, volume = {31}, journal = {Chaos: An Interdisciplinary Journal of Nonlinear Science}, number = {3}, issn = {1438-0064}, doi = {10.1063/5.0031373}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-77309}, year = {2021}, abstract = {Modeling, simulation and analysis of interacting agent systems is a broad field of research, with existing approaches reaching from informal descriptions of interaction dynamics to more formal, mathematical models. In this paper, we study agent-based models (ABMs) given as continuous-time stochastic processes and their pathwise approximation by ordinary and stochastic differential equations (ODEs and SDEs, respectively) for medium to large populations. By means of an appropriately adapted transfer operator approach we study the behavior of the ABM process on long time scales. We show that, under certain conditions, the transfer operator approach allows to bridge the gap between the pathwise results for large populations on finite timescales, i.e., the SDE limit model, and approaches built to study dynamical behavior on long time scales like large deviation theory. The latter provides a rigorous analysis of rare events including the associated asymptotic rates on timescales that scale exponentially with the population size. We demonstrate that it is possible to reveal metastable structures and timescales of rare events of the ABM process by finite-length trajectories of the SDE process for large enough populations. This approach has the potential to drastically reduce computational effort for the analysis of ABMs.}, language = {en} } @article{KostreSchuetteNoeetal.2021, author = {Kostre, Margarita and Sch{\"u}tte, Christof and No{\´e}, Frank and del Razo Sarmina, Mauricio}, title = {Coupling Particle-Based Reaction-Diffusion Simulations with Reservoirs Mediated by Reaction-Diffusion PDEs}, volume = {19}, journal = {Multiscale Modeling \& Simulation}, number = {4}, publisher = {Society for Industrial and Applied Mathematics}, arxiv = {http://arxiv.org/abs/2006.00003}, doi = {10.1137/20M1352739}, pages = {1659 -- 1683}, year = {2021}, abstract = {Open biochemical systems of interacting molecules are ubiquitous in life-related processes. However, established computational methodologies, like molecular dynamics, are still mostly constrained to closed systems and timescales too small to be relevant for life processes. Alternatively, particle-based reaction-diffusion models are currently the most accurate and computationally feasible approach at these scales. Their efficiency lies in modeling entire molecules as particles that can diffuse and interact with each other. In this work, we develop modeling and numerical schemes for particle-based reaction-diffusion in an open setting, where the reservoirs are mediated by reaction-diffusion PDEs. We derive two important theoretical results. The first one is the mean-field for open systems of diffusing particles; the second one is the mean-field for a particle-based reaction-diffusion system with second-order reactions. We employ these two results to develop a numerical scheme that consistently couples particle-based reaction-diffusion processes with reaction-diffusion PDEs. This allows modeling open biochemical systems in contact with reservoirs that are time-dependent and spatially inhomogeneous, as in many relevant real-world applications.}, language = {en} } @article{BoltzSirbuStelzeretal.2021, author = {Boltz, Horst-Holger and Sirbu, Alexei and Stelzer, Nina and Lohse, Martin J. and Sch{\"u}tte, Christof and Annibale, Paolo}, title = {Quantitative spectroscopy of single molecule interaction times}, volume = {46}, journal = {Optic Letters}, number = {7}, doi = {10.1364/OL.413030}, pages = {1538 -- 1541}, year = {2021}, abstract = {Single molecule fluorescence tracking provides information at nanometer-scale and millisecond-temporal resolution about the dynamics and interaction of individual molecules in a biological environment. While the dynamic behavior of isolated molecules can be characterized well, the quantitative insight is more limited when interactions between two indistinguishable molecules occur. We address this aspect by developing a theoretical foundation for a spectroscopy of interaction times, i.e., the inference of interaction from imaging data. A non-trivial crossover between a power law to an exponential behavior of the distribution of the interaction times is highlighted, together with the dependence of the exponential term upon the microscopic reaction affinity. Our approach is validated with simulated and experimental datasets.}, language = {en} } @article{WulkowKoltaiSchuette2021, 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}, volume = {31}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-020-09673-2}, year = {2021}, 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{HelfmannDjurdjevacConradDjurdjevacetal.2021, author = {Helfmann, Luzie and Djurdjevac Conrad, Natasa and Djurdjevac, Ana and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {From interacting agents to density-based modeling with stochastic PDEs}, volume = {16}, journal = {Communications in Applied Mathematics and Computational Science}, number = {1}, arxiv = {http://arxiv.org/abs/1905.13525}, doi = {10.2140/camcos.2021.16.1}, pages = {1 -- 32}, year = {2021}, abstract = {Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.}, language = {en} } @article{NiemannKlusSchuette2021, author = {Niemann, Jan-Hendrik and Klus, Stefan and Sch{\"u}tte, Christof}, title = {Data-driven model reduction of agent-based systems using the Koopman generator}, volume = {16}, journal = {PLOS ONE}, number = {5}, arxiv = {http://arxiv.org/abs/2012.07718}, doi = {10.1371/journal.pone.0250970}, year = {2021}, abstract = {The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such agent-based models, however, is often prohibitively time-consuming if the number of agents is large. In this paper, we show how Koopman operator theory can be used to derive reduced models of agent-based systems using only simulation or real-world data. Our goal is to learn coarse-grained models and to represent the reduced dynamics by ordinary or stochastic differential equations. The new variables are, for instance, aggregated state variables of the agent-based model, modeling the collective behavior of larger groups or the entire population. Using benchmark problems with known coarse-grained models, we demonstrate that the obtained reduced systems are in good agreement with the analytical results, provided that the numbers of agents is sufficiently large.}, language = {en} } @article{WulkowConradDjurdjevacConradetal.2021, 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}, volume = {16}, journal = {PLOS One}, number = {4}, publisher = {Public Library of Science}, doi = {10.1371/journal.pone.0249676}, year = {2021}, language = {en} }