@article{KlebanovSikorskiSchuetteetal., author = {Klebanov, Ilja and Sikorski, Alexander and Sch{\"u}tte, Christof and R{\"o}blitz, Susanna}, title = {Objective priors in the empirical Bayes framework}, series = {Scandinavian Journal of Statistics}, volume = {48}, journal = {Scandinavian Journal of Statistics}, number = {4}, publisher = {Wiley Online Library}, doi = {10.1111/sjos.12485}, pages = {1212 -- 1233}, 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{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}, series = {Multiscale Modeling \& Simulation}, volume = {19}, journal = {Multiscale Modeling \& Simulation}, number = {4}, publisher = {Society for Industrial and Applied Mathematics}, 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{delRazoDibakSchuetteetal., author = {del Razo, Mauricio J. and Dibak, Manuel and Sch{\"u}tte, Christof and No{\´e}, Frank}, title = {Multiscale molecular kinetics by coupling Markov state models and reaction-diffusion dynamics}, series = {The Journal of Chemical Physics}, volume = {155}, journal = {The Journal of Chemical Physics}, number = {12}, doi = {10.1063/5.0060314}, 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{HelfmannDjurdjevacConradDjurdjevacetal., 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}, series = {Communications in Applied Mathematics and Computational Science}, volume = {16}, journal = {Communications in Applied Mathematics and Computational Science}, number = {1}, doi = {10.2140/camcos.2021.16.1}, pages = {1 -- 32}, 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{BittracherKlusHamzietal., 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}, series = {Journal of Nonlinear Science}, volume = {31}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-020-09668-z}, 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{BittracherMoschnerKokschetal., author = {Bittracher, Andreas and Moschner, Johann and Koksch, Beate and Netz, Roland and Sch{\"u}tte, Christof}, title = {Exploring the locking stage of NFGAILS amyloid fibrillation via transition manifold analysis}, series = {The European Physical Journal B}, volume = {94}, journal = {The European Physical Journal B}, doi = {10.1140/epjb/s10051-021-00200-0}, language = {en} } @article{BittracherSchuette, author = {Bittracher, Andreas and Sch{\"u}tte, Christof}, title = {A probabilistic algorithm for aggregating vastly undersampled large Markov chains}, series = {Physica D: Nonlinear Phenomena}, 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}, 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{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} } @article{BoltzSirbuStelzeretal., 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}, series = {Optic Letters}, volume = {46}, journal = {Optic Letters}, number = {7}, doi = {10.1364/OL.413030}, pages = {1538 -- 1541}, 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{CardereraPokuttaSchuetteetal., author = {Carderera, Alejandro and Pokutta, Sebastian and Sch{\"u}tte, Christof and Weiser, Martin}, title = {CINDy: Conditional gradient-based Identification of Non-linear Dynamics - Noise-robust recovery}, series = {Journal of Computational and Applied Mathematics}, journal = {Journal of Computational and Applied Mathematics}, abstract = {Governing equations are essential to the study of nonlinear dynamics, often enabling the prediction of previously unseen behaviors as well as the inclusion into control strategies. The discovery of governing equations from data thus has the potential to transform data-rich fields where well-established dynamical models remain unknown. This work contributes to the recent trend in data-driven sparse identification of nonlinear dynamics of finding the best sparse fit to observational data in a large library of potential nonlinear models. We propose an efficient first-order Conditional Gradient algorithm for solving the underlying optimization problem. In comparison to the most prominent alternative algorithms, the new algorithm shows significantly improved performance on several essential issues like sparsity-induction, structure-preservation, noise robustness, and sample efficiency. We demonstrate these advantages on several dynamics from the field of synchronization, particle dynamics, and enzyme chemistry.}, 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{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{GelssKlusSchusteretal., author = {Gelss, Patrick and Klus, Stefan and Schuster, Ingmar and Sch{\"u}tte, Christof}, title = {Feature space approximation for kernel-based supervised learning}, series = {Knowledge-Based Sytems}, volume = {221}, journal = {Knowledge-Based Sytems}, publisher = {Elsevier}, doi = {https://doi.org/10.1016/j.knosys.2021.106935}, language = {en} } @article{RaharinirinaPeppertvonKleistetal., author = {Raharinirina, Alexia N. and Peppert, Felix and von Kleist, Max and Sch{\"u}tte, Christof and Sunkara, Vikram}, title = {Inferring gene regulatory networks from single-cell RNA-seq temporal snapshot data requires higher-order moments}, series = {Patterns}, volume = {2}, journal = {Patterns}, number = {9}, doi = {10.1016/j.patter.2021.100332}, abstract = {Single-cell RNA sequencing (scRNA-seq) has become ubiquitous in biology. Recently, there has been a push for using scRNA-seq snapshot data to infer the underlying gene regulatory networks (GRNs) steering cellular function. To date, this aspiration remains unrealized due to technical and computational challenges. In this work we focus on the latter, which is under-represented in the literature. We took a systemic approach by subdividing the GRN inference into three fundamental components: data pre-processing, feature extraction, and inference. We observed that the regulatory signature is captured in the statistical moments of scRNA-seq data and requires computationally intensive minimization solvers to extract it. Furthermore, current data pre-processing might not conserve these statistical moments. Although our moment-based approach is a didactic tool for understanding the different compartments of GRN inference, this line of thinking—finding computationally feasible multi-dimensional statistics of data—is imperative for designing GRN inference methods.}, 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} } @article{HelfmannHeitzigKoltaietal., author = {Helfmann, Luzie and Heitzig, Jobst and Koltai, P{\´e}ter and Kurths, J{\"u}rgen and Sch{\"u}tte, Christof}, title = {Statistical analysis of tipping pathways in agent-based models}, series = {Eur. Phys. J. Spec. Top.}, volume = {230}, journal = {Eur. Phys. J. Spec. Top.}, doi = {10.1140/epjs/s11734-021-00191-0}, pages = {3249 -- 3271}, abstract = {Agent-based models are a natural choice for modeling complex social systems. In such models simple stochastic interaction rules for a large population of individuals on the microscopic scale can lead to emergent dynamics on the macroscopic scale, for instance a sudden shift of majority opinion or behavior. Here we are introducing a methodology for studying noise-induced tipping between relevant subsets of the agent state space representing characteristic configurations. Due to a large number of interacting individuals, agent-based models are high-dimensional, though usually a lower-dimensional structure of the emerging collective behaviour exists. We therefore apply Diffusion Maps, a non-linear dimension reduction technique, to reveal the intrinsic low-dimensional structure. We characterize the tipping behaviour by means of Transition Path Theory, which helps gaining a statistical understanding of the tipping paths such as their distribution, flux and rate. By systematically studying two agent-based models that exhibit a multitude of tipping pathways and cascading effects, we illustrate the practicability of our approach.}, language = {en} } @article{NiemannWinkelmannWolfetal., author = {Niemann, Jan-Hendrik and Winkelmann, Stefanie and Wolf, Sarah and Sch{\"u}tte, Christof}, title = {Agent-based modeling: Population limits and large timescales}, series = {Chaos: An Interdisciplinary Journal of Nonlinear Science}, 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}, 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{NiemannKlusSchuette, 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}, series = {PLOS ONE}, volume = {16}, journal = {PLOS ONE}, number = {5}, doi = {10.1371/journal.pone.0250970}, 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., 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} }