@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} } @misc{Sikorski, type = {Master Thesis}, author = {Sikorski, Alexander}, title = {An Information-Theoretic Empirical Bayes Method and its Application to a Systems Biology Model}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-65098}, abstract = {This thesis covers the development and application of an empirical Bayes method to the problem of parameter estimation in systems biology. The goal was to provide a general and practical solution to the Bayesian inverse problem in the case of high dimensional parameter spaces making use of present cohort-data. We show that the maximum penalized likelihood estimator (MPLE) with information penalty is based on natural, information-theoretic considerations and admits the desirable property of transformation invariance. Due to its concavity, the objective function is computationally feasible and its mesh-free Monte-Carlo approximation enables its application to high-dimensional problems eluding the curse of dimensionality. We furthermore show how to apply the developed methods to a real world problem by the means of Markov chain Monte-Carlo sampling (MCMC), affirming its proficiency in a practical scenario.}, language = {en} } @misc{KlebanovSikorskiSchuetteetal., author = {Klebanov, Ilja and Sikorski, Alexander and Sch{\"u}tte, Christof and R{\"o}blitz, Susanna}, title = {Prior estimation and Bayesian inference from large cohort data sets}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-57475}, abstract = {One of the main goals of mathematical modelling in systems biology related to medical applications is to obtain patient-specific parameterisations and model predictions. In clinical practice, however, the number of available measurements for single patients is usually limited due to time and cost restrictions. This hampers the process of making patient-specific predictions about the outcome of a treatment. On the other hand, data are often available for many patients, in particular if extensive clinical studies have been performed. Using these population data, we propose an iterative algorithm for contructing an informative prior distribution, which then serves as the basis for computing patient-specific posteriors and obtaining individual predictions. We demonsrate the performance of our method by applying it to a low-dimensional parameter estimation problem in a toy model as well as to a high-dimensional ODE model of the human menstrual cycle, which represents a typical example from systems biology modelling.}, language = {en} } @misc{KlebanovSikorskiSchuetteetal., author = {Klebanov, Ilja and Sikorski, Alexander and Sch{\"u}tte, Christof and R{\"o}blitz, Susanna}, title = {Empirical Bayes Methods for Prior Estimation in Systems Medicine}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-61307}, abstract = {One of the main goals of mathematical modelling in systems medicine related to medical applications is to obtain patient-specific parameterizations and model predictions. In clinical practice, however, the number of available measurements for single patients is usually limited due to time and cost restrictions. This hampers the process of making patient-specific predictions about the outcome of a treatment. On the other hand, data are often available for many patients, in particular if extensive clinical studies have been performed. Therefore, before applying Bayes' rule separately to the data of each patient (which is typically performed using a non-informative prior), it is meaningful to use empirical Bayes methods in order to construct an informative prior from all available data. We compare the performance of four priors - a non-informative prior and priors chosen by nonparametric maximum likelihood estimation (NPMLE), by maximum penalized lilelihood estimation (MPLE) and by doubly-smoothed maximum likelihood estimation (DS-MLE) - by applying them to a low-dimensional parameter estimation problem in a toy model as well as to a high-dimensional ODE model of the human menstrual cycle, which represents a typical example from systems biology modelling.}, language = {en} } @masterthesis{Sikorski, type = {Bachelor Thesis}, author = {Sikorski, Alexander}, title = {PCCA+ and Its Application to Spatial Time Series Clustering}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-58769}, 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} } @misc{KlebanovSikorskiSchuetteetal., author = {Klebanov, Ilja and Sikorski, Alexander and Sch{\"u}tte, Christof and R{\"o}blitz, Susanna}, title = {Empirical Bayes Methods, Reference Priors, Cross Entropy and the EM Algorithm}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-61230}, abstract = {When estimating a probability density within the empirical Bayes framework, the non-parametric maximum likelihood estimate (NPMLE) usually tends to overfit the data. This issue is usually taken care of by regularization - a penalization term is subtracted from the marginal log-likelihood before the maximization step, so that the estimate favors smooth solutions, resulting in the so-called maximum penalized likelihood estimation (MPLE). The majority of penalizations currently in use are rather arbitrary brute-force solutions, which lack invariance under transformation of the parameters(reparametrization) and measurements. This contradicts the principle that, if the underlying model has several equivalent formulations, the methods of inductive inference should lead to consistent results. Motivated by this principle and using an information-theoretic point of view, we suggest an entropy-based penalization term that guarantees this kind of invariance. The resulting density estimate can be seen as a generalization of reference priors. Using the reference prior as a hyperprior, on the other hand, is argued to be a poor choice for regularization. We also present an insightful connection between the NPMLE, the cross entropy and the principle of minimum discrimination information suggesting another method of inference that contains the doubly-smoothed maximum likelihood estimation as a special case.}, language = {en} } @article{HeidaSikorskiWeber, author = {Heida, Martin and Sikorski, Alexander and Weber, Marcus}, title = {Consistency and order 1 convergence of cell-centered finite volume discretizations of degenerate elliptic problems in any space dimension}, series = {SIAM Journal on Numerical Analysis}, journal = {SIAM Journal on Numerical Analysis}, doi = {10.20347/WIAS.PREPRINT.2913}, abstract = {We study consistency of cell-centered finite difference methods for elliptic equations with degenerate coefficients in any space dimension \$d \geq 2\$. This results in order of convergence estimates in the natural weighted energy norm and in the weighted discrete \$L^2\$-norm on admissible meshes. The cells of meshes under consideration may be very irregular in size. We particularly allow the size of certain cells to remain bounded from below even in the asymptotic limit. For uniform meshes we show that the order of convergence is at least 1 in the energy semi-norm, provided the discrete and continuous solutions exist and the continuous solution has \$H^2\$ regularity.}, language = {en} } @misc{FackeldeySikorskiWeber, author = {Fackeldey, Konstantin and Sikorski, Alexander and Weber, Marcus}, title = {Spectral Clustering for Non-reversible Markov Chains}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-70218}, abstract = {Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g. the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We also extend this spectral clustering method to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension non-reversible Markov chains can be analyzed. Furthermore, the chains do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e. Generalized PCCA), since it includes the case of non reversible processes. We also apply the method to real world eye tracking data.}, language = {en} } @article{FackeldeySikorskiWeber, author = {Fackeldey, Konstantin and Sikorski, Alexander and Weber, Marcus}, title = {Spectral Clustering for Non-Reversible Markov Chains}, series = {Computational and Applied Mathematics}, volume = {37}, journal = {Computational and Applied Mathematics}, number = {5}, doi = {https://doi.org/10.1007/s40314-018-0697-0}, pages = {6376 -- 6391}, abstract = {Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g., the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We also extend this spectral clustering method to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension non-reversible Markov chains can be analyzed. Furthermore, the chains do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e., generalized PCCA), since it includes the case of non-reversible processes. We also apply the method to real-world eye-tracking data.}, language = {en} } @misc{Sikorski, author = {Sikorski, Alexander}, title = {VoronoiGraph.jl}, doi = {10.5281/zenodo.6417636}, abstract = {This Package implements a variation of the Voronoi Graph Traversal algorithm by Polianskii and Pokorny [1]. It constructs a Voronoi Diagram from a set of points by performing a random walk on the graph of the vertices of the diagram. Unlike many other Voronoi implementations this algorithm is not limited to 2 or 3 dimensions and promises good performance even in higher dimensions.}, language = {en} } @article{SechiSikorskiWeber2020, author = {Sechi, Renata and Sikorski, Alexander and Weber, Marcus}, title = {Estimation of the Koopman Generator by Newton's Extrapolation}, series = {Multiscale Modeling and Simulation}, volume = {19}, journal = {Multiscale Modeling and Simulation}, number = {2}, publisher = {SIAM}, doi = {10.1137/20M1333006}, pages = {758 -- 774}, year = {2020}, abstract = {This article addresses the problem of estimating the Koopman generator of a Markov process. The direct computation of the infinitesimal generator is not easy because of the discretization of the state space, in particular because of the trade-off inherent in the choice of the best lag time to study the process. Short lag times implies a strong discretization of the state space and a consequent loss of Markovianity. Large lag times bypass events on fast timescales. We propose a method to approximate the generator with the computation of the Newton polynomial extrapolation. This technique is a multistep approach which uses as its input Koopman transfer operators evaluated for a series of lag times. Thus, the estimated infinitesimal generator combines information from different time resolutions and does not bias only fast- or slow-decaying dynamics. We show that the multi-scale Newton method can improve the estimation of the generator in comparison to the computation using finite difference or matrix logarithm methods.}, language = {en} } @article{FrankSikorskiRoeblitz, author = {Frank, Anna-Simone and Sikorski, Alexander and R{\"o}blitz, Susanna}, title = {Spectral clustering of Markov chain transition matrices with complex eigenvalues}, series = {Journal of Computational and Applied Mathematics}, volume = {444}, journal = {Journal of Computational and Applied Mathematics}, doi = {10.1016/j.cam.2024.115791}, pages = {115791}, abstract = {The Robust Perron Cluster Analysis (PCCA+) has become a popular spectral clustering algorithm for coarse-graining transition matrices of nearly decomposable Markov chains with transition states. Originally developed for reversible Markov chains, the algorithm only worked for transition matrices with real eigenvalues. In this paper, we therefore extend the theoretical framework of PCCA+ to Markov chains with a complex eigen-decomposition. We show that by replacing a complex conjugate pair of eigenvectors by their real and imaginary components, a real representation of the same subspace is obtained, which is suitable for the cluster analysis. We show that our approach leads to the same results as the generalized PCCA+ (GPCCA), which replaces the complex eigen-decomposition by a conceptually more difficult real Schur decomposition. We apply the method on non-reversible Markov chains, including circular chains, and demonstrate its efficiency compared to GPCCA. The experiments are performed in the Matlab programming language and codes are provided.}, language = {de} } @misc{SikorskiSechiHelfmann, author = {Sikorski, Alexander and Sechi, Renata and Helfmann, Luzie}, title = {cmdtools}, doi = {https://doi.org/10.5281/zenodo.4749331}, abstract = {Python implementation of severals tools (PCCA, AJC, SQRA, P/Q estimation) for the analysis of dynamical systems from the transfer operator perspective.}, language = {en} } @article{SikorskiNiknejadWeberetal., author = {Sikorski, Alexander and Niknejad, Amir and Weber, Marcus and Donati, Luca}, title = {Tensor-SqRA: Modeling the transition rates of interacting molecular systems in terms of potential energies}, series = {Journal of Chemical Physics}, volume = {160}, journal = {Journal of Chemical Physics}, doi = {10.1063/5.0187792}, pages = {104112}, abstract = {Estimating the rate of rare conformational changes in molecular systems is one of the goals of molecular dynamics simulations. In the past few decades, a lot of progress has been done in data-based approaches toward this problem. In contrast, model-based methods, such as the Square Root Approximation (SqRA), directly derive these quantities from the potential energy functions. In this article, we demonstrate how the SqRA formalism naturally blends with the tensor structure obtained by coupling multiple systems, resulting in the tensor-based Square Root Approximation (tSqRA). It enables efficient treatment of high-dimensional systems using the SqRA and provides an algebraic expression of the impact of coupling energies between molecular subsystems. Based on the tSqRA, we also develop the projected rate estimation, a hybrid data-model-based algorithm that efficiently estimates the slowest rates for coupled systems. In addition, we investigate the possibility of integrating low-rank approximations within this framework to maximize the potential of the tSqRA.}, language = {en} } @article{SikorskiRiberaBorrellWeber, author = {Sikorski, Alexander and Ribera Borrell, Enric and Weber, Marcus}, title = {Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN}, series = {Journal of Mathematical Physics}, volume = {65}, journal = {Journal of Mathematical Physics}, doi = {10.1063/5.0140764}, pages = {013502}, abstract = {The dominant eigenfunctions of the Koopman operator characterize the metastabilities and slow-timescale dynamics of stochastic diffusion processes. In the context of molecular dynamics and Markov state modeling, they allow for a description of the location and frequencies of rare transitions, which are hard to obtain by direct simulation alone. In this article, we reformulate the eigenproblem in terms of the ISOKANN framework, an iterative algorithm that learns the eigenfunctions by alternating between short burst simulations and a mixture of machine learning and classical numerics, which naturally leads to a proof of convergence. We furthermore show how the intermediate iterates can be used to reduce the sampling variance by importance sampling and optimal control (enhanced sampling), as well as to select locations for further training (adaptive sampling). We demonstrate the usage of our proposed method in experiments, increasing the approximation accuracy by several orders of magnitude.}, language = {en} } @article{SikorskiRabbenChewleetal., author = {Sikorski, Alexander and Rabben, Robert Julian and Chewle, Surahit and Weber, Marcus}, title = {Capturing the Macroscopic Behaviour of Molecular Dynamics with Membership Functions}, abstract = {Markov processes serve as foundational models in many scientific disciplines, such as molecular dynamics, and their simulation forms a common basis for analysis. While simulations produce useful trajectories, obtaining macroscopic information directly from microstate data presents significant challenges. This paper addresses this gap by introducing the concept of membership functions being the macrostates themselves. We derive equations for the holding times of these macrostates and demonstrate their consistency with the classical definition. Furthermore, we discuss the application of the ISOKANN method for learning these quantities from simulation data. In addition, we present a novel method for extracting transition paths based on the ISOKANN results and demonstrate its efficacy by applying it to simulations of the 𝜇-opioid receptor. With this approach we provide a new perspective on analyzing the macroscopic behaviour of Markov systems.}, language = {en} }