TY - JOUR A1 - Klebanov, Ilja A1 - Sikorski, Alexander A1 - Schütte, Christof A1 - Röblitz, Susanna T1 - Objective priors in the empirical Bayes framework JF - Scandinavian Journal of Statistics N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1111/sjos.12485 VL - 48 IS - 4 SP - 1212 EP - 1233 PB - Wiley Online Library ER - TY - JOUR A1 - Hartmann, Carsten A1 - Jöster, Annika A1 - Schütte, Christof A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting N2 - Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on average exponentially long compared to the characteristic timescale of the system, with waiting time distributions that have (sub)exponential tails and infinite support. As a result, sampling such rare events can lead to trajectories that can be become arbitrarily long, with not too low probability, which makes the reweighting of such trajectories a real challenge. Here, we discuss rare event simulation by importance sampling from a variational perspective, with a focus on applications in molecular dynamics, in particular the computation of committor functions. The idea is to design importance sampling schemes that (a) reduce the variance of a rare event estimator while controlling the average length of the trajectories and (b) that do not require the reweighting of possibly very long trajectories. In doing so, we study different stochastic control formulations for committor and mean first exit times, which we compare both from a theoretical and a computational point of view, including numerical studies of some benchmark examples. Y1 - 2026 ER - TY - JOUR A1 - Heida, Martin A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Consistency and order 1 convergence of cell-centered finite volume discretizations of degenerate elliptic problems in any space dimension JF - SIAM Journal on Numerical Analysis N2 - 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. Y1 - 2022 U6 - https://doi.org/10.20347/WIAS.PREPRINT.2913 ER - TY - JOUR A1 - Sikorski, Alexander A1 - Heida, Martin T1 - Voronoi Graph - Improved raycasting and integration schemes for high dimensional Voronoi diagrams N2 - The computation of Voronoi Diagrams, or their dual Delauney triangulations is difficult in high dimensions. In a recent publication Polianskii and Pokorny propose an iterative randomized algorithm facilitating the approximation of Voronoi tesselations in high dimensions. In this paper, we provide an improved vertex search method that is not only exact but even faster than the bisection method that was previously recommended. Building on this we also provide a depth-first graph-traversal algorithm which allows us to compute the entire Voronoi diagram. This enables us to compare the outcomes with those of classical algorithms like qHull, which we either match or marginally beat in terms of computation time. We furthermore show how the raycasting algorithm naturally lends to a Monte Carlo approximation for the volume and boundary integrals of the Voronoi cells, both of which are of importance for finite Volume methods. We compare the Monte-Carlo methods to the exact polygonal integration, as well as a hybrid approximation scheme. Y1 - 2024 ER - TY - GEN A1 - Sikorski, Alexander T1 - ISOKANN.jl N2 - Julia pacarkge implementing the ISOKANN algorithm for the computation of invariant subspaces of Koopman operators Y1 - 2024 U6 - https://doi.org/10.5281/zenodo.11519359 ER - TY - GEN A1 - Sikorski, Alexander T1 - VoronoiGraph.jl N2 - 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. Y1 - 2023 U6 - https://doi.org/10.5281/zenodo.6417636 ER - TY - GEN A1 - Sikorski, Alexander A1 - Sechi, Renata A1 - Helfmann, Luzie T1 - cmdtools N2 - Python implementation of severals tools (PCCA, AJC, SQRA, P/Q estimation) for the analysis of dynamical systems from the transfer operator perspective. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.5281/zenodo.4749331 ER - TY - CHAP A1 - Yousefian, Maryam A1 - Donati, Luca A1 - Sikorski, Alexander A1 - Weber, Marcus A1 - Röblitz, Susanna T1 - Exploring Metastable Dynamics of Gene Regulatory Networks with ISOKANN T2 - Computational Methods in Systems Biology. CMSB 2025 N2 - Stochastic dynamical systems like gene regulatory networks (GRNs) often exhibit behavior characterized by metastable sets (representing cellular phenotypes), in which trajectories remain for long times, whereas switches between these sets in the phase space are rare events. One way to capture these rare events is to infer the system’s long-term behavior from the spectral characteristics (eigenvalues and eigenvectors) of its Koopman operator. For GRNs, the Koopman operator is based on the chemical master equation (CME), which provides a precise mathematical modeling framework for stochastic GRNs. Since the CME is typically analytically intractable, methods based on discretizing the CME operator have been developed. However, determining the number and location of metastable sets in the phase space as well as the transition rates between them remains computationally challenging, especially for large GRNs with many genes and interactions. A promising alternative method, called ISOKANN (invariant subspaces of Koopman operators with artificial neural networks) has been developed in the context of molecular dynamics. ISOKANN uses a combination of the power iteration and neural networks to learn the basis functions of an invariant subspace of the Koopman operator. In this paper, we extend the application of ISOKANN to the CME operator and apply it to two small GRNs: a genetic toggle switch model and a model for macrophage polarization. Our work opens a new field of application for the ISOKANN algorithm and demonstrates the potential of this algorithm for studying large GRNs. Y1 - 2026 U6 - https://doi.org/10.1007/978-3-032-01436-8_8 VL - 15959 SP - 126 EP - 149 ER - TY - JOUR A1 - Sikorski, Alexander A1 - Ribera Borrell, Enric A1 - Weber, Marcus T1 - Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN JF - Journal of Mathematical Physics N2 - 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. Y1 - 2024 U6 - https://doi.org/10.1063/5.0140764 VL - 65 SP - 013502 ER - TY - JOUR A1 - Sikorski, Alexander A1 - Weber, Marcus A1 - Schütte, Christof T1 - The Augmented Jump Chain JF - Advanced Theory and Simulations N2 - 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. Y1 - 2021 U6 - https://doi.org/10.1002/adts.202000274 VL - 4 IS - 4 PB - Wiley-VCH ER -