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 - 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 - 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 - 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 - JOUR A1 - Sechi, Renata A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Estimation of the Koopman Generator by Newton's Extrapolation JF - Multiscale Modeling and Simulation N2 - 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. Y1 - 2020 U6 - https://doi.org/10.1137/20M1333006 VL - 19 IS - 2 SP - 758 EP - 774 PB - SIAM 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 - JOUR A1 - Sikorski, Alexander A1 - Niknejad, Amir A1 - Weber, Marcus A1 - Donati, Luca T1 - Tensor-SqRA: Modeling the transition rates of interacting molecular systems in terms of potential energies JF - Journal of Chemical Physics N2 - 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. Y1 - 2024 U6 - https://doi.org/10.1063/5.0187792 VL - 160 SP - 104112 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 - 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 - JOUR A1 - Sikorski, Alexander A1 - Rabben, Robert Julian A1 - Chewle, Surahit A1 - Weber, Marcus T1 - Capturing the Macroscopic Behaviour of Molecular Dynamics with Membership Functions N2 - 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. Y1 - 2024 ER -