TY - GEN A1 - Bittracher, Andreas A1 - Schütte, Christof ED - Junge, Oliver ED - Schütze, O. ED - Froyland, Gary ED - Ober-Blobaum, S. ED - Padberg-Gehle, E. T1 - A weak characterization of slow variables in stochastic dynamical systems T2 - Advances in Dynamics, Optimization and Computation. Series: Studies in Systems, Decision and Control. A volume dedicated to Michael Dellnitz on the occasion of his 60th birthday Y1 - 2020 SN - 978-3-030-51264-4 U6 - https://doi.org/10.1007/978-3-030-51264-4_6 VL - 304 SP - 132 EP - 150 PB - Springer International ER - TY - GEN A1 - Bittracher, Andreas A1 - Schütte, Christof T1 - A probabilistic algorithm for aggregating vastly undersampled large Markov chains N2 - Model reduction of large Markov chains is an essential step in a wide array of techniques for understanding complex systems and for efficiently learning structures from high-dimensional data. We present a novel aggregation algorithm for compressing such chains that exploits a specific low-rank structure in the transition matrix which, e.g., is present in metastable systems, among others. It enables the recovery of the aggregates from a vastly undersampled transition matrix which in practical applications may gain a speedup of several orders of mag- nitude over methods that require the full transition matrix. Moreover, we show that the new technique is robust under perturbation of the transition matrix. The practical applicability of the new method is demonstrated by identifying a reduced model for the large-scale traffic flow patterns from real-world taxi trip data. T3 - ZIB-Report - 20-21 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78688 UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/7587 SN - 1438-0064 ER - TY - JOUR A1 - Bittracher, Andreas A1 - Moschner, Johann A1 - Koksch, Beate A1 - Netz, Roland A1 - Schütte, Christof T1 - Exploring the locking stage of NFGAILS amyloid fibrillation via transition manifold analysis JF - The European Physical Journal B Y1 - 2021 U6 - https://doi.org/10.1140/epjb/s10051-021-00200-0 VL - 94 ER - TY - JOUR A1 - Bittracher, Andreas A1 - Mollenhauer, Mattes A1 - Koltai, Péter A1 - Schütte, Christof T1 - Optimal Reaction Coordinates: Variational Characterization and Sparse Computation JF - Multiscale Modelling & Simulation N2 - Reaction coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function, and reduced models based on them guarantee a good approximation of the statistical long-term properties of the original high-dimensional process. We show that for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, for reversible systems, the numerical effort required to evaluate the loss function scales only with the variability of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques. Y1 - 2023 U6 - https://doi.org/10.1137/21M1448367 VL - 21 IS - 2 SP - 449 EP - 488 ER -