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 -