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This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process X_n in R^d to a (much) smaller dimension k≪d. We define the effective dynamics under a given collective variable map ξ as the best Markovian representation of X_n under ξ. The novelty of the paper is that it gives strict criteria for selecting optimal collective variables via the properties of the effective dynamics. In particular, we show that the transition density of the effective dynamics of the optimal collective variable solves a relative entropy minimization problem from certain family of densities to the transition density of X_n. We also show that many transfer operator-based data-driven numerical approaches essentially learn quantities of the effective dynamics. Furthermore, we obtain various error estimates for the effective dynamics in approximating dominant timescales / eigenvalues and transition rates of the original process X_n and how optimal collective variables minimize these errors. Our results contribute to the development of theoretical tools for the understanding of complex dynamical systems, e.g. molecular kinetics, on large timescales. These results shed light on the relations among existing data-driven numerical approaches for identifying good collective variables, and they also motivate the development of new methods.
Collaborative comparisons and combinations of epidemic models are used as policy-relevant evidence during epidemic outbreaks. In the process of collecting multiple model projections, such collaborations may gain or lose relevant information. Typically, modellers contribute a probabilistic summary at each time-step. We compared this to directly collecting simulated trajectories. We aimed to explore information on key epidemic quantities; ensemble uncertainty; and performance against data, investigating potential to continuously gain information from a single cross-sectional collection of model results. Methods We compared July 2022 projections from the European COVID-19 Scenario Modelling Hub. Five modelling teams projected incidence in Belgium, the Netherlands, and Spain. We compared projections by incidence, peaks, and cumulative totals. We created a probabilistic ensemble drawn from all trajectories, and compared to ensembles from a median across each model’s quantiles, or a linear opinion pool. We measured the predictive accuracy of individual trajectories against observations, using this in a weighted ensemble. We repeated this sequentially against increasing weeks of observed data. We evaluated these ensembles to reflect performance with varying observed data. Results. By collecting modelled trajectories, we showed policy-relevant epidemic characteristics. Trajectories contained a right-skewed distribution well represented by an ensemble of trajectories or a linear opinion pool, but not models’ quantile intervals. Ensembles weighted by performance typically retained the range of plausible incidence over time, and in some cases narrowed this by excluding some epidemic shapes. Conclusions. We observed several information gains from collecting modelled trajectories rather than quantile distributions, including potential for continuously updated information from a single model collection. The value of information gains and losses may vary with each collaborative effort’s aims, depending on the needs of projection users. Understanding the differing information potential of methods to collect model projections can support the accuracy, sustainability, and communication of collaborative infectious disease modelling efforts. Data availability All code and data available on Github: https://github.com/covid19-forecast-hub-europe/aggregation-info-loss
The recent COVID-19 pandemic has thrown the importance of accurately forecasting contagion dynamics and learning infection parameters into sharp focus. At the same time, effective policy-making requires knowledge of the uncertainty on such predictions, in order, for instance, to be able to ready hospitals and intensive care units for a worst-case scenario without needlessly wasting resources. In this work, we apply a novel and powerful computational method to the problem of learning probability densities on contagion parameters and providing uncertainty quantification for pandemic projections. Using a neural network, we calibrate an ODE model to data of the spread of COVID-19 in Berlin in 2020, achieving both a significantly more accurate calibration and prediction than Markov-Chain Monte Carlo (MCMC)-based sampling schemes. The uncertainties on our predictions provide meaningful confidence intervals e.g. on infection figures and hospitalisation rates, while training and running the neural scheme takes minutes where MCMC takes hours. We show convergence of our method to the true posterior on a simplified SIR model of epidemics, and also demonstrate our method's learning capabilities on a reduced dataset, where a complex model is learned from a small number of compartments for which data is available.
We have investigated how Langevin dynamics is affected by the friction
coefficient using the novel algorithm ISOKANN, which combines the transfer
operator approach with modern machine learning techniques. ISOKANN describes
the dynamics in terms of an invariant subspace projection of the Koopman
operator defined in the entire state space, avoiding approximations due to
dimensionality reduction and discretization. Our results are consistent with
the Kramers turnover and show that in the low and moderate friction regimes,
metastable macro-states and transition rates are defined in phase space, not
only in position space.
High-dimensional metastable molecular dynamics (MD) can often be characterised by a few features of the system, that is, collective variables (CVs). Thanks to the rapid advance in the area of machine learning and deep learning, various deep learning-based CV identification techniques have been developed in recent years, allowing accurate modelling and efficient simulation of complex molecular systems. In this paper, we look at two different categories of deep learning-based approaches for finding CVs, either by computing leading eigenfunctions of transfer operator associated to the underlying dynamics, or by learning an autoencoder via minimisation of reconstruction error. We present a concise overview of the mathematics behind these two approaches and conduct a comparative numerical study of these two approaches on illustrative examples.
Agent-based models (ABMs) provide an intuitive and powerful framework for studying social dynamics by modeling the interactions of individuals from the perspective of each individual. In addition to simulating and forecasting the dynamics of ABMs, the demand to solve optimization problems to support, for example, decision-making processes naturally arises. Most ABMs, however, are non-deterministic, high-dimensional dynamical systems, so objectives defined in terms of their behavior are computationally expensive. In particular, if the number of agents is large, evaluating the objective functions often becomes prohibitively time-consuming. We consider data-driven reduced models based on the Koopman generator to enable the efficient solution of multi-objective optimization problems involving ABMs. In a first step, we show how to obtain data-driven reduced models of non-deterministic dynamical systems (such as ABMs) that depend on potentially nonlinear control inputs. We then use them in the second step as surrogate models to solve multi-objective optimal control problems. We first illustrate our approach using the example of a voter model, where we compute optimal controls to steer the agents to a predetermined majority, and then using the example of an epidemic ABM, where we compute optimal containment strategies in a prototypical situation. We demonstrate that the surrogate models effectively approximate the Pareto-optimal points of the ABM dynamics by comparing the surrogate-based results with test points, where the objectives are evaluated using the ABM. Our results show that when objectives are defined by the dynamic behavior of ABMs, data-driven surrogate models support or even enable the solution of multi-objective optimization problems.
This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from computational inefficiency if particle numbers and density get too large. Alternative coarse-grained-resolution models reduce computational effort tremendously, e.g., by replacing the particle distribution by a continuous concentration field governed by reaction-diffusion PDEs. We demonstrate how models on the different resolution levels can be combined into hybrid models that seamlessly combine the best of both worlds, describing molecular species with large copy numbers by macroscopic equations with spatial resolution while keeping the stochastic-spatial particle-based resolution level for the species with low copy numbers. To this end, we introduce a simple particle-based model for the binding dynamics of ions and vesicles at the heart of the neurotransmission process. Within this framework, we derive a novel hybrid model and present results from numerical experiments which demonstrate that the hybrid model allows for an accurate approximation of the full particle-based model in realistic scenarios.
In optical nano metrology numerical models are used widely for parameter reconstructions. Using the Bayesian target vector optimization method we fit a finite element numerical model to a Grazing Incidence x-ray fluorescence data set in order to obtain the geometrical parameters of a nano structured line grating. Gaussian process, stochastic machine learning surrogate models, were trained during the reconstruction and afterwards sampled with a Markov chain Monte Carlo sampler to determine the distribution of the reconstructed model parameters. The numerical discretization parameters of the used finite element model impact the numerical discretization error of the forward model. We investigated the impact of the polynomial order of the finite element ansatz functions on the reconstructed parameters as well as on the model parameter distributions. We showed that such a convergence study allows to determine numerical parameters which allows for efficient and accurate reconstruction results.