## 62H30 Classification and discrimination; cluster analysis [See also 68T10]

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- cluster analysis (8)
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Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g. the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We also extend this spectral clustering method to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension non-reversible Markov chains can be analyzed. Furthermore, the chains do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e.
Generalized PCCA), since it includes the case of non reversible processes.
We also apply the method to real world eye tracking data.

Real World networks often exhibit a significant number of vertices which are sparsely and irregularly connected to other vertices in the network. For clustering theses networks with a model based algorithm, we propose the Stochastic Block Model with Irrelevant Vertices (SBMIV) for weighted net- works. We propose an original Variational Bayesian Expectation Maximiza- tion inference algorithm for the SBMIV which is an advanced version of our Blockloading algorithm for the Stochastic Block Model. We introduce a model selection criterion for the number of clusters of the SBMIV which is based on the lower variational bound of the model likelihood. We propose a fully Bayesian inference process, based on plausible informative priors, which is independent of other algorithms for preprocessing start values for the cluster assignment of vertices. Our inference methods allow for a multi level identification of irrelevant vertices which are hard to cluster reliably ac- cording to the SBM. We demonstrate that our methods improve on the normal Stochastic Block model by applying it to to Earthquake Networks which are an example of networks with a large number of sparsely and irregularly con- nected vertices.

We propose the Blockloading algorithm for the clustering of large and complex graphs with tens of thousands of vertices according to a Stochastic Block Model (SBM). Blockloading is based on generalized Variational Bayesian EM (VBEM) schemes and works for weighted and unweighted graphs. Existing Variational (Bayesian) EM methods have to consider each possible number of clusters sepa- rately to determine the optimal number of clusters and are prone to converge to local optima making multiple restarts necessary. These factors impose a severe restriction on the size and complexity of graphs these methods can handle. In con- trast, the Blockloading algorithm restricts restarts to subnetworks in a way that provides error correction of an existing cluster assignment. The number of clusters need not be specified in advance because Blockloading will return it as a result. We show that Blockloading outperforms all other variational methods regarding reliability of the results and computational efficiency.

SAIMeR: Self-adapted method for the identification of metastable states in real-world time series
(2014)

In the framework of time series analysis with recurrence networks, we introduce SAIMeR, a heuristic self-adapted method that determines the elusive recurrence threshold and identifies metastable states in complex time series. To identify metastable states as well as the transitions between them, we use graph theory concepts and a fuzzy partitioning clustering algorithm. We illustrate SAIMeR by applying it to three real-world time series and show that it is able to identify metastable states in real-world data with noise and missing data points. Finally, we suggest a way to choose the embedding parameters used to construct the state space in which this method is performed, based on the analysis of how the values of these parameters affect two recurrence quantitative measurements: recurrence rate and entropy.

Supercomputers can simulate complex molecular systems. However, there is a very large gap between the fastest oscillations of covalent bonds of a molecule and the time-scale of the dominant processes. In order to extract the dominant time-scales and to identify the dominant processes, a clustering of information is needed. This thesis shows that only the subspace-based Robust Perron Cluster Analysis (PCCA+) can solve this problem correctly by the construction of a Markov State Model. PCCA+ allows for time-extrapolation in molecular kinetics. This thesis shows the difference between molecular dynamics and molecular kinetics. Only in the molecular kinetics framework a definition of transition rates is possible. In this context, the existence of an infinitesimal generator of the dynamical processes is discussed. If the existence is assumed, the Theorem of Gauß can be applied in order to compute transition rates efficiently. Molecular dynamics, however, is not able to provide a suitable statistical basis for the determination of the transition pattern.

For the treatment of equilibrated molecular systems in a heat bath we propose a transition state theory that is based on conformation dynamics. In general, a set-based discretization of a Markov operator ${\cal P}^\tau$ does not preserve the Markov property. In this article, we propose a discretization method which is based on a Galerkin approach. This discretization method preserves the Markov property of the operator and can be interpreted as a decomposition of the state space into (fuzzy) sets. The conformation-based transition state theory presented here can be seen as a first step in conformation dynamics towards the computation of essential dynamical properties of molecular systems without time-consuming molecular dynamics simulations.

Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.

The complexity of molecular kinetics can be reduced significantly by a restriction to metastable conformations which are almost invariant sets of molecular dynamical systems. With the Robust Perron Cl uster Analysis PCCA+, developed by Weber and Deuflhard, we have a tool available which can be used to identify these conformations from a transition probability matrix. This method can also be applied to the corresponding transition rate matrix which provides important information concerning transition pathways of single molecules. In the present paper, we explain the relationship between these tw o concepts and the extraction of conformation kinetics from transition rates. Moreover, we show how transition rates can be approximated and conclude with numerical examples.

This paper introduces a new algorithm of conformational analysis based on mesh-free methods as described in [M. Weber. Mehless methods in Conformation Dynamics.(2005)]. The adaptive decomposition of the conformational space by softly limiting functions avoids trapping effects and allows adaptive refinement strategies. These properties of the algorithm makes ZIBgridfree particularly suitable for the complete exploration of high-dimensional conformational space. The adaptive control of the algorithm benefits from the tight integration of molecular simulation and conformational analysis. An emphasized part of the analysis is the Robust Perron Cluster Analysis (PCCA+) based on the work of Peter Deuflhard and Marcus Weber. PCCA+ supports an almost-characteristic cluster definition with an outstanding mapping of transition states. The outcome is expressed by the metastable sets of conformations, their thermodynamic weights and flexibility.