62H30 Classification and discrimination; cluster analysis [See also 68T10]
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- Clustering (2)
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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.