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- metastability (5)
- cluster analysis (4)
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14-10
Applications of the cross-entropy method to importance sampling and optimal control of diffusions
(2014)
We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method.
16-39
In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst.
06-39
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.
04-39
The problem of clustering data can be formulated as a graph partitioning problem. Spectral methods for obtaining optimal solutions have reveceived a lot of attention recently. We describe Perron Cluster Cluster Analysis (PCCA) and, for the first time, establish a connection to spectral graph partitioning. We show that in our approach a clustering can be efficiently computed using a simple linear map of the eigenvector data. To deal with the prevalent problem of noisy and possibly overlapping data we introduce the min Chi indicator which helps in selecting the number of clusters and confirming the existence of a partition of the data. This gives a non-probabilistic alternative to statistical mixture-models. We close with showing favorable results on the analysis of gene expressi on data for two different cancer types.
15-54
In this article we present a new idea for approximating exit rates for diffusion processes living in a craggy landscape. We are especially interested in the exit rates of a process living in a metastable regions. Due to the fact that Monte Carlo simulations perform quite poor and are very computational expensive in this setting we create several similar situations with a smoothed potential. For this we introduce a new parameter $\lambda \in [0,1]$ ($\lambda = 1$ very smoothed potential, $\lambda=0$ original potential) into the potential which controls the influence the smoothing. We then sample the exit rate for different parameters $\lambda$ the exit rate from a given region. Due to the fact that $\lambda$ is connected to the exit rate we can use this dependency to approximate the real exit rate. The method can be seen as something between hyperdynamics and temperature accelerated MC.
05-17
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.
07-03
In this article we aim at an efficient sampling of the stationary distribution of dynamical systems in the presence of metastabilities. In the past decade many sophisticated algorithms have been inven ted in this field. We do not want to simply add a further one. We address the problem that one has applied a sampling algorithm for a dynamical system many times. This leads to different samplings which more or less represent the stationary distribution partially very well, but which are still far away from ergodicity or from the global stationary distribution. We will show how these samplings can be joined together in order to get one global sampling of the stationary distribution.
02-12
Recently, a novel approach for the analysis of molecular dynamics on the basis of a transfer operator has been introduced. Therein conformations are considered to be disjoint metastable clusters within position space of a molecule. These clusters are defined by almost invariant characteristic functions that can be computed via {\em Perron Cluster} analysis. The present paper suggests to replace crisp clusters with {\em fuzzy} clusters, i.e. to replace characteristic functions with membership functions. This allows a more sufficient characterization of transiton states between different confor conformations and therefore leads to a better understanding of molecular dynamics. Fur thermore, an indicator for the uniqueness of metastable fuzzy clusters and a fast algorithm for the computation of these clusters are described. Numerical examples are included.
17-10
Molecular dynamics (MD) simulations face challenging problems since
the timescales of interest often are much longer than what is possible
to simulate and even if sufficiently long simulation are possible the complex
nature of the resulting simulation data makes interpretation difficult.
Markov State Models (MSMs) help to overcome these problems by making
experimentally relevant timescales accessible via coarse grained representations
that also allows for convenient interpretation. However, standard
set-based MSMs exhibit some caveats limiting their approximation quality
and statistical significance. One of the main caveats results from the fact
that typical MD trajectories repeatedly re-cross the boundary between
the sets used to build the MSM which causes statistical bias in estimating
the transition probabilities between these sets. In this article, we present
a set-free approach to MSM building utilizing smooth overlapping ansatz
functions instead of sets and an adaptive refinement approach. This kind
of meshless discretization helps to overcome the recrossing problem and
yields an adaptive refinement procedure that allows to improve the quality
of the model while exploring state space and inserting new ansatz
functions into the MSM.
15-35
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 extend this spectral clustering method also 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 need not have a positive stationary distribution. And additionally to metastabilities, dominant cycles and sinks can be identified, too.