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  • 2015-2019  (4)
  • 2018  (4)
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  • 2015-2019  (4)
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  • 1
    Publication Date: 2023-11-03
    Description: Markov state models (MSMs) have received an unabated increase in popularity in recent years, as they are very well suited for the identification and analysis of metastable states and related kinetics. However, the state-of-the-art Markov state modeling methods and tools enforce the fulfillment of a detailed balance condition, restricting their applicability to equilibrium MSMs. To date, they are unsuitable to deal with general dominant data structures including cyclic processes, which are essentially associated with nonequilibrium systems. To overcome this limitation, we developed a generalization of the common robust Perron Cluster Cluster Analysis (PCCA+) method, termed generalized PCCA (G-PCCA). This method handles equilibrium and nonequilibrium simulation data, utilizing Schur vectors instead of eigenvectors. G-PCCA is not limited to the detection of metastable states but enables the identification of dominant structures in a general sense, unraveling cyclic processes. This is exemplified by application of G-PCCA on nonequilibrium molecular dynamics data of the Amyloid β (1−40) peptide, periodically driven by an oscillating electric field.
    Language: English
    Type: article , doc-type:article
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  • 2
    Publication Date: 2023-11-03
    Description: 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.
    Language: English
    Type: article , doc-type:article
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  • 3
    Publication Date: 2023-11-03
    Description: 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.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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  • 4
    Publication Date: 2024-01-12
    Description: 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.
    Language: English
    Type: article , doc-type:article
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