Projected metastable Markov processes and their estimation with observable operator models.

نویسندگان

  • Hao Wu
  • Jan-Hendrik Prinz
  • Frank Noé
چکیده

The determination of kinetics of high-dimensional dynamical systems, such as macromolecules, polymers, or spin systems, is a difficult and generally unsolved problem - both in simulation, where the optimal reaction coordinate(s) are generally unknown and are difficult to compute, and in experimental measurements, where only specific coordinates are observable. Markov models, or Markov state models, are widely used but suffer from the fact that the dynamics on a coarsely discretized state spaced are no longer Markovian, even if the dynamics in the full phase space are. The recently proposed projected Markov models (PMMs) are a formulation that provides a description of the kinetics on a low-dimensional projection without making the Markovianity assumption. However, as yet no general way of estimating PMMs from data has been available. Here, we show that the observed dynamics of a PMM can be exactly described by an observable operator model (OOM) and derive a PMM estimator based on the OOM learning.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Observable Operator Models for Discrete Stochastic Time Series

A widely used class of models for stochastic systems is hidden Markov models. Systems that can be modeled by hidden Markov models are a proper subclass of linearly dependent processes, a class of stochastic systems known from mathematical investigations carried out over the past four decades. This article provides a novel, simple characterization of linearly dependent processes, called observab...

متن کامل

A short introduction to observable operator models of stochastic processes

The article describes a new formal approach to model discrete stochastic processes, called observable operator models (OOMs). It is shown how hidden Markov models (HMMs) can be properly generalized to OOMs. These OOMs afford both mathematical simplicity and algorithmic efficiency, where HMMs exhibit neither. The observable operator idea also leads to an abstract, information-theoretic represent...

متن کامل

A short introduction to observable operator models of discrete stochastic processes

The article describes a new formal approach to model discrete stochastic processes, called observable operator models (OOMs). It is shown how hidden Markov models (HMMs) can be properly generalized to OOMs. These OOMs afford both mathematical simplicity and algorithmic efficiency, where HMMs exhibit neither. The observable operator idea also leads to an abstract, information-theoretic represent...

متن کامل

Time-delay estimation for compound point-processes using hidden Markov models

In this paper a new time-delay estimation algorithm for compound point-processes is presented. Compound pointprocesses, a generalization of temporal point-processes, describe processes with discrete events, where each occurrence time is associated with certain features. It is shown that, although the events are not observable, the time delays from events at one location to the same events at a ...

متن کامل

MR 2828008 “ On Markov state models for metastable processes ”

Review Markov processes with a unique stationary distribution on large state spaces are considered. The task of obtaining a low-dimensional approximate description of the slow-scale dynamics has been treated by many authors with various applications in mind. In this paper Markov state models (MSMs) are reviewed, with the typical setup being a continuous state space and a metastable stochastic p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • The Journal of chemical physics

دوره 143 14  شماره 

صفحات  -

تاریخ انتشار 2015