Finite Markov Processes - Relation between Subsets and Invariant Spaces

Size: px
Start display at page:

Download "Finite Markov Processes - Relation between Subsets and Invariant Spaces"

Transcription

1 Finite Markov Processes - Relation between Subsets and Invariant Spaces M. Weber Zuse Institute Berlin (ZIB) Computational Molecular Design SON, Berlin, joint work with: K. Fackeldey, S. Röblitz, C. Schütte, L. Reinmiedl, RG A. Gleixner, N. Djurdjevac-Conrad

2 stochastic process -> finite Markov chain with transition matrix P

3 1) Cyclic behaviour in molecular processes 2) Robust Perron Cluster Analysis (PCCA+) 3) From Eigendecompositions to Schur Decompositions 4) Generalized PCCA for Dominant Cycles (function-based clustering) 5) Non-Dominant Cycles A MIP formulation (set-based clustering) 6) Comparative Example

4 Durmaz, 216 optimizing dihydropterat-synthetase

5 dihydropterat-synthetase (catalytic reaction) DHPP paba

6 dihydropterat-synthetase (catalytic reaction) complex

7 dihydropterat-synthetase (catalytic reaction) complex

8 dihydropterat-synthetase (catalytic reaction) product (-> acid folique)

9 catalytic cycle

10 stationary distribution

11 NESS (non-equilibrium steady state)

12

13 detailed molecular description of the system (transitions P)

14 detailed molecular description of the system (transitions P) clustering

15 detailed molecular description of the system (transitions P) clustering/ projection efficiency of catalytic cylce

16 efficiency = non-reversibility of PC

17 1) Cyclic behaviour in molecular processes 2) Robust Perron Cluster Analysis (PCCA+) 3) From Eigendecompositions to Schur Decompositions 4) Generalized PCCA for Dominant Cycles (function-based clustering) 5) Non-Dominant Cycles A MIP formulation (set-based clustering) 6) Comparative Example

18 P 1 1 = 1 1 Weber, Galliat, 22 Deuflhard, Weber, 25 Weber, 26 Röblitz, Weber, 213

19 P 1 1 = 1 1 Weber, Galliat, 22 Deuflhard, Weber, 25 Weber, 26 Röblitz, Weber, 213 Probability for a process starting here for ending up in that set in 1 step

20 P 1 1 = Röblitz, Weber, 213 Probability for a process starting here for ending up in that set in 1 step

21 P P P P P

22 P P P P P P c P c P c P c P c

23 membership vectors P P P P P P c P c P c P c P c linear coefficients of the membership vectors P c is a Galerkin discretization of P Membership vectors form an invariant subspace X of P starting point of P-chain inside the invariant subspace Weber, 211 Röblitz, Weber, 213 Fackeldey, Weber, 216

24 X orthogonal matrix with regard to the stationary distribution (separability = orthogonality of A)

25 1) Cyclic behaviour in molecular processes 2) Robust Perron Cluster Analysis (PCCA+) 3) From Eigendecompositions to Schur Decompositions 4) Generalized PCCA for Dominant Cycles (function-based clustering) 5) Non-Dominant Cycles A MIP formulation (set-based clustering) 6) Comparative Example

26 X orthogonal matrix with regard to the stationary distribution

27 Reinmiedl, 216 Elowitz, Stanislas, Leibler, 2

28 X orthogonal matrix with regard to the stationary distribution diagonal matrix??

29 Schur decomposition

30 Schur decomposition

31 real Schur decomposition

32 real Schur decomposition

33 Schur = Eigen for reversible matrices Schur is well-conditioned Schur always exists Schur is not unique Schur values of P become Schur values of P C

34 P P C 1 1 1

35 Non-reversibility of P C is a consequence of the non-diagonality of the Schur matrix and the separability / orthogonality of the clusters. Djurdjevac-Conrad, Schütte, Weber,

36 Non-reversibility of P C is a consequence of the non-diagonality of the Schur matrix and the separability / orthogonality of the clusters. Djurdjevac-Conrad, Schütte, Weber,

37 SDE Hindemarsh-Rose (neuronal excitation) Reinmiedl, 216

38 1) Cyclic behaviour in molecular processes 2) Robust Perron Cluster Analysis (PCCA+) 3) From Eigendecompositions to Schur Decompositions 4) Generalized PCCA for Dominant Cycles (function-based clustering) 5) Non-Dominant Cycles A MIP formulation (set-based clustering) 6) Comparative Example

39 Preparation of the invariant space: Pd=diag(sqrt(sd))*P*diag(1./sqrt(sd)); [Q, R]=schur(Pd); [Q, R]=SRSchur(Q, R); X=diag(1./sqrt(sd))*Q; X orthogonal with regard to the stationary distribution SRSchur sorts the eigenvalues function [val,pos] = select(r) %[val pos] = min(abs(1-r)); %Metastability [val, pos]=max(abs(r)); %Permutation Matrices %[val, pos]=max(abs(r-(real(r)<).*real(r))); % LOG %... Brandts, 21 Fackeldey, Weber, 216

40 Why taking the absolute value? sources/sinks = redundancy

41 Why taking the absolute value? sources/sinks = redundancy

42 momentum space low-friction Langevin dynamics Djurdjevac-Conrad, Schütte, Weber,

43 Non-reversibility of P C is a consequence of the non-diagonality of the Schur matrix and the separability / orthogonality of the clusters. Djurdjevac-Conrad, Schütte, Weber,

44 1) Cyclic behaviour in molecular processes 2) Robust Perron Cluster Analysis (PCCA+) 3) From Eigendecompositions to Schur Decompositions 4) Generalized PCCA for Dominant Cycles (function-based clustering) 5) Non-Dominant Cycles A MIP formulation (set-based clustering) 6) Comparative Example

45 Find clustering ({,1}-entries of membership vectors) such that transitions are as non-reversible as possible between the clusters and coherent within the clusters. Beckenbach, Eifler, Fackeldey, Gleixner, Grever, Weber, Witzig, 216 (subm.)

46 Beckenbach, Eifler, Fackeldey, Gleixner, Grever, Weber, Witzig, 216 (subm.)

47 Beckenbach, Eifler, Fackeldey, Gleixner, Grever, Weber, Witzig, 216 (subm.)

48 SCIP is available in source-code ( and free for academic purposes to solve the MIP:

49 1) Cyclic behaviour in molecular processes 2) Robust Perron Cluster Analysis (PCCA+) 3) From Eigendecompositions to Schur Decompositions 4) Generalized PCCA for Dominant Cycles (function-based clustering) 5) Non-Dominant Cycles A MIP formulation (set-based clustering) 6) Comparative Example

50 A Synthetic Oscillatory Network of Transcriptional Regulators; Michael Elowitz and Stanislas Leibler; Nature. 2 Jan 2;43(6767):335-8.

51 A Synthetic Oscillatory Network of Transcriptional Regulators; Michael Elowitz and Stanislas Leibler; Nature. 2 Jan 2;43(6767):335-8.

52 Reinmiedl, 216

53 Generalized PCCA Lacl TetR cl Reinmiedl, 216 Beckenbach, Eifler, Fackeldey, Gleixner, Grever, Weber, Witzig, 216 (subm.)

54 Reinmiedl, 216 Beckenbach, Eifler, Fackeldey, Gleixner, Grever, Weber, Witzig, 216 (subm.) Generalized PCCA ( =.5)

55 Reinmiedl, 216 Beckenbach, Eifler, Fackeldey, Gleixner, Grever, Weber, Witzig, 216 (subm.) MIP formulation ( =.46)

56 Information to go membership vectors P P P P c P c P c efficiency = non-reversibility linear coefficients of the membership vectors

An indicator for the number of clusters using a linear map to simplex structure

An indicator for the number of clusters using a linear map to simplex structure An indicator for the number of clusters using a linear map to simplex structure Marcus Weber, Wasinee Rungsarityotin, and Alexander Schliep Zuse Institute Berlin ZIB Takustraße 7, D-495 Berlin, Germany

More information

Clustering by using a simplex structure

Clustering by using a simplex structure Konrad-Zuse-Zentrum für Informationstechnik Berlin Takustraße 7 D-14195 Berlin-Dahlem Germany MARCUS WEBER Clustering by using a simplex structure supported by DFG Research Center Mathematics for Key Technologies

More information

A Synthetic Oscillatory Network of Transcriptional Regulators

A Synthetic Oscillatory Network of Transcriptional Regulators A Synthetic Oscillatory Network of Transcriptional Regulators Michael Elowitz & Stanislas Leibler Nature, 2000 Presented by Khaled A. Rahman Background Genetic Networks Gene X Operator Operator Gene Y

More information

Math 1553, Introduction to Linear Algebra

Math 1553, Introduction to Linear Algebra Learning goals articulate what students are expected to be able to do in a course that can be measured. This course has course-level learning goals that pertain to the entire course, and section-level

More information

Spectral Clustering for Non-reversible Markov Chains

Spectral Clustering for Non-reversible Markov Chains Zuse Institute Berlin Takustr. 7 14195 Berlin Germany KONSTANTIN FACKELDEY 1, ALEXANDER SIKORSKI 2, MARCUS WEBER 3 Spectral Clustering for Non-reversible Markov Chains 1 fackeldey@zib.de 2 sikorski@zib.de

More information

Computing the nearest reversible Markov chain

Computing the nearest reversible Markov chain Konrad-Zuse-Zentrum für Informationstechnik Berlin Takustraße 7 D-14195 Berlin-Dahlem Germany ADAM NIELSEN AND MARCUS WEBER Computing the nearest reversible Markov chain ZIB Report 14-48 (December 2014)

More information

Metastable Conformations via successive Perron-Cluster Cluster Analysis of dihedrals

Metastable Conformations via successive Perron-Cluster Cluster Analysis of dihedrals Konrad-Zuse-Zentrum für Informationstechnik Berlin Takustraße 7 D-14195 Berlin-Dahlem Germany F. CORDES, M. WEBER, J. SCHMIDT-EHRENBERG Metastable Conformations via successive Perron-Cluster Cluster Analysis

More information

Markov Chains, Stochastic Processes, and Matrix Decompositions

Markov Chains, Stochastic Processes, and Matrix Decompositions Markov Chains, Stochastic Processes, and Matrix Decompositions 5 May 2014 Outline 1 Markov Chains Outline 1 Markov Chains 2 Introduction Perron-Frobenius Matrix Decompositions and Markov Chains Spectral

More information

Stochastic processes. MAS275 Probability Modelling. Introduction and Markov chains. Continuous time. Markov property

Stochastic processes. MAS275 Probability Modelling. Introduction and Markov chains. Continuous time. Markov property Chapter 1: and Markov chains Stochastic processes We study stochastic processes, which are families of random variables describing the evolution of a quantity with time. In some situations, we can treat

More information

Exercise Set 7.2. Skills

Exercise Set 7.2. Skills Orthogonally diagonalizable matrix Spectral decomposition (or eigenvalue decomposition) Schur decomposition Subdiagonal Upper Hessenburg form Upper Hessenburg decomposition Skills Be able to recognize

More information

Optimal Data-Driven Estimation of Generalized Markov State Models for Non-Equilibrium Dynamics

Optimal Data-Driven Estimation of Generalized Markov State Models for Non-Equilibrium Dynamics computation Article Optimal Data-Driven Estimation of Generalized Markov State Models for Non-Equilibrium Dynamics Péter Koltai, ID, Hao Wu, Frank Noé and Christof Schütte, Department of Mathematics and

More information

series. Utilize the methods of calculus to solve applied problems that require computational or algebraic techniques..

series. Utilize the methods of calculus to solve applied problems that require computational or algebraic techniques.. 1 Use computational techniques and algebraic skills essential for success in an academic, personal, or workplace setting. (Computational and Algebraic Skills) MAT 203 MAT 204 MAT 205 MAT 206 Calculus I

More information

Perron Frobenius Theory

Perron Frobenius Theory Perron Frobenius Theory Oskar Perron Georg Frobenius (1880 1975) (1849 1917) Stefan Güttel Perron Frobenius Theory 1 / 10 Positive and Nonnegative Matrices Let A, B R m n. A B if a ij b ij i, j, A > B

More information

Markov Chains, Random Walks on Graphs, and the Laplacian

Markov Chains, Random Walks on Graphs, and the Laplacian Markov Chains, Random Walks on Graphs, and the Laplacian CMPSCI 791BB: Advanced ML Sridhar Mahadevan Random Walks! There is significant interest in the problem of random walks! Markov chain analysis! Computer

More information

TMA Calculus 3. Lecture 21, April 3. Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013

TMA Calculus 3. Lecture 21, April 3. Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013 TMA4115 - Calculus 3 Lecture 21, April 3 Toke Meier Carlsen Norwegian University of Science and Technology Spring 2013 www.ntnu.no TMA4115 - Calculus 3, Lecture 21 Review of last week s lecture Last week

More information

Section 4.5 Eigenvalues of Symmetric Tridiagonal Matrices

Section 4.5 Eigenvalues of Symmetric Tridiagonal Matrices Section 4.5 Eigenvalues of Symmetric Tridiagonal Matrices Key Terms Symmetric matrix Tridiagonal matrix Orthogonal matrix QR-factorization Rotation matrices (plane rotations) Eigenvalues We will now complete

More information

Markov Chains and Spectral Clustering

Markov Chains and Spectral Clustering Markov Chains and Spectral Clustering Ning Liu 1,2 and William J. Stewart 1,3 1 Department of Computer Science North Carolina State University, Raleigh, NC 27695-8206, USA. 2 nliu@ncsu.edu, 3 billy@ncsu.edu

More information

Adaptive simulation of hybrid stochastic and deterministic models for biochemical systems

Adaptive simulation of hybrid stochastic and deterministic models for biochemical systems publications Listing in reversed chronological order. Scientific Journals and Refereed Proceedings: A. Alfonsi, E. Cances, G. Turinici, B. Di Ventura and W. Huisinga Adaptive simulation of hybrid stochastic

More information

A synthetic oscillatory network of transcriptional regulators

A synthetic oscillatory network of transcriptional regulators A synthetic oscillatory network of transcriptional regulators Michael B. Elowitz & Stanislas Leibler, Nature, 403, 2000 igem Team Heidelberg 2008 Journal Club Andreas Kühne Introduction Networks of interacting

More information

Engineering of Repressilator

Engineering of Repressilator The Utilization of Monte Carlo Techniques to Simulate the Repressilator: A Cyclic Oscillatory System Seetal Erramilli 1,2 and Joel R. Stiles 1,3,4 1 Bioengineering and Bioinformatics Summer Institute,

More information

A Markov state modeling approach to characterizing the punctuated equilibrium dynamics of stochastic evolutionary games

A Markov state modeling approach to characterizing the punctuated equilibrium dynamics of stochastic evolutionary games A Markov state modeling approach to characterizing the punctuated equilibrium dynamics of stochastic evolutionary games M. Hallier, C. Hartmann February 15, 2016 Abstract Stochastic evolutionary games

More information

Conformational Studies of UDP-GlcNAc in Environments of Increasing Complexity

Conformational Studies of UDP-GlcNAc in Environments of Increasing Complexity John von Neumann Institute for Computing Conformational Studies of UDP-GlcNAc in Environments of Increasing Complexity M. Held, E. Meerbach, St. Hinderlich, W. Reutter, Ch. Schütte published in From Computational

More information

Principal Component Analysis. Applied Multivariate Statistics Spring 2012

Principal Component Analysis. Applied Multivariate Statistics Spring 2012 Principal Component Analysis Applied Multivariate Statistics Spring 2012 Overview Intuition Four definitions Practical examples Mathematical example Case study 2 PCA: Goals Goal 1: Dimension reduction

More information

I. Multiple Choice Questions (Answer any eight)

I. Multiple Choice Questions (Answer any eight) Name of the student : Roll No : CS65: Linear Algebra and Random Processes Exam - Course Instructor : Prashanth L.A. Date : Sep-24, 27 Duration : 5 minutes INSTRUCTIONS: The test will be evaluated ONLY

More information

Metastable conformational structure and dynamics: Peptides between gas phase and aqueous solution

Metastable conformational structure and dynamics: Peptides between gas phase and aqueous solution Metastable conformational structure and dynamics: Peptides between gas phase and aqueous solution Eike Meerbach, Christof Schütte, Illia Horenko, and Burkhard Schmidt Freie Universität, Institute of Mathematics

More information

Cyclic reduction and index reduction/shifting for a second-order probabilistic problem

Cyclic reduction and index reduction/shifting for a second-order probabilistic problem Cyclic reduction and index reduction/shifting for a second-order probabilistic problem Federico Poloni 1 Joint work with Giang T. Nguyen 2 1 U Pisa, Computer Science Dept. 2 U Adelaide, School of Math.

More information

STABLE COMPUTATION OF PROBABILITY DENSITIES FOR METASTABLE DYNAMICAL SYSTEMS

STABLE COMPUTATION OF PROBABILITY DENSITIES FOR METASTABLE DYNAMICAL SYSTEMS STABLE COMPUTATION OF PROBABILITY DENSITIES FOR METASTABLE DYNAMICAL SYSTEMS MARCUS WEBER, SUSANNA KUBE, LIONEL WALTER, PETER DEUFLHARD Abstract. Whenever the invariant stationary density of metastable

More information

Lecture 10 - Eigenvalues problem

Lecture 10 - Eigenvalues problem Lecture 10 - Eigenvalues problem Department of Computer Science University of Houston February 28, 2008 1 Lecture 10 - Eigenvalues problem Introduction Eigenvalue problems form an important class of problems

More information

Understanding MCMC. Marcel Lüthi, University of Basel. Slides based on presentation by Sandro Schönborn

Understanding MCMC. Marcel Lüthi, University of Basel. Slides based on presentation by Sandro Schönborn Understanding MCMC Marcel Lüthi, University of Basel Slides based on presentation by Sandro Schönborn 1 The big picture which satisfies detailed balance condition for p(x) an aperiodic and irreducable

More information

Reflections in Hilbert Space III: Eigen-decomposition of Szegedy s operator

Reflections in Hilbert Space III: Eigen-decomposition of Szegedy s operator Reflections in Hilbert Space III: Eigen-decomposition of Szegedy s operator James Daniel Whitfield March 30, 01 By three methods we may learn wisdom: First, by reflection, which is the noblest; second,

More information

Metastability of Markovian systems

Metastability of Markovian systems Metastability of Markovian systems A transfer operator based approach in application to molecular dynamics Vom Fachbereich Mathematik und Informatik der Freien Universität Berlin zur Erlangung des akademischen

More information

Dimension reduction for semidefinite programming

Dimension reduction for semidefinite programming 1 / 22 Dimension reduction for semidefinite programming Pablo A. Parrilo Laboratory for Information and Decision Systems Electrical Engineering and Computer Science Massachusetts Institute of Technology

More information

LINEAR ALGEBRA QUESTION BANK

LINEAR ALGEBRA QUESTION BANK LINEAR ALGEBRA QUESTION BANK () ( points total) Circle True or False: TRUE / FALSE: If A is any n n matrix, and I n is the n n identity matrix, then I n A = AI n = A. TRUE / FALSE: If A, B are n n matrices,

More information

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators.

MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. MATH 423 Linear Algebra II Lecture 33: Diagonalization of normal operators. Adjoint operator and adjoint matrix Given a linear operator L on an inner product space V, the adjoint of L is a transformation

More information

Applied Linear Algebra

Applied Linear Algebra Applied Linear Algebra Peter J. Olver School of Mathematics University of Minnesota Minneapolis, MN 55455 olver@math.umn.edu http://www.math.umn.edu/ olver Chehrzad Shakiban Department of Mathematics University

More information

Singular Value Decomposition and Principal Component Analysis (PCA) I

Singular Value Decomposition and Principal Component Analysis (PCA) I Singular Value Decomposition and Principal Component Analysis (PCA) I Prof Ned Wingreen MOL 40/50 Microarray review Data per array: 0000 genes, I (green) i,i (red) i 000 000+ data points! The expression

More information

Convex Optimization CMU-10725

Convex Optimization CMU-10725 Convex Optimization CMU-10725 Simulated Annealing Barnabás Póczos & Ryan Tibshirani Andrey Markov Markov Chains 2 Markov Chains Markov chain: Homogen Markov chain: 3 Markov Chains Assume that the state

More information

Multivariate Statistical Analysis

Multivariate Statistical Analysis Multivariate Statistical Analysis Fall 2011 C. L. Williams, Ph.D. Lecture 4 for Applied Multivariate Analysis Outline 1 Eigen values and eigen vectors Characteristic equation Some properties of eigendecompositions

More information

CS168: The Modern Algorithmic Toolbox Lecture #8: PCA and the Power Iteration Method

CS168: The Modern Algorithmic Toolbox Lecture #8: PCA and the Power Iteration Method CS168: The Modern Algorithmic Toolbox Lecture #8: PCA and the Power Iteration Method Tim Roughgarden & Gregory Valiant April 15, 015 This lecture began with an extended recap of Lecture 7. Recall that

More information

The biggest Markov chain in the world

The biggest Markov chain in the world The biggest Markov chain in the world Randy s web-surfing behavior: From whatever page he s viewing, he selects one of the links uniformly at random and follows it. Defines a Markov chain in which the

More information

From Metastable to Coherent Sets time-discretization schemes

From Metastable to Coherent Sets time-discretization schemes Zuse Institute Berlin Takustr. 7 14195 Berlin Germany KNSTANTIN FACKELDEY 1, PÉTER KLTAI 2, PETER NÉVIR AND ENNING RUST 3 AXEL SCILD 4, MARCUS WEBER 5 1 Institut für Mathematik, TU Berlin, Strasse des

More information

Problem # Max points possible Actual score Total 120

Problem # Max points possible Actual score Total 120 FINAL EXAMINATION - MATH 2121, FALL 2017. Name: ID#: Email: Lecture & Tutorial: Problem # Max points possible Actual score 1 15 2 15 3 10 4 15 5 15 6 15 7 10 8 10 9 15 Total 120 You have 180 minutes to

More information

Matrix analytic methods. Lecture 1: Structured Markov chains and their stationary distribution

Matrix analytic methods. Lecture 1: Structured Markov chains and their stationary distribution 1/29 Matrix analytic methods Lecture 1: Structured Markov chains and their stationary distribution Sophie Hautphenne and David Stanford (with thanks to Guy Latouche, U. Brussels and Peter Taylor, U. Melbourne

More information

GAUSSIAN PROCESS TRANSFORMS

GAUSSIAN PROCESS TRANSFORMS GAUSSIAN PROCESS TRANSFORMS Philip A. Chou Ricardo L. de Queiroz Microsoft Research, Redmond, WA, USA pachou@microsoft.com) Computer Science Department, Universidade de Brasilia, Brasilia, Brazil queiroz@ieee.org)

More information

Introduction. Genetic Algorithm Theory. Overview of tutorial. The Simple Genetic Algorithm. Jonathan E. Rowe

Introduction. Genetic Algorithm Theory. Overview of tutorial. The Simple Genetic Algorithm. Jonathan E. Rowe Introduction Genetic Algorithm Theory Jonathan E. Rowe University of Birmingham, UK GECCO 2012 The theory of genetic algorithms is beginning to come together into a coherent framework. However, there are

More information

The Monte Carlo Computation Error of Transition Probabilities

The Monte Carlo Computation Error of Transition Probabilities Zuse Institute Berlin Takustr. 7 495 Berlin Germany ADAM NILSN The Monte Carlo Computation rror of Transition Probabilities ZIB Report 6-37 (July 206) Zuse Institute Berlin Takustr. 7 D-495 Berlin Telefon:

More information

Clustering behaviour in Markov chains with eigenvalues close to one

Clustering behaviour in Markov chains with eigenvalues close to one Clustering behaviour in Markov chains with eigenvalues close to one Jane Breen a,, Emanuele Crisostomi b, Mahsa Faizrahnemoon c, Steve Kirkland a, Robert Shorten d a Department of Mathematics, University

More information

Finite-Horizon Statistics for Markov chains

Finite-Horizon Statistics for Markov chains Analyzing FSDT Markov chains Friday, September 30, 2011 2:03 PM Simulating FSDT Markov chains, as we have said is very straightforward, either by using probability transition matrix or stochastic update

More information

1 Linear Algebra Problems

1 Linear Algebra Problems Linear Algebra Problems. Let A be the conjugate transpose of the complex matrix A; i.e., A = A t : A is said to be Hermitian if A = A; real symmetric if A is real and A t = A; skew-hermitian if A = A and

More information

Theorem 1 ( special version of MASCHKE s theorem ) Given L:V V, there is a basis B of V such that A A l

Theorem 1 ( special version of MASCHKE s theorem ) Given L:V V, there is a basis B of V such that A A l Mathematics 369 The Jordan Canonical Form A. Hulpke While SCHU Rs theorem permits us to transform a matrix into upper triangular form, we can in fact do even better, if we don t insist on an orthogonal

More information

spring, math 204 (mitchell) list of theorems 1 Linear Systems Linear Transformations Matrix Algebra

spring, math 204 (mitchell) list of theorems 1 Linear Systems Linear Transformations Matrix Algebra spring, 2016. math 204 (mitchell) list of theorems 1 Linear Systems THEOREM 1.0.1 (Theorem 1.1). Uniqueness of Reduced Row-Echelon Form THEOREM 1.0.2 (Theorem 1.2). Existence and Uniqueness Theorem THEOREM

More information

Application of the Markov State Model to Molecular Dynamics of Biological Molecules. Speaker: Xun Sang-Ni Supervisor: Prof. Wu Dr.

Application of the Markov State Model to Molecular Dynamics of Biological Molecules. Speaker: Xun Sang-Ni Supervisor: Prof. Wu Dr. Application of the Markov State Model to Molecular Dynamics of Biological Molecules Speaker: Xun Sang-Ni Supervisor: Prof. Wu Dr. Jiang Introduction Conformational changes of proteins : essential part

More information

Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014

Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014 Duke University, Department of Electrical and Computer Engineering Optimization for Scientists and Engineers c Alex Bronstein, 2014 Linear Algebra A Brief Reminder Purpose. The purpose of this document

More information

M.Sc. (MATHEMATICS WITH APPLICATIONS IN COMPUTER SCIENCE) M.Sc. (MACS)

M.Sc. (MATHEMATICS WITH APPLICATIONS IN COMPUTER SCIENCE) M.Sc. (MACS) No. of Printed Pages : 6 MMT-008 M.Sc. (MATHEMATICS WITH APPLICATIONS IN COMPUTER SCIENCE) M.Sc. (MACS) Term-End Examination 0064 December, 202 MMT-008 : PROBABILITY AND STATISTICS Time : 3 hours Maximum

More information

Econ Slides from Lecture 7

Econ Slides from Lecture 7 Econ 205 Sobel Econ 205 - Slides from Lecture 7 Joel Sobel August 31, 2010 Linear Algebra: Main Theory A linear combination of a collection of vectors {x 1,..., x k } is a vector of the form k λ ix i for

More information

Elementary Linear Algebra Review for Exam 2 Exam is Monday, November 16th.

Elementary Linear Algebra Review for Exam 2 Exam is Monday, November 16th. Elementary Linear Algebra Review for Exam Exam is Monday, November 6th. The exam will cover sections:.4,..4, 5. 5., 7., the class notes on Markov Models. You must be able to do each of the following. Section.4

More information

Orbitopes. Marc Pfetsch. joint work with Volker Kaibel. Zuse Institute Berlin

Orbitopes. Marc Pfetsch. joint work with Volker Kaibel. Zuse Institute Berlin Orbitopes Marc Pfetsch joint work with Volker Kaibel Zuse Institute Berlin What this talk is about We introduce orbitopes. A polyhedral way to break symmetries in integer programs. Introduction 2 Orbitopes

More information

Mathematical foundations - linear algebra

Mathematical foundations - linear algebra Mathematical foundations - linear algebra Andrea Passerini passerini@disi.unitn.it Machine Learning Vector space Definition (over reals) A set X is called a vector space over IR if addition and scalar

More information

Language Acquisition and Parameters: Part II

Language Acquisition and Parameters: Part II Language Acquisition and Parameters: Part II Matilde Marcolli CS0: Mathematical and Computational Linguistics Winter 205 Transition Matrices in the Markov Chain Model absorbing states correspond to local

More information

Invariant Subspace Perturbations or: How I Learned to Stop Worrying and Love Eigenvectors

Invariant Subspace Perturbations or: How I Learned to Stop Worrying and Love Eigenvectors Invariant Subspace Perturbations or: How I Learned to Stop Worrying and Love Eigenvectors Alexander Cloninger Norbert Wiener Center Department of Mathematics University of Maryland, College Park http://www.norbertwiener.umd.edu

More information

ELEC633: Graphical Models

ELEC633: Graphical Models ELEC633: Graphical Models Tahira isa Saleem Scribe from 7 October 2008 References: Casella and George Exploring the Gibbs sampler (1992) Chib and Greenberg Understanding the Metropolis-Hastings algorithm

More information

Majorizations for the Eigenvectors of Graph-Adjacency Matrices: A Tool for Complex Network Design

Majorizations for the Eigenvectors of Graph-Adjacency Matrices: A Tool for Complex Network Design Majorizations for the Eigenvectors of Graph-Adjacency Matrices: A Tool for Complex Network Design Rahul Dhal Electrical Engineering and Computer Science Washington State University Pullman, WA rdhal@eecs.wsu.edu

More information

Spectral Clustering. Spectral Clustering? Two Moons Data. Spectral Clustering Algorithm: Bipartioning. Spectral methods

Spectral Clustering. Spectral Clustering? Two Moons Data. Spectral Clustering Algorithm: Bipartioning. Spectral methods Spectral Clustering Seungjin Choi Department of Computer Science POSTECH, Korea seungjin@postech.ac.kr 1 Spectral methods Spectral Clustering? Methods using eigenvectors of some matrices Involve eigen-decomposition

More information

Lecture 3: Review of Linear Algebra

Lecture 3: Review of Linear Algebra ECE 83 Fall 2 Statistical Signal Processing instructor: R Nowak Lecture 3: Review of Linear Algebra Very often in this course we will represent signals as vectors and operators (eg, filters, transforms,

More information

Large Scale Data Analysis Using Deep Learning

Large Scale Data Analysis Using Deep Learning Large Scale Data Analysis Using Deep Learning Linear Algebra U Kang Seoul National University U Kang 1 In This Lecture Overview of linear algebra (but, not a comprehensive survey) Focused on the subset

More information

Lecture 3: Review of Linear Algebra

Lecture 3: Review of Linear Algebra ECE 83 Fall 2 Statistical Signal Processing instructor: R Nowak, scribe: R Nowak Lecture 3: Review of Linear Algebra Very often in this course we will represent signals as vectors and operators (eg, filters,

More information

1 Principal component analysis and dimensional reduction

1 Principal component analysis and dimensional reduction Linear Algebra Working Group :: Day 3 Note: All vector spaces will be finite-dimensional vector spaces over the field R. 1 Principal component analysis and dimensional reduction Definition 1.1. Given an

More information

Solving Systems of Linear Differential Equations with Real Eigenvalues

Solving Systems of Linear Differential Equations with Real Eigenvalues Solving Systems of Linear Differential Equations with Real Eigenvalues David Allen University of Kentucky February 18, 2013 1 Systems with Real Eigenvalues This section shows how to find solutions to linear

More information

Online solution of the average cost Kullback-Leibler optimization problem

Online solution of the average cost Kullback-Leibler optimization problem Online solution of the average cost Kullback-Leibler optimization problem Joris Bierkens Radboud University Nijmegen j.bierkens@science.ru.nl Bert Kappen Radboud University Nijmegen b.kappen@science.ru.nl

More information

Communities, Spectral Clustering, and Random Walks

Communities, Spectral Clustering, and Random Walks Communities, Spectral Clustering, and Random Walks David Bindel Department of Computer Science Cornell University 26 Sep 2011 20 21 19 16 22 28 17 18 29 26 27 30 23 1 25 5 8 24 2 4 14 3 9 13 15 11 10 12

More information

Section 6.4. The Gram Schmidt Process

Section 6.4. The Gram Schmidt Process Section 6.4 The Gram Schmidt Process Motivation The procedures in 6 start with an orthogonal basis {u, u,..., u m}. Find the B-coordinates of a vector x using dot products: x = m i= x u i u i u i u i Find

More information

STOCHASTIC PROCESSES Basic notions

STOCHASTIC PROCESSES Basic notions J. Virtamo 38.3143 Queueing Theory / Stochastic processes 1 STOCHASTIC PROCESSES Basic notions Often the systems we consider evolve in time and we are interested in their dynamic behaviour, usually involving

More information

Numerical Methods in Matrix Computations

Numerical Methods in Matrix Computations Ake Bjorck Numerical Methods in Matrix Computations Springer Contents 1 Direct Methods for Linear Systems 1 1.1 Elements of Matrix Theory 1 1.1.1 Matrix Algebra 2 1.1.2 Vector Spaces 6 1.1.3 Submatrices

More information

Math 504 (Fall 2011) 1. (*) Consider the matrices

Math 504 (Fall 2011) 1. (*) Consider the matrices Math 504 (Fall 2011) Instructor: Emre Mengi Study Guide for Weeks 11-14 This homework concerns the following topics. Basic definitions and facts about eigenvalues and eigenvectors (Trefethen&Bau, Lecture

More information

Markov State Models for Rare Events in Molecular Dynamics

Markov State Models for Rare Events in Molecular Dynamics Entropy 214, 16, 258-286; doi:1.339/e161258 OPEN ACCESS entropy ISSN 199-43 www.mdpi.com/journal/entropy Article Markov State Models for Rare Events in Molecular Dynamics Marco Sarich 1, *, Ralf Banisch

More information

Linear Algebra Formulas. Ben Lee

Linear Algebra Formulas. Ben Lee Linear Algebra Formulas Ben Lee January 27, 2016 Definitions and Terms Diagonal: Diagonal of matrix A is a collection of entries A ij where i = j. Diagonal Matrix: A matrix (usually square), where entries

More information

Math 21b: Linear Algebra Spring 2018

Math 21b: Linear Algebra Spring 2018 Math b: Linear Algebra Spring 08 Homework 8: Basis This homework is due on Wednesday, February 4, respectively on Thursday, February 5, 08. Which of the following sets are linear spaces? Check in each

More information

Introduction to Machine Learning

Introduction to Machine Learning 10-701 Introduction to Machine Learning PCA Slides based on 18-661 Fall 2018 PCA Raw data can be Complex, High-dimensional To understand a phenomenon we measure various related quantities If we knew what

More information

Algebraic Multigrid Preconditioners for Computing Stationary Distributions of Markov Processes

Algebraic Multigrid Preconditioners for Computing Stationary Distributions of Markov Processes Algebraic Multigrid Preconditioners for Computing Stationary Distributions of Markov Processes Elena Virnik, TU BERLIN Algebraic Multigrid Preconditioners for Computing Stationary Distributions of Markov

More information

Introduction to Machine Learning CMU-10701

Introduction to Machine Learning CMU-10701 Introduction to Machine Learning CMU-10701 Markov Chain Monte Carlo Methods Barnabás Póczos & Aarti Singh Contents Markov Chain Monte Carlo Methods Goal & Motivation Sampling Rejection Importance Markov

More information

Discrete time Markov chains. Discrete Time Markov Chains, Limiting. Limiting Distribution and Classification. Regular Transition Probability Matrices

Discrete time Markov chains. Discrete Time Markov Chains, Limiting. Limiting Distribution and Classification. Regular Transition Probability Matrices Discrete time Markov chains Discrete Time Markov Chains, Limiting Distribution and Classification DTU Informatics 02407 Stochastic Processes 3, September 9 207 Today: Discrete time Markov chains - invariant

More information

Sensitivity analysis of complex stochastic processes

Sensitivity analysis of complex stochastic processes Sensitivity analysis of complex stochastic processes Yannis Pantazis join work with Markos Katsoulakis University of Massachusetts, Amherst, USA Partially supported by DOE contract: DE-SC0002339 February,

More information

State space transformations and state space realization in the max algebra

State space transformations and state space realization in the max algebra K.U.Leuven Department of Electrical Engineering (ESAT) SISTA Technical report 95-10 State space transformations and state space realization in the max algebra B. De Schutter and B. De Moor If you want

More information

Ir O D = D = ( ) Section 2.6 Example 1. (Bottom of page 119) dim(v ) = dim(l(v, W )) = dim(v ) dim(f ) = dim(v )

Ir O D = D = ( ) Section 2.6 Example 1. (Bottom of page 119) dim(v ) = dim(l(v, W )) = dim(v ) dim(f ) = dim(v ) Section 3.2 Theorem 3.6. Let A be an m n matrix of rank r. Then r m, r n, and, by means of a finite number of elementary row and column operations, A can be transformed into the matrix ( ) Ir O D = 1 O

More information

Exercise 8: Frequency Response of MIMO Systems

Exercise 8: Frequency Response of MIMO Systems Exercise 8: Frequency Response of MIMO Systems 8 Singular Value Decomposition (SVD The Singular Value Decomposition plays a central role in MIMO frequency response analysis Let s recall some concepts from

More information

= P{X 0. = i} (1) If the MC has stationary transition probabilities then, = i} = P{X n+1

= P{X 0. = i} (1) If the MC has stationary transition probabilities then, = i} = P{X n+1 Properties of Markov Chains and Evaluation of Steady State Transition Matrix P ss V. Krishnan - 3/9/2 Property 1 Let X be a Markov Chain (MC) where X {X n : n, 1, }. The state space is E {i, j, k, }. The

More information

Computer Vision Group Prof. Daniel Cremers. 11. Sampling Methods: Markov Chain Monte Carlo

Computer Vision Group Prof. Daniel Cremers. 11. Sampling Methods: Markov Chain Monte Carlo Group Prof. Daniel Cremers 11. Sampling Methods: Markov Chain Monte Carlo Markov Chain Monte Carlo In high-dimensional spaces, rejection sampling and importance sampling are very inefficient An alternative

More information

PCA, Kernel PCA, ICA

PCA, Kernel PCA, ICA PCA, Kernel PCA, ICA Learning Representations. Dimensionality Reduction. Maria-Florina Balcan 04/08/2015 Big & High-Dimensional Data High-Dimensions = Lot of Features Document classification Features per

More information

Algebra Exam Topics. Updated August 2017

Algebra Exam Topics. Updated August 2017 Algebra Exam Topics Updated August 2017 Starting Fall 2017, the Masters Algebra Exam will have 14 questions. Of these students will answer the first 8 questions from Topics 1, 2, and 3. They then have

More information

The Eigenvalue Problem: Perturbation Theory

The Eigenvalue Problem: Perturbation Theory Jim Lambers MAT 610 Summer Session 2009-10 Lecture 13 Notes These notes correspond to Sections 7.2 and 8.1 in the text. The Eigenvalue Problem: Perturbation Theory The Unsymmetric Eigenvalue Problem Just

More information

Stochastic Processes

Stochastic Processes Stochastic Processes 8.445 MIT, fall 20 Mid Term Exam Solutions October 27, 20 Your Name: Alberto De Sole Exercise Max Grade Grade 5 5 2 5 5 3 5 5 4 5 5 5 5 5 6 5 5 Total 30 30 Problem :. True / False

More information

REPRESENTATION THEORY NOTES FOR MATH 4108 SPRING 2012

REPRESENTATION THEORY NOTES FOR MATH 4108 SPRING 2012 REPRESENTATION THEORY NOTES FOR MATH 4108 SPRING 2012 JOSEPHINE YU This note will cover introductory material on representation theory, mostly of finite groups. The main references are the books of Serre

More information

Density Matrices. Chapter Introduction

Density Matrices. Chapter Introduction Chapter 15 Density Matrices 15.1 Introduction Density matrices are employed in quantum mechanics to give a partial description of a quantum system, one from which certain details have been omitted. For

More information

Math 166: Topics in Contemporary Mathematics II

Math 166: Topics in Contemporary Mathematics II Math 166: Topics in Contemporary Mathematics II Xin Ma Texas A&M University November 26, 2017 Xin Ma (TAMU) Math 166 November 26, 2017 1 / 14 A Review A Markov process is a finite sequence of experiments

More information

DOA Estimation using MUSIC and Root MUSIC Methods

DOA Estimation using MUSIC and Root MUSIC Methods DOA Estimation using MUSIC and Root MUSIC Methods EE602 Statistical signal Processing 4/13/2009 Presented By: Chhavipreet Singh(Y515) Siddharth Sahoo(Y5827447) 2 Table of Contents 1 Introduction... 3 2

More information

Linear Algebra in Actuarial Science: Slides to the lecture

Linear Algebra in Actuarial Science: Slides to the lecture Linear Algebra in Actuarial Science: Slides to the lecture Fall Semester 2010/2011 Linear Algebra is a Tool-Box Linear Equation Systems Discretization of differential equations: solving linear equations

More information

J-SPECTRAL FACTORIZATION

J-SPECTRAL FACTORIZATION J-SPECTRAL FACTORIZATION of Regular Para-Hermitian Transfer Matrices Qing-Chang Zhong zhongqc@ieee.org School of Electronics University of Glamorgan United Kingdom Outline Notations and definitions Regular

More information

ADAPTIVE FILTER THEORY

ADAPTIVE FILTER THEORY ADAPTIVE FILTER THEORY Fourth Edition Simon Haykin Communications Research Laboratory McMaster University Hamilton, Ontario, Canada Front ice Hall PRENTICE HALL Upper Saddle River, New Jersey 07458 Preface

More information

Analytical Mechanics for Relativity and Quantum Mechanics

Analytical Mechanics for Relativity and Quantum Mechanics Analytical Mechanics for Relativity and Quantum Mechanics Oliver Davis Johns San Francisco State University OXPORD UNIVERSITY PRESS CONTENTS Dedication Preface Acknowledgments v vii ix PART I INTRODUCTION:

More information

Math 102, Winter Final Exam Review. Chapter 1. Matrices and Gaussian Elimination

Math 102, Winter Final Exam Review. Chapter 1. Matrices and Gaussian Elimination Math 0, Winter 07 Final Exam Review Chapter. Matrices and Gaussian Elimination { x + x =,. Different forms of a system of linear equations. Example: The x + 4x = 4. [ ] [ ] [ ] vector form (or the column

More information