Path-space variational inference for non-equilibrium coarse-grained systems
From MaRDI portal
machine learningtime seriesvariational inferencestochastic optimizationinformation metricscoarse grainingnon-equilibriumLangevin dynamics
Statistical aspects of information-theoretic topics (62B10) Learning and adaptive systems in artificial intelligence (68T05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Numerical solutions to stochastic differential and integral equations (65C30)
Abstract: In this paper, we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular dynamics. The latter are ubiquitous in physicochemical and biological applications, where they are typically associated with coupling mechanisms, multi-physics and/or boundary conditions. In general the non-equilibrium steady states are not known explicitly as they do not necessarily have a Gibbs structure. The presented approach can compare microscopic behavior of molecular systems to parametric and non-parametric coarse-grained one using the relative entropy between distributions on the path space and setting up a corresponding path space variational inference problem. The methods can become entirely data-driven when the microscopic dynamics are replaced with corresponding correlated data in the form of time series. Furthermore, we present connections and generalizations of force matching methods in coarse-graining with path-space information methods, as well as demonstrate the enhanced transferability of information-based parameterizations to general observables due to information inequalities. We further discuss methodological connections between information-based coarse-graining of molecular systems and variational inference methods primarily developed in the machine learning community. However, we note that the work presented here addresses variational inference for correlated time series due to the focus on dynamics. The applicability of the proposed methods is demonstrated on high-dimensional stochastic processes given by Langevin, overdamped and driven Langevin dynamics of interacting particles.
Recommendations
- Variational particle approximations
- Path integral methods for the dynamics of stochastic and disordered systems
- Targeting Bayes factors with direct-path non-equilibrium thermodynamic integration
- Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data
- Variational path-integral representations for the density of a diffusion process
- A variational approach to path estimation and parameter inference of hidden diffusion processes
- Path-integral calculation of multivariate Fokker-Planck systems
- Physics-informed variational inference for uncertainty quantification of stochastic differential equations
- An alternative view of variational Bayes and asymptotic approximations of free energy
Cites work
- scientific article; zbMATH DE number 6377992 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 107482 (Why is no real title available?)
- scientific article; zbMATH DE number 1236226 (Why is no real title available?)
- scientific article; zbMATH DE number 2061729 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- A new framework for extracting coarse-grained models from time series with multiscale structure
- Advanced Lectures on Machine Learning
- Coarse-grained stochastic processes and Monte Carlo simulations in lattice systems.
- Coarse-grained stochastic processes for microscopic lattice systems
- Coarse-graining schemes anda posteriorierror estimates for stochastic lattice systems
- Coarse-graining schemes for stochastic lattice systems with short and long-range interactions
- Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
- Effective dynamics using conditional expectations
- Error Analysis of Coarse‐Graining for Stochastic Lattice Dynamics
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
- Free energy computations. A mathematical perspective
- Generalized inverses. Theory and applications.
- Graphical models, exponential families, and variational inference
- Machine learning. A probabilistic perspective
- Mathematical strategies in the coarse-graining of extensive systems: error quantification and adaptivity
- Memory Effects in Irreversible Thermodynamics
- Optimal prediction and the Mori–Zwanzig representation of irreversible processes
- Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics
- Stochastic differential equations. An introduction with applications.
- Transport, Collective Motion, and Brownian Motion
- Wavelets as basis functions to represent the coarse-graining potential in multiscale coarse graining approach
Cited in
(13)- Information theoretic clustering for coarse-grained modeling of non-equilibrium gas dynamics
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
- Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems
- GINNs: graph-informed neural networks for multiscale physics
- A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
- Special issue: Big data and predictive computational modeling
- Predictive coarse-graining
- Data-driven, variational model reduction of high-dimensional reaction networks
- Scalable information inequalities for uncertainty quantification
- Physics-constrained, data-driven discovery of coarse-grained dynamics
- Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems
- Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE
- An estimator for the relative entropy rate of path measures for stochastic differential equations
This page was built for publication: Path-space variational inference for non-equilibrium coarse-grained systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2375138)
