Estimation and uncertainty of reversible Markov models

Reversibility is a key concept in Markov models and Master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is therefore crucial to the successful application of the previously developed theory. In this work we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta- stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software - http://pyemma.org - as of version 2.0

Alternating-Direction Line-Relaxation Methods on Multicomputers

We study the multicom.puter performance of a three-dimensional Navier–Stokes solver based on alternating-direction line-relaxation methods. We compare several multicomputer implementations, each of which combines a particular line-relaxation method and a particular distributed block-tridiagonal solver. In our experiments, the problem size was determined by resolution requirements of the application. As a result, the granularity of the computations of our study is finer than is customary in the performance analysis of concurrent block-tridiagonal solvers. Our best results were obtained with a modified half-Gauss–Seidel line-relaxation method implemented by means of a new iterative block-tridiagonal solver that is developed here. Most computations were performed on the Intel Touchstone Delta, but we also used the Intel Paragon XP/S, the Parsytec SC-256, and the Fujitsu S-600 for comparison

Non-Markov stochastic dynamics of real epidemic process of respiratory infections

The study of social networks and especially of the stochastic dynamics of the diseases spread in human population has recently attracted considerable attention in statistical physics. In this work we present a new statistical method of analyzing the spread of epidemic processes of grippe and acute respiratory track infections (ARTI) by means of the theory of discrete non-Markov stochastic processes. We use the results of our last theory (Phys. Rev. E 65, 046107 (2002)) to study statistical memory effects, long - range correlation and discreteness in real data series, describing the epidemic dynamics of human ARTI infections and grippe. We have carried out the comparative analysis of the data of the two infections (grippe and ARTI) in one of the industrial districts of Kazan, one of the largest cities of Russia. The experimental data are analyzed by the power spectra of the initial time correlation function and the memory functions of junior orders, the phase portraits of the four first dynamic variables, the three first points of the statistical non-Markov parameter and the locally averaged kinetic and relaxation parameters. The received results give an opportunity to provide strict quantitative description of the regular and stochastic components in epidemic dynamics of social networks taking into account their time discreteness and effects of statistical memory. They also allow to reveal the degree of randomness and predictability of the real epidemic process in the specific social network.Comment: 18 pages, 8figs, 1 table