Stationary properties of maximum-entropy random walks

Introducing User-Prescribed Constraints in Markov Chains for Nonlinear Dimensionality Reduction

Stochastic kernel-based dimensionality-reduction approaches have become popular in the past decade. The central component of many of these methods is a symmetric kernel that quantifies the vicinity between pairs of data points and a kernel-induced Markov chain on the data. Typically, the Markov chain is fully specified by the kernel through row normalization. However, in many cases, it is desirable to impose user-specified stationary-state and dynamical constraints on the Markov chain. Unfortunately, no systematic framework exists to impose such user-defined constraints. Here, based on our previous work on inference of Markov models, we introduce a path entropy maximization based approach to derive the transition probabilities of Markov chains using a kernel and additional user-specified constraints. We illustrate the usefulness of these Markov chains with examples.

Perspective: Maximum caliber is a general variational principle for dynamical systems

We review here Maximum Caliber (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of maximum entropy is to equilibrium states or stationary populations. In Max Cal, you maximize a path entropy over all possible pathways, subject to dynamical constraints, in order to predict relative path weights. Many well-known relationships of non-equilibrium statistical physics-such as the Green-Kubo fluctuation-dissipation relations, Onsager's reciprocal relations, and Prigogine's minimum entropy production-are limited to near-equilibrium processes. Max Cal is more general. While it can readily derive these results under those limits, Max Cal is also applicable far from equilibrium. We give examples of Max Cal as a method of inference about trajectory distributions from limited data, finding reaction coordinates in bio-molecular simulations, and modeling the complex dynamics of non-thermal systems such as gene regulatory networks or the collective firing of neurons. We also survey its basis in principle and some limitations.

Caliber Corrected Markov Modeling (C2M2): Correcting Equilibrium Markov Models

Rate processes are often modeled using Markov State Models (MSMs). Suppose you know a prior MSM and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them while also giving the wrong overall folding rate when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C₂M₂), an approach based on the principle of maximum entropy for updating a Markov model by imposing state- and trajectory-based constraints. We show that such corrections are equivalent to asserting position-dependent diffusion coefficients in continuous-time continuous-space Markov processes modeled by a Smoluchowski equation. We derive the functional form of the diffusion coefficient explicitly in terms of the trajectory-based constraints. We illustrate with examples of 2D particle diffusion and an overdamped harmonic oscillator.

Maximum caliber inference and the stochastic Ising model

We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we maximize the path entropy over discrete time step trajectories subject to normalization, stationarity, and detailed balance constraints together with a path-dependent dynamical information constraint reflecting a given average global behavior of the complex system. A general expression for the transition probability values associated with the stationary random Markov processes describing the nonequilibrium stationary system is computed. By virtue of our analysis, we uncover that a convenient choice of the dynamical information constraint together with a perturbative asymptotic expansion with respect to its corresponding Lagrange multiplier of the general expression for the transition probability leads to a formal overlap with the well-known Glauber hyperbolic tangent rule for the transition probability for the stochastic Ising model in the limit of very high temperatures of the heat reservoir.

A Maximum-Caliber Approach to Predicting Perturbed Folding Kinetics Due to Mutations

We present a maximum-caliber method for inferring transition rates of a Markov state model (MSM) with perturbed equilibrium populations given estimates of state populations and rates for an unperturbed MSM. It is similar in spirit to previous approaches, but given the inclusion of prior information, it is more robust and simple to implement. We examine its performance in simple biased diffusion models of kinetics and then apply the method to predicting changes in folding rates for several highly nontrivial protein folding systems for which non-native interactions play a significant role, including (1) tryptophan variants of the GB1 hairpin, (2) salt-bridge mutations of the Fs peptide helix, and (3) MSMs built from ultralong folding trajectories of FiP35 and GTT variants of the WW domain. In all cases, the method correctly predicts changes in folding rates, suggesting the wide applicability of maximum-caliber approaches to efficiently predict how mutations perturb protein conformational dynamics.