通过轨迹分布对比,精准识别高维系统中罕见转移的稳定盆地。
Detecting Metastable Basins in High Dimensions via Marginal Trajectory Distribution Discrimination

- 用轨迹分布差异做判别,将盆地识别转为双样本检验问题。
- 同一盆地初始态的分类风险接近0.5,不同盆地则趋近0,理论可证。
- 神经网络迭代合并候选点,适用于低维嵌入的高维噪声系统。
我们研究在仅通过轨迹采样的条件下,识别高维时齐马尔可夫过程中的动态相异吸引域(basins of attraction)问题。该问题在亚稳态动力系统分析中具有基础意义:系统在盆地内快速混合,而跨盆地转移在关注时间尺度上极少发生,甚至状态空间可约化。现有方法通常依赖空间离散化或估计转移算子的谱分析,在高维或非线性盆地几何下可能失效。本文提出一种基于边际轨迹分布比较的判别式方法。我们证明了一个简单的风险分离结果:若两个初始状态属于同一盆地,其边际轨迹分布的贝叶斯最优分类器风险接近1/2;若分属不同盆地,最优风险接近0。这一发现将盆地检测转化为边际轨迹分布间的两样本判别问题。基于此,我们设计了一种神经算法,输入一组候选盆地代表点,通过神经网络近似贝叶斯分类器来估计分类风险,并迭代合并相似点。我们在多种亚稳态系统上评估了该方法,包括将低维动力学嵌入高维噪声环境的合成系统。在此类场景中,传统谱方法与聚类方法常失效,而本方法能准确恢复底层盆地结构。这些结果揭示了现有方法的局限性,凸显轨迹分布判别在高维随机系统中识别动力学盆地的有效性。
原文摘要 · Abstract (English)
We study the problem of identifying dynamically distinct basins of attraction in high dimensional time-homogeneous Markov processes using only trajectory sampling. This problem is fundamental in the analysis of metastable dynamical systems, where the process rapidly mixes within basins while transitions between basins occur rarely on the timescale of interest, or even when the state space is reducible. Existing approaches typically rely on spatial discretization or spectral analysis of estimated transition operators, which can become unreliable in high dimensional settings or when the underlying basin geometry is highly nonlinear. We propose a discriminative approach to basin identification based on marginal trajectory distribution comparison. We prove a simple risk separation result: if two initial states belong to the same basin, the Bayes-optimal classifier distinguishing their marginal trajectory distributions achieves risk close to 1/2, whereas if they lie in distinct basins, the optimal risk is close to zero. This observation reduces basin detection to a two-sample discrimination problem between marginal trajectory distributions. Motivated by this principle, we develop a neural algorithm that receives a set of candidate basin representatives and iteratively merges them by estimating classification risk with a neural network that approximates the Bayes classifier. We evaluate the method on various metastable systems. These include synthetic systems constructed by embedding low-dimensional dynamics into high dimensional noisy ambient spaces. In these settings, standard spectral and clustering-based methods often fail, while our approach accurately recovers the underlying basin structure. These results display a shortcoming of existing methods and highlight trajectory discrimination as an effective tool for identifying dynamical basins in high dimensional stochastic systems.
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