Improving Estimation of the Koopman Operator with Kolmogorov-Smirnov Indicator Functions
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It has become common to perform kinetic analysis using approximate Koopman operators that transforms high-dimensional time series of observables into ranked dynamical modes. Key to a practical success of the approach is the identification of a set of observables which form a good basis in which to expand the slow relaxation modes. Good observables are, however, difficult to identify a priori and sub-optimal choices can lead to significant underestimations of characteristic timescales. Leveraging the representation of slow dynamics in terms of Hidden Markov Model (HMM), we propose a simple and computationally efficient clustering procedure to infer surrogate observables that form a good basis for slow modes. We apply the approach to an analytically solvable model system, as well as on three protein systems of different complexities. We consistently demonstrate that the inferred indicator functions can significantly improve the estimation of the leading eigenvalues of the Koopman operators and correctly identify key states and transition timescales of stochastic systems, even when good observables are not known a priori.
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