Illia Horenko
Research
Professional Experience
Academic Degrees
Fellowships (since joining USI Lugano in February 2010)
Publications
I. Horenko, On a scalable entropic breaching of the overftting barrier in machine learning, accepted for publication in Neural Computation, 2020.
I. Horenko, D. Rodrigues, T. O'Kane, K. Everschor-Sitte, Scalable detection of latent patterns across scales. arXiv:https://arxiv.org/abs/1907.04601, 2020
O. Kaiser, D. Igdalov, O. Martius, I. Horenko, On computationally-scalable spatio-temporal regression clustering of threshold excesses. arXiv:https://arxiv.org/abs/1912.12894, 2019.
S. Gerber, L. Pospisil, M. Navandar and I. Horenko, Low-cost scalable discretization, prediction and feature selection for complex systemsand feature selection for complex systems. Science Advances, Vol. 6, no. 5, eaaw0961 DOI: 10.1126/sciadv.aaw0961, 2020.
M. Rosenau, I. Horenko, F. Corbi, M. Rudolf, R. Kornhuber and O. Oncken, Synchronization of great subduction megathrust earthquakes: Insights from scale model analysisof great subduction megathrust earthquakes: Insights from scale model analysis. Journal of Geophysical Research: Solid Earth , 124(4):3646-3661, 2019.
L. Pospisil, W. Sawyer, P.Gagliardini, and I. Horenko. On a scalable nonparametric denoising of time series signalsof time series signals. Communications in Applied Mathematics and Computational Sciences (CAMCoS), 13(1):107-138, 2018.
S. Gerber, S. Olsson, F. Noe, and I. Horenko. A scalable approach to the computation of invariant measures for high-dimensional Markovian systemsinvariant measures for high-dimensional Markovian systems. Scientic Reports, 8:1796, 2018.
A. Marchenko, P. Gagliardini, and I. Horenko. Toward a computationally-tractable maximum entropy principle for non-stationary nancial time series. SIAM Journal of Financial Mathematics,9(4):1249-1285, 2018.
S. Sys, D. Fournier, I. Horenko, K. Enders and S. Gerber. Dynamics of SNP associations in relation to Alzheimers Disease captured with a new measure of linkage disequilibriumin relation to Alzheimers Disease captured with a new measure of linkage disequilibrium. Genomics and Computational Biology,,4(2):e100045, 2018.
TJ. OKane, DP. Monselesan, JS. Risbey, I. Horenko, and CLE. Franzke. On memory, dimension, and atmospheric teleconnectionsand atmospheric teleconnections. Math. Clim. Weather Forecast., 3:127, 2017.
S. Gerber and I. Horenko. Toward a direct and scalable identication of reduced models for categorical processes.categorical processes. Proceedings of the National Academy of Sciences of the USA (PNAS), 114(19):4863{4868, 2017.
I. Horenko, S. Gerber, Terence J. O'Kane, James S. Risbey, and Didier P. Monselesan. On inference and validation of causality relations in climate teleconnectionsinference and validation of causality relations in climate teleconnections. In Nonlinear and Stochastic Climate Dynamics. Cambridge University Press, 2016.
TJ. OKane, JS. Risbey, DP. Monselesan, I. Horenko, and CLE. Franzke. On the dynamics of persistent states and their secular trends in the waveguides of the southern hemisphere troposphereof persistent states and their secular trends in the waveguides of the southern hemisphere troposphere. Climate Dynamics, 46(11-12):3567{3597, 2016.
T. von Larcher, A. Beck, R. Klein, I. Horenko, P. Metzner, M. Waidmann, D. Igdalov, G. Gassner and C.-D. Munz A Framework for the Stochastic Modelling of Subgrid Scale Fluxes for Large Eddy Simulation to appear in Meteorologische Zeitschrift (in press), 2015
P. Metzner, M. Waidmann, D. Igdalov, T. von Larcher, I. Horenko, R. Klein, A. Beck, G. Gassner, and C.D. Munz A stochastic closure approach for LES with application to turbulent channel flow Direct and Large-Eddy Simulation IX, Fröhlich, J., Kuerten, H., Guerts, B.J., Armenio, V. (Eds.), ERCOFTAC Series, Vol. 20, ISBN 978-3-319-14448-1, (2015)
J. Risbey, T. O’Kane, D. Monselesan, Ch. Franzke and I. Horenko Metastability of Northern Hemisphere teleconnection modes J. Atmos. Sci., 72(1), 35-54, 2015
S. Gerber and I. Horenko On inference of causality for discrete state models in a multiscale context Proceedings of the National Academy of Sciences of USA (PNAS),111 (41), 14651-14656 (2014)
Th. von Larcher, R. Klein, I. Horenko, P. Metzner, M. Waidmann, D. Igdalov, A. Beck, G. Gassner, and C.-D. Munz, Towards a stochastic closure approach for Large Eddy Simulation Finite Volumes for Complex Applications VII, Springer Proceedings in Mathematics and Statistics, Vol. 77 and 78, Fuhrmann, J., Ohlberger, M., Rohde, C. (Eds.), ISBN 978-3-319-06402-4, (2014)
J. de Wiljes, L. Putzig and I. Horenko Discrete non-homogenous and non-stationary logistic and Markov regression models for spatio-temporal data with unresolved external influences Communications in Applied Mathematics and Computational Science, 9, No. 1, 1–46 (2014)
T. O’Kane, R. Matear, M. Chamberlain, J. Risbey, I. Horenko and D. Monselesan The meta-stability of the mid-latitude Southern Hemisphere circulation ANZIAM J., 54:233–249, 2013.
T.J. O'Kane, R. Matear, M. Chamberlain, J. Risbey, I. Horenko and B. Sloyan: Low frequency variability in an couped ocean-sea ice general circulation model of the Southern Ocean. ANZIAM Journal, North America, 54, 200-116 (2013)
O. Kaiser and I. Horenko On inference of statistical regression models for extreme events based on incomplete observation data, Communications in Applied Mathematics and Computational Science, 9(2):1-30 (2014)
T.J. O’Kane, R. Matear, M. Chamberlain, J. Risbey, B. Sloyan and I. Horenko.Intrinsic and Forced Modes of Low Frequency Variability in Simulated Southern Ocean and Sea Ice Dynamics Ocean Modelling, 69, 1-21,(2013)
J. de Wiljes, A. Majda and I. Horenko. An adaptive Markov chain Monte Carlo approach to time series clustering of processes with regime transition behavior Multiscale Model. Simul., 11(2), 415–441 (2013)
T.J. O'Kane, J.S. Risbey, C. Franzke, I. Horenko & D. Monselesan. "Changes in the meta-stability of the mid-latitude Southern Hemisphere circulation and the utility of non- stationary cluster analysis and split flow blocking indices as diagnostic tools." J. Atmos. Sci. 70, 824–842. (2012)
Ch. Blume, K. Mathhes and I. Horenko. Supervised Learning Approaches to Classify Stratospheric Warming Events. J. Atmos. Sci., 69, 1824–1840, (2012)
Ph. Metzner, L. Putzig and I. Horenko. Analysis of persistent non-stationary time series and applications. Communications in Applied Mathematics and Computational Science, 7(2), 175–229, (2012)
D. Giannakis, A. Majda and I. Horenko. Information Theory, Model Error, and Predictive Skill of Stochastic Models for Complex Nonlinear Systems Physica D: Nonlinear Phenomena, 241(20), 1735-1752, (2012)
I. Horenko. On analysis of nonstationary categorical data time series: dynamical dimension reduction, model selection and applications to computational sociology. SIAM Multiscale Modeling & Simulation, 9 (4), pp. 1700-1726 (2011)
I. Horenko, P. Metzner, U. Harlander, C. Egbers and K. Alexandrov. Nicht-stationäre Analyse des baroklynen Wellentanktankexperiments mittels FEM-BV-VARX. USI-Preprint (2011)
I. Horenko: Nonstationarity in multifactor models of discrete jump processes, memory and application to cloud modeling. J. of Atmos. Sci., 68 (7), pp. 1493-1506 (2011)
L. Putzig, D. Becherer and I. Horenko: Optimization of a Futures Portfolio Utilizing Numerical Market Phase Detection. SIAM J. Finan. Math., 1 (1), pp. 752-779 (2010)
I. Horenko : On identification of nonstationary factor models and its application to atmospherical data analysis. J. Atm. Sci., 67 (5), pp. 1559-1574 (2010)
I. Horenko and Ch. Schütte: On metastable conformational analysis of non-equilibrium biomolecular time series. SIAM Mult. Mod. Sym. 8 (2), pp. 701-716 (2010)
I. Horenko: On Clustering of Non-stationary Meteorological Time Series. Dyn. of Atm. and Oc. , 49, pp.164-187 (2010)
I. Horenko: Finite Element Approach to Clustering of Multidimensional Time Series. SIAM J. Sci. Comp. 32 (1), pp. 62-83 (2010)
I. Horenko:On robust estimation of low-frequency variability trends in discrete Markovian sequences of atmospheric circulation patterns. J. Atm. Sci. 66 (7), pp. 2059-2072 (2009)
Ch. Franzke, I. Horenko, A. J. Majda and R. Klein: Systematic Metastable Atmospheric Regime Identification in an AGCM. J. Atm. Sci. 66 (7), pp. 1997-2012 (2009)
I. Horenko: On Simultaneous Data-Based Dimension Reduction and Hidden Phase Identification. J. Atm. Sci 65 (6), pp. 1941-1954 (2008)
I. Horenko, S. Dolaptchiev, A. Eliseev, I. Mokhov, and R. Klein: Metastable Decomposition of High-Dimensional Meteorological Data with Gaps. J. Atm. Sci. 65 (11), pp. 3479-3496 (2008)
I. Horenko and Ch. Schütte: Likelihood-Based Estimation of Multidimensional Langevin Models and its Application to Biomolecular Dynamics. SIAM Mult. Mod. Sim. 7 (2), pp. 731-773 (2008)
I. Horenko, E. Dittmer, F. Lankas, J. Maddocks, Ph. Metzner, and Ch. Schütte: Macroscopic Dynamics of Complex Metastable Systems: Theory, Algorithms, and Application to B-DNA. SIAM J. Appl. Dyn. Syst. 7 (2), pp. 532-560 (2008)
I. Horenko, R. Klein,S. Dolaptchiev and Ch. Schütte. Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model reduction for Time Series Analysis. SIAM Mult. Mod. Sim. 6 (4), pp. 1125-1145 (2008)
I. Horenko, C. Hartmann, Ch. Schütte, and F. Noé: Data-based Parameter Estimation of Generalized Multidimensional Langevin Processes. Phys. Rev. E 76 (01), pp. 016706 (2007)
Ph. Metzner, I. Horenko, and Ch. Schütte: Generator Estimation of Markov Jump Processes Based on Incomplete Observations Nonequidistant in Time. Phys. Rev. E 76 (06), pp. 066702 (2007)
F. Noé, I. Horenko, Ch. Schütte, and J. C. Smith: Hierarchical Analysis of Conformational Dynamics in Biomolecules: Transition Networks of Metastable States. J. Chem. Phys. 126 (15), pp. 155102 (2007)
A. Fischer, S. Waldhausen, I. Horenko, E. Meerbach, and Ch. Schütte: Identification of Biomolecular Conformations from Incomplete Torsion Angle Observations by Hidden Markov Models. J. Comp. Chem. 28 (15), pp. 2453-2464 (2007)
E. Meerbach, Ch. Schütte, I. Horenko, and B. Schmidt: Metastable Conformational Structure and Dynamics: Peptides between Gas Phase and Aqueous Solution. In 'Analysis and Control of Ultrafast Photoinduced Reactions' Eds.: O. Kühn and L. Wöste. Series in Chemical Physics 87, pp. 796-806, Springer (2007)
A. Y. Weiße, I. Horenko, and W. Huisinga: Adaptive Approach for Modelling Variability in Pharmacokinetics. In 'Computational Life Sciences II' Eds.: M. R. Berthold, R. Glen, and I. Fischer. Lecture Notes in Computer Science 4216, pp. 194-204, Springer (2006)
I. Horenko, E. Dittmer, A. Fischer, and Ch. Schütte: Automated Model Reduction for Complex Systems exhibiting Metastability. SIAM Mult. Mod. Sim. 5 (3), pp. 802-827 (2006)
E. Meerbach, E. Dittmer, I. Horenko, and Ch. Schütte: Multiscale Modelling in Molecular Dynamics: Biomolecular Conformations as Metastable States. In 'Computer Simulations in Condensed Matter: Systems: From Materials to Chemical Biology. Volume I' Eds.: M. Ferrario, G. Ciccotti, and K. Binder. Lecture Notes in Physics 703, pp. 475-497, Springer (2006)
I. Horenko, J. Schmidt-Ehrenberg, and Ch. Schütte. Set-Oriented Dimension Reduction: Localizing Principal Component Analysis via Hidden Markov Models. In 'Computational Life Sciences II ' Eds.: M.R. Berthold, R. Glen, and I. Fischer. Lecture Notes in Computer Science 4216, pp. 74-85, Springer (2006)
I. Horenko, S. Lorenz, Ch. Schütte, and W. Huisinga: Adaptive Approach for Non-Linear Sensitivity Analysis of Reaction Kinetics. J. Comp. Chem. 26 (9), pp. 941-948 (2005)
I. Horenko, E. Dittmer, and Ch. Schütte: Reduced Stochastic Models for Complex Molecular Systems. SIAM Comp. Vis. Sci. 9 (2), pp. 89-102 (2005)
I. Horenko, M. Weiser, B. Schmidt, and Ch. Schütte: Fully Adaptive Propagation of the Quantum-Classical Liouville Equation. J. Chem. Phys. 120 (19), pp. 8913-8923 (2004)
I. Horenko and M. Weiser: Adaptive Integration of Molecular Dynamics. J. Comp. Chem. 24 (15), pp. 1921-1929 (2003)
I. Horenko, B. Schmidt, and Ch. Schütte: Multidimensional Classical Liouville Dynamics with Quantum Initial Conditions. J. Chem. Phys. 117 (10), pp. 4643-4650 (2002)
I. Horenko, Ch. Salzmann, B. Schmidt, and Ch. Schütte: Quantum-Classical Liouville Approach to Molecular Dynamics: Surface Hopping Gaussian Phase-Space Packets J. Chem. Phys. 117 (24), pp. 11075-11088 (2002)
I. Horenko, B. Schmidt, and Ch. Schütte: A Theoretical Model for Molecules Interacting with Intense Laser Pulses: The Floquet-based Quantum-Classical Liouville Equation. J. Chem. Phys. 115 (13), pp. 5733-5743 (2001)