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Macromolecules contain molecular units as the coding information for their correlated structures in physical dimensions. The relationship between these two features is governed by the interaction energies of the involved molecular units and their encoded sequences. We present a neural network algorithm that treats molecular units themselves as neural networks, which has the flexibility to allow each unit to respond to its own environment and to influence others in the system. Through a deep neural network and a self-consistent procedure, molecular units in the network establish a strong correlation to produce the desirable features in the physical world. The proposed framework is applied to the HP model. Both the forward problem of predicting folded structures from given sequences and the inverse problem of predicting required sequences for a given structure are examined.