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Hamiltonian Monte Carlo (HMC) algorithms which combine numerical approximation of Hamiltonian dynamics on finite intervals with stochastic refreshment and Metropolis correction are popular sampling schemes, but it is known that they may…

Computation · Statistics 2022-08-16 Peter A. Whalley , Daniel Paulin , Benedict Leimkuhler

Design of experiments, random search, initialization of population-based methods, or sampling inside an epoch of an evolutionary algorithm use a sample drawn according to some probability distribution for approximating the location of an…

Neural and Evolutionary Computing · Computer Science 2020-04-27 Laurent Meunier , Carola Doerr , Jeremy Rapin , Olivier Teytaud

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

I show how Markov chain sampling with the Metropolis-Hastings algorithm can be modified so as to take bigger steps when the distribution being sampled from has the characteristic that its density can be quickly recomputed for a new point if…

Statistics Theory · Mathematics 2007-06-13 Radford M. Neal

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Statistical Mechanics · Physics 2009-11-11 A. C. Maggs

We consider the problem of sampling from a distribution governed by a potential function. This work proposes an explicit score based MCMC method that is deterministic, resulting in a deterministic evolution for particles rather than a…

Machine Learning · Statistics 2023-10-03 Hong Ye Tan , Stanley Osher , Wuchen Li

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

Dynamical sampling deals with signals that evolve in time under the action of a linear operator. The purpose of the present paper is to analyze the performance of the basic dynamical sampling algorithms in the finite dimensional case and…

Numerical Analysis · Mathematics 2018-10-16 Akram Aldroubi , Longxiu Huang , Ilya Krishtal , Akos Ledeczi , Roy R. Lederman , Peter Volgyesi

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

Metadynamics is a powerful method to accelerate molecular dynamics simulations, but its efficiency critically depends on the identification of collective variables that capture the slow modes of the process. Unfortunately, collective…

Chemical Physics · Physics 2023-07-17 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

There are two approaches to time series approximate factor models: the static factor model, where the factors are loaded contemporaneously by the common component, and the Generalised Dynamic Factor Model, where the factors are loaded with…

Econometrics · Economics 2025-02-28 Philipp Gersing , Matteo Barigozzi , Christoph Rust , Manfred Deistler

In this work, we propose FastDPM, a unified framework for fast sampling in diffusion probabilistic models. FastDPM generalizes previous methods and gives rise to new algorithms with improved sample quality. We systematically investigate the…

Machine Learning · Computer Science 2021-06-25 Zhifeng Kong , Wei Ping

Thermodynamics and its quantum counterpart are traditionally described with statistical ensembles. Canonical typicality has related statistical mechanics for a system to ensembles of global energy eigen- states of system and its environment…

Quantum Physics · Physics 2024-05-13 Sebastian Gemsheim , Jan M. Rost

Balancing covariates is critical for credible and efficient randomized experiments. Rerandomization addresses this by repeatedly generating treatment assignments until covariate balance meets a prespecified threshold. By shrinking this…

Methodology · Statistics 2026-02-10 Jiuyao Lu , Tianruo Zhang , Ke Zhu

We introduce an optimal strategy to sample quantum outcomes of local measurement strings for isometric tensor network states. Our method generates samples based on an exact cumulative bounding function, without prior knowledge, in the…

Quantum Physics · Physics 2025-04-23 Marco Ballarin , Pietro Silvi , Simone Montangero , Daniel Jaschke

We present a continuous formulation of machine learning, as a problem in the calculus of variations and differential-integral equations, in the spirit of classical numerical analysis. We demonstrate that conventional machine learning models…

Numerical Analysis · Mathematics 2020-10-02 Weinan E , Chao Ma , Lei Wu

A wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Computational Physics · Physics 2013-05-14 Benedict Leimkuhler , Charles Matthews

Derivation of the canonical (or Boltzmann) distribution based only on quantum dynamics is discussed. Consider a closed system which consists of mutually interacting subsystem and heat bath, and assume that the whole system is initially in a…

Statistical Mechanics · Physics 2009-10-30 Hal Tasaki

We present a new random walk for uniformly sampling high-dimensional convex bodies. It achieves state-of-the-art runtime complexity with stronger guarantees on the output than previously known, namely in R\'enyi divergence (which implies…

Data Structures and Algorithms · Computer Science 2026-03-23 Yunbum Kook , Santosh S. Vempala , Matthew S. Zhang
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