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A method to generate reactive trajectories, namely equilibrium trajectories leaving a metastable state and ending in another one is proposed. The algorithm is based on simulating in parallel many copies of the system, and selecting the…

Statistical Mechanics · Physics 2015-05-19 Frédéric Cérou , Arnaud Guyader , Tony Lelièvre , David Pommier

The reinforcement learning algorithms that focus on how to compute the gradient and choose next actions, are effectively improved the performance of the agents. However, these algorithms are environment-agnostic. This means that the…

Machine Learning · Computer Science 2023-11-28 Pouya Parsa , Raoof Zare Moayedi , Mohammad Bornosi , Mohammad Mahdi Bejani

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

It is increasingly common to encounter prediction tasks in the biomedical sciences for which multiple datasets are available for model training. Common approaches such as pooling datasets and applying standard statistical learning methods…

Machine Learning · Statistics 2021-10-05 Gabriel Loewinger , Rolando Acosta Nunez , Rahul Mazumder , Giovanni Parmigiani

The study of the rare transitions that take place between long lived metastable states is a major challenge in molecular dynamics simulations. Many of the methods suggested to address this problem rely on the identification of the slow…

Chemical Physics · Physics 2023-06-07 Dhiman Ray , Enrico Trizio , Michele Parrinello

Inspired by biological swimming and flying with distributed sensing, we propose a data-driven approach for load estimation that relies on complex networks. We exploit sparse, real-time pressure inputs, combined with pre-trained transition…

Fluid Dynamics · Physics 2022-02-16 Giovanni Iacobello , Frieder Kaiser , David E. Rival

Bayesian sampling is an important task in statistics and machine learning. Over the past decade, many ensemble-type sampling methods have been proposed. In contrast to the classical Markov chain Monte Carlo methods, these new methods deploy…

Numerical Analysis · Mathematics 2024-05-14 Shi Chen , Zhiyan Ding , Qin Li

Buildings rarely perform as designed/simulated and and there are numerous tangible benefits if this gap is reconciled. A new scientific yet pragmatic methodology - called Enhanced Parameter Estimation (EPE) - is proposed that allows…

Systems and Control · Electrical Eng. & Systems 2021-03-15 Kris Subbarao , Srijan Didwania , T. Agami Reddy , Marlin Addison

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

Machine Learning · Statistics 2020-11-03 Mohsen Shahhosseini , Guiping Hu , Hieu Pham

We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation…

Numerical Analysis · Mathematics 2022-04-22 David Aristoff

The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using…

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

A weighted U-statistic based on a random sample X_1,...,X_n has the form U_n=\sum_{1\le i,j\le n}w_{i-j}K(X_i,X_j), where K is a fixed symmetric measurable function and the w_i are symmetric weights. A large class of statistics can be…

Probability · Mathematics 2007-05-23 Tailen Hsing , Wei Biao Wu

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

We consider kinetic systems and prove their stability working in weighted spaces in which the systems are symmetric. We prove stability for various explicit and implicit semi-discrete and fully discrete schemes. The applications include…

Numerical Analysis · Mathematics 2017-08-07 F. Patricia Medina , Malgorzata Peszynska

We introduce a new approach for comparing the predictive accuracy of two nested models that bypasses the difficulties caused by the degeneracy of the asymptotic variance of forecast error loss differentials used in the construction of…

Econometrics · Economics 2023-10-17 Jean-Yves Pitarakis

It is proposed to use stochastic differential equations with state-dependent switching rates (SDEwS) for sampling from finite mixture distributions. An Euler scheme with constant time step for SDEwS is considered. It is shown that the…

Numerical Analysis · Mathematics 2025-05-08 M. V. Tretyakov

Model-based reinforcement learning promises strong sample efficiency but often underperforms in practice due to compounding model error, unimodal world models that average over multi-modal dynamics, and overconfident predictions that bias…

Machine Learning · Computer Science 2026-04-07 Mehran Aghabozorgi , Alireza Moazeni , Yanshu Zhang , Ke Li

Force-based multiphysics coupling methods have become popular since they provide a simple and efficient coupling mechanism, avoiding the difficulties in formulating and implementing a consistent coupling energy. They are also the only known…

Numerical Analysis · Mathematics 2011-04-12 Mitchell Luskin , Christoph Ortner
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