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Related papers: Generating Transition Paths by Langevin Bridges

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Let X be the mild solution to a semilinear stochastic partial differential equation. In this article, we develop methodology to sample from the infinite-dimensional diffusion bridge that arises from conditioning X on a linear transformation…

Probability · Mathematics 2025-03-18 Thorben Pieper-Sethmacher , Frank van der Meulen , Aad van der Vaart

We propose a general theory to describe the distribution of protein-folding transition paths. We show that transition paths follow a predictable sequence of high-free-energy transient states that are separated by free-energy barriers. Each…

Biomolecules · Quantitative Biology 2016-09-21 William M. Jacobs , Eugene I. Shakhnovich

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…

Optimization and Control · Mathematics 2023-09-13 Daniel Owusu Adu , Yongxin Chen

We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…

Data Analysis, Statistics and Probability · Physics 2013-06-03 V. V. Vasconcelos , F. Raischel , M. Haase , J. Peinke , M. Wächter , P. G. Lind , D. Kleinhans

We develop a theoretical approach to the protein folding problem based on out-of-equilibrium stochastic dynamics. Within this framework, the computational difficulties related to the existence of large time scale gaps in the protein folding…

Quantitative Methods · Quantitative Biology 2009-11-13 M. Sega , P. Faccioli , F. Pederiva , G. Garberoglio , H. Orland

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…

Statistical Mechanics · Physics 2024-09-11 S. P. Fitzgerald , A. Bailey Hass , G. Díaz Leines , A. J. Archer

This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI methods commonly employed in image and video applications. Unlike…

Machine Learning · Computer Science 2026-03-17 Xuefeng Gao , Jiale Zha , Xun Yu Zhou

Use energy-based model for bridge-type innovation. The loss function is explained by the game theory, the logic is clear and the formula is simple and clear. Thus avoid the use of maximum likelihood estimation to explain the loss function…

Machine Learning · Computer Science 2024-02-01 Hongjun Zhang

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic…

Machine Learning · Computer Science 2025-10-10 Michael S. Albergo , Nicholas M. Boffi , Eric Vanden-Eijnden

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

Chaotic Dynamics · Physics 2018-05-09 H. E. Gilardi-Velázquez , E. Campos-Cantón

We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…

Computation · Statistics 2016-04-26 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

Finding representative reaction pathways is necessary for understanding mechanisms of molecular processes, but is considered to be extremely challenging. We propose a new method to construct reaction paths based on mean first-passage times.…

Chemical Physics · Physics 2015-06-26 Sanghyun Park , Klaus Schulten

We show how to find the physical Langevin equation describing the trajectories of particles undergoing collisionless stochastic acceleration. These stochastic differential equations retain not only one-, but two-particle statistics, and…

Mathematical Physics · Physics 2013-12-17 J. W. Burby , A. I. Zhmoginov , H. Qin

This paper is devoted to the development of a theoretical and computational framework to efficiently sample the statistically significant thermally activated reaction pathways, in multi-dimensional systems obeying Langevin dynamics. We show…

Statistical Mechanics · Physics 2009-11-13 E. Autieri , P. Faccioli , M. Sega , F. Pederiva , H. Orland

Mapping the chemical reaction pathways and their corresponding activation barriers is a significant challenge in molecular simulation. Given the inherent complexities of 3D atomic geometries, even generating an initial guess of these paths…

Computational Physics · Physics 2025-01-24 Akihide Hayashi , So Takamoto , Ju Li , Yuta Tsuboi , Daisuke Okanohara

We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…

Statistical Mechanics · Physics 2015-06-18 Ying Tang , Ruoshi Yuan , Ping Ao

Molecular systems often remain trapped for long times around some local minimum of the potential energy function, before switching to another one -- a behavior known as metastability. Simulating transition paths linking one metastable state…

Machine Learning · Statistics 2023-02-02 Tony Lelièvre , Geneviève Robin , Inass Sekkat , Gabriel Stoltz , Gabriel Victorino Cardoso