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We extend replica exchange simulation in two ways, and apply our approaches to biomolecules. The first generalization permits exchange simulation between models of differing resolution -- i.e., between detailed and coarse-grained models.…

Biomolecules · Quantitative Biology 2009-11-11 Edward Lyman , F. Marty Ytreberg , Daniel M. Zuckerman

Bayesian inference in state-space models is challenging due to high-dimensional state trajectories. A viable approach is particle Markov chain Monte Carlo, combining MCMC and sequential Monte Carlo to form "exact approximations" to…

Computation · Statistics 2022-10-27 Anna Wigren , Riccardo Sven Risuleo , Lawrence Murray , Fredrik Lindsten

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

The primary limitation for the application of alchemical free energy methods to a wider variety of complex molecular systems is achieving reasonable sampling. Flexible binding complexes often have high free energy barriers, which require…

Biological Physics · Physics 2026-03-17 Anika Friedman , Michael Shirts

The replica exchange method is a powerful tool for overcoming slow relaxation in molecular simulations, but its efficiency depends strongly on the choice of the number and interval of replicas and their exchange probabilities. Here, we…

Statistical Mechanics · Physics 2025-06-04 Akie Kowaguchi , Katsuhiro Endo , Kentaro Nomura , Shuichi Kurabayashi , Paul E. Brumby , Kenji Yasuoka

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

Probability · Mathematics 2011-11-23 David F. Anderson , Desmond J. Higham

Gibbs states (i.e., thermal states) can be used for several applications such as quantum simulation, quantum machine learning, quantum optimization, and the study of open quantum systems. Moreover, semi-definite programming, combinatorial…

Quantum Physics · Physics 2024-12-20 Norhan M. Eassa , Mahmoud M. Moustafa , Arnab Banerjee , Jeffrey Cohn

Motivated by the physics of strings and branes, we develop a class of Markov chain Monte Carlo (MCMC) algorithms involving extended objects. Starting from a collection of parallel Metropolis-Hastings (MH) samplers, we place them on an…

Computational Physics · Physics 2017-09-13 Jonathan J. Heckman , Jeffrey G. Bernstein , Ben Vigoda

The most efficient MC weights for the calculation of physical, canonical expectation values are not necessarily those of the canonical ensemble. The use of suitably generalized ensembles can lead to a much faster convergence of the…

Statistical Mechanics · Physics 2011-01-24 Bernd A. Berg

Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. However, their scalability remains a major challenge in…

Methodology · Statistics 2025-07-09 Antoine Luciano , Charly Andral , Christian P. Robert , Robin J. Ryder

Sampling problems are widely regarded as the task for which quantum computers can most readily provide a quantum advantage. Leveraging this feature, the quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287…

Quantum Physics · Physics 2026-02-26 Yuichiro Nakano , Ken N. Okada , Keisuke Fujii

Mean-field, ensemble-chain, and adaptive samplers have historically been viewed as distinct approaches to Monte Carlo sampling. In this paper, we present a unifying {two-system} framework that brings all three under one roof. In our…

Computation · Statistics 2026-05-13 James Chok , Myung Won Lee , Daniel Paulin , Geoffrey M. Vasil

We present generalized-ensemble algorithms for isobaric-isothermal molecular simulations. In addition to the multibaric-multithermal algorithm and replica-exchange method for the isobaric-isothermal ensemble, which have already been…

Statistical Mechanics · Physics 2010-04-14 Yoshiharu Mori , Yuko Okamoto

The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is…

Computation · Statistics 2020-08-12 Shijia Wang , Liangliang Wang

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

Data Analysis, Statistics and Probability · Physics 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

Machine Learning · Computer Science 2013-01-18 Ian Davidson

Sampling from Gibbs distribution is a central problem in computer science as well as in statistical physics. In this work we focus on the k-colouring model} and the hard-core model with fugacity \lambda when the underlying graph is an…

Discrete Mathematics · Computer Science 2017-01-24 Charilaos Efthymiou

Classical Markov Chain Monte Carlo methods have been essential for simulating statistical physical systems and have proven well applicable to other systems with many degrees of freedom. Motivated by the statistical physics origins, Chen,…

Quantum Physics · Physics 2026-01-26 András Gilyén , Chi-Fang Chen , Joao F. Doriguello , Michael J. Kastoryano