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Weighted ensemble (WE) is an enhanced path-sampling method that is conceptually simple, widely applicable, and statistically exact. In a WE simulation, an ensemble of trajectories is periodically pruned or replicated to enhance sampling of…

Sampling-based algorithms are classical approaches to perform Bayesian inference in inverse problems. They provide estimators with the associated credibility intervals to quantify the uncertainty on the estimators. Although these methods…

Methodology · Statistics 2023-11-28 Pierre-Antoine Thouvenin , Audrey Repetti , Pierre Chainais

The dual tasks of quantum Hamiltonian learning and quantum Gibbs sampling are relevant to many important problems in physics and chemistry. In the low temperature regime, algorithms for these tasks often suffer from intractabilities, for…

We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…

Statistical Mechanics · Physics 2022-03-01 Peter Yatsyshin , Serafim Kalliadasis , Andrew B. Duncan

The sampling problem lies at the heart of atomistic simulations and over the years many different enhanced sampling methods have been suggested towards its solution. These methods are often grouped into two broad families. On the one hand…

Computational Physics · Physics 2020-11-25 Michele Invernizzi , Pablo Miguel Piaggi , Michele Parrinello

Stacking, a potent ensemble learning method, leverages a meta-model to harness the strengths of multiple base models, thereby enhancing prediction accuracy. Traditional stacking techniques typically utilize established learning models, such…

Machine Learning · Computer Science 2024-10-31 Wei Wu , Liang Tang , Zhongjie Zhao , Chung-Piaw Teo

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

We present here two novel algorithms for simulated tempering simulations, which break detailed balance condition (DBC) but satisfy the skewed detailed balance to ensure invariance of the target distribution. The irreversible methods we…

Statistical Mechanics · Physics 2021-02-03 Fahim Faizi , Pedro J. Buigues , George Deligiannidis , Edina Rosta

We present a methodology for accelerating the estimation of the free energy from path integral Monte Carlo simulations by considering an intermediate artificial reference system where interactions are inexpensive to evaluate numerically.…

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

Methodology · Statistics 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Juan J. de Pablo

We present different methods to increase the performance of Hybrid Monte Carlo simulations of the Hubbard model in two-dimensions. Our simulations concentrate on a hexagonal lattice, though can be easily generalized to other lattices. It is…

Strongly Correlated Electrons · Physics 2019-01-16 Stefan Krieg , Thomas Luu , Johann Ostmeyer , Philippos Papaphilippou , Carsten Urbach

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…

Methodology · Statistics 2016-11-10 James D. Wilson , Matthew J. Denny , Shankar Bhamidi , Skyler Cranmer , Bruce Desmarais

This paper presents an algorithm for the simulation of Hawkes-type processes where the intensity is expressed in terms of a continuous-time autoregressive moving average model. We identify upper bounds for both the univariate and the…

Computation · Statistics 2025-06-10 Lorenzo Mercuri , Andrea Perchiazzo , Edit Rroji

We consider a linearly elastic composite medium, which consists of a homogeneous matrix containing a statistically homogeneous set of multimodal spherical inclusions modeling the morphology of heterogeneous solid propellants (HSP).…

Materials Science · Physics 2012-09-21 V. A. Buryachenko

We review uses of the generalized-ensemble algorithms for free-energy calculations in protein folding. Two of the well-known methods are multicanonical algorithm and replica-exchange method; the latter is also referred to as parallel…

Statistical Mechanics · Physics 2007-05-23 Y. Sugita , Y. Okamoto

We propose a novel method to fit and segment multi-structural data via convex relaxation. Unlike greedy methods --which maximise the number of inliers-- this approach efficiently searches for a soft assignment of points to models by…

Computer Vision and Pattern Recognition · Computer Science 2017-06-07 Paul Amayo , Pedro Pinies , Lina M. Paz , Paul Newman

We present a hybrid asymptotic/numerical method for the accurate computation of single and double layer heat potentials in two dimensions. It has been shown in previous work that simple quadrature schemes suffer from a phenomenon called…

Numerical Analysis · Mathematics 2018-03-22 Jun Wang , Leslie Greengard

Spin systems with frustration and disorder are notoriously difficult to study both analytically and numerically. While the simulation of ferromagnetic statistical mechanical models benefits greatly from cluster algorithms, these accelerated…

Disordered Systems and Neural Networks · Physics 2015-08-18 Zheng Zhu , Andrew J. Ochoa , Helmut G. Katzgraber