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We develop a new Monte Carlo variance reduction method to estimate the expectation of two commonly encountered path-dependent functionals: first-passage times and occupation times of sets. The method is based on a recursive approximation of…

Probability · Mathematics 2014-10-28 Aleksandar Mijatovic , Martijn Pistorius , Johannes Stolte

Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…

Probability · Mathematics 2026-01-06 Carsten Hartmann , Annika Jöster , Christof Schütte , Alexander Sikorski , Marcus Weber

We present a method to study rare nonadiabatic dynamics in open quantum systems using transition path sampling and quantum jump trajectories. As with applications of transition path sampling to classical dynamics, the method does not rely…

Statistical Mechanics · Physics 2021-12-08 Addison J. Schile , David T. Limmer

Many natural systems exhibit tipping points where changing environmental conditions spark a sudden shift to a new and sometimes quite different state. Global climate change is often associated with the stability of marine carbon stocks. We…

Dynamical Systems · Mathematics 2024-06-19 Jianyu Chen , Jianyu Hu , Wei Wei , Jinqiao Duan

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Transition path theory computes statistics from ensembles of reactive trajectories. A common strategy for sampling reactive trajectories is to control the branching and pruning of trajectories so as to enhance the sampling of low…

Statistical Mechanics · Physics 2022-08-10 Bodhi P. Vani , Jonathan Weare , Aaron R. Dinner

Rare event sampling is a central problem in modern computational chemistry research. Among the existing methods, transition path sampling (TPS) can generate unbiased representations of reaction processes. However, its efficiency depends on…

Computational Physics · Physics 2024-04-04 Jintu Zhang , Odin Zhang , Luigi Bonati , TingJun Hou

In comparison to numerous enhanced sampling methods for equilbrium thermodynamics, accelerating simulations for kinetics and nonequilibrium statistics are relatively rare and less effective. Here we derive a time-reversal path sampling…

Chemical Physics · Physics 2023-11-10 Zhirong Liu

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…

Statistics Theory · Mathematics 2023-05-02 Farida Enikeeva , Olga Klopp , Mathilde Rousselot

Transition Path Theory (TPT) provides a rigorous framework to investigate the dynamics of rare thermally activated transitions. In this theory, a central role is played by the forward committor function q^+(x), which provides the ideal…

Statistical Mechanics · Physics 2018-08-15 G. Bartolucci , S. Orioli , P. Faccioli

The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate…

Machine Learning · Statistics 2025-01-28 Yueyang Wang , Kejun Tang , Xili Wang , Xiaoliang Wan , Weiqing Ren , Chao Yang

Complex systems such as protein conformational fluctuations and supercooled liquids exhibit a long relaxation time and are considered to posses multiple relaxation times. We analytically obtain the exact correlation function for stochastic…

Soft Condensed Matter · Physics 2023-07-19 Takuma Akimoto , Eiji Yamamoto , Takashi Uneyama

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

Statistical Mechanics · Physics 2015-07-01 Todd R. Gingrich , Phillip L. Geissler

Molecular dynamics simulations have become essential in many areas of atomistic modelling from drug discovery to materials science. They provide critical atomic-level insights into key dynamical events experiments cannot easily capture.…

Biological Physics · Physics 2024-06-14 Tiejun Wei , Balint Dudas , Edina Rosta

High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…

Signal Processing · Electrical Eng. & Systems 2022-05-06 Guillaume Dalle , Yohann de Castro

Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system…

We develop importance sampling based efficient simulation techniques for three commonly encountered rare event probabilities associated with random walks having i.i.d. regularly varying increments; namely, 1) the large deviation…

Probability · Mathematics 2014-09-30 Karthyek R. A. Murthy , Sandeep Juneja , Jose Blanchet

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Chemical Physics · Physics 2025-03-28 Gianmarco Lazzeri , Peter G. Bolhuis , Roberto Covino

Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…

Statistical Mechanics · Physics 2025-11-18 Xizhu Zhao , Dmitrii E. Makarov , Aljaž Godec

We introduce a rigorous method to microscopically compute the observables which characterize the thermodynamics and kinetics of rare macromolecular transitions for which it is possible to identify a priori a slow reaction coordinate. In…

Biomolecules · Quantitative Biology 2015-06-05 P. Faccioli , F. Pederiva