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Popular methods for identifying transition paths between energy minima, such as the nudged elastic band and string methods, typically do not incorporate potential energy curvature information, leading to slow relaxation to the minimum…

Computational Physics · Physics 2019-03-11 Stela Makri , Christoph Ortner , James R. Kermode

We introduce Path-ZVA: an efficient simulation technique for estimating the probability of reaching a rare goal state before a regeneration state in a (discrete-time) Markov chain. Standard Monte Carlo simulation techniques do not work well…

Probability · Mathematics 2018-07-02 Daniel Reijsbergen , Pieter-Tjerk de Boer , Werner Scheinhardt , Sandeep Juneja

In recent years, several climate subsystems have been identified that may undergo a relatively rapid transition compared to the changes in their forcing. Such transitions are rare events in general, and simulating long-enough trajectories…

Atmospheric and Oceanic Physics · Physics 2023-06-30 Valérian Jacques-Dumas , René M. van Westen , Freddy Bouchet , Henk A. Dijkstra

High-dimensional vector autoregressive (VAR) models provide a flexible framework for characterizing dynamic dependence in multivariate spatio-temporal systems, but their unrestricted estimation becomes infeasible when multiple variables are…

Methodology · Statistics 2026-05-04 Peiliang Bai

Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…

Statistical Mechanics · Physics 2023-12-25 S P Fitzgerald , T J W Honour

We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…

Statistical Mechanics · Physics 2009-11-11 Gabriel Stoltz

In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is…

Computation · Statistics 2014-09-16 Andrew Golightly , Darren J. Wilkinson

In real-world sequential decision making tasks like autonomous driving, robotics, and healthcare, learning from observed state-action trajectories is critical for tasks like imitation, classification, and clustering. For example,…

Machine Learning · Computer Science 2025-01-20 Zichang Ge , Changyu Chen , Arunesh Sinha , Pradeep Varakantham

Path sampling allows the study of rare events like chemical reactions, nucleation and protein folding via a Monte Carlo (MC) exploration in path space. Instead of configuration points, this method samples short molecular dynamics (MD)…

Chemical Physics · Physics 2023-01-25 Daniel T. Zhang , Enrico Riccardi , Titus S. van Erp

The calculation of minimum energy paths for transitions such as atomic and/or spin re-arrangements is an important task in many contexts and can often be used to determine the mechanism and rate of transitions. An important challenge is to…

Chemical Physics · Physics 2017-03-31 Olli-Pekka Koistinen , Emile Maras , Aki Vehtari , Hannes Jónsson

The Atlantic Meridional Overturning Circulation (AMOC) is an important component of the global climate, known to be a tipping element, as it could collapse under global warming. The main objective of this study is to compute the probability…

Atmospheric and Oceanic Physics · Physics 2024-07-03 Valérian Jacques-Dumas , René M. van Westen , Henk A. Dijkstra

Tensor networks have historically proven to be of great utility in providing compressed representations of wave functions that can be used for calculation of eigenstates. Recently, it has been shown that a variety of these networks can be…

Quantum Physics · Physics 2024-06-25 Amartya Bose

We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…

Machine Learning · Statistics 2025-06-19 Agnimitra Dasgupta , Javier Murgoitio-Esandi , Ali Fardisi , Assad A Oberai

Estimating the expectations of functionals applied to sums of random variables (RVs) is a well-known problem encountered in many challenging applications. Generally, closed-form expressions of these quantities are out of reach. A naive…

Information Theory · Computer Science 2022-10-27 Eya Ben Amar , Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Raúl Tempone

Transition probability estimation plays a critical role in multi-state modeling, especially in clinical research. This paper investigates the application of semi-Markov and Markov renewal frameworks to the EBMT dataset, focusing on six…

Applications · Statistics 2025-09-05 Elvis Han Cui

This paper deals with estimation with functional covariates. More precisely, we aim at estimating the regression function $m$ of a continuous outcome $Y$ against a standard Wiener coprocess $W$. Following Cadre and Truquet (2015) and Cadre,…

Statistics Theory · Mathematics 2020-11-23 Karine Bertin , Nicolas Klutchnikoff

Many chemical reactions can be formulated in terms of particle diffusion in a complex energy landscape. Transition path theory (TPT) is a theoretical framework for describing the direct (reaction) pathways from reactant to product states…

Statistical Mechanics · Physics 2023-10-03 Paul C Bressloff

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

A deterministic temporal process can be determined by its trajectory, an element in the product space of (a) initial condition $z_0 \in \mathcal{Z}$ and (b) transition function $f: (\mathcal{Z}, \mathcal{T}) \to \mathcal{Z}$ often…

Machine Learning · Computer Science 2024-03-19 Jurijs Nazarovs , Zhichun Huang , Xingjian Zhen , Sourav Pal , Rudrasis Chakraborty , Vikas Singh

We describe a robust and efficient chain-of-states method for computing Minimum Energy Paths~(MEPs) associated to barrier-crossing events in poly-atomic systems. The path is parametrized in terms of a continuous variable $t \in [0,1]$ that…

Chemical Physics · Physics 2015-10-26 E. R. Hernandez , C. P. Herrero , J. M. Soler
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