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A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic variance with respect to friction. We give an expression for…

Computation · Statistics 2023-11-01 Martin Chak , Nikolas Kantas , Tony Lelièvre , Grigorios A. Pavliotis

We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to…

Numerical Analysis · Mathematics 2016-03-08 Benedict Leimkuhler , Xiaocheng Shang

This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…

Computation · Statistics 2021-06-23 Robert D. Skeel , Carsten Hartmann

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory

We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…

Numerical Analysis · Mathematics 2022-01-25 Giacomo Garegnani , Andrea Zanoni

We describe a method that focuses sampling effort on a user-defined selection of a large system, which can lead to substantial decreases in computational effort by speeding up the calculation of nonbonded interactions. A naive approach can…

Statistical Mechanics · Physics 2023-08-28 Joshua Fass , Forrest York , Matthew Wittmann , Joseph Kaus , Yutong Zhao

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…

Probability · Mathematics 2023-11-14 Benedict Leimkuhler , Matthias Sachs , Gabriel Stoltz

Langevin diffusion processes and their discretizations are often used for sampling from a target density. The most convenient framework for assessing the quality of such a sampling scheme corresponds to smooth and strongly log-concave…

Probability · Mathematics 2018-12-27 Arnak S. Dalalyan , Lionel Riou-Durand

Two of the most widely used Langevin integrators for molecular dynamics simulations are the GROMACS Stochastic Dynamics (GSD) integrator and the splitting method BAOAB. In this letter, we show that the GROMACS Stochastic Dynamics integrator…

Computational Physics · Physics 2022-09-28 Stefanie Kieninger , Bettina G. Keller

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

There has been considerable interest in designing Markov chain Monte Carlo algorithms by exploiting numerical methods for Langevin dynamics, which includes Hamiltonian dynamics as a deterministic case. A prominent approach is Hamiltonian…

Computation · Statistics 2021-06-08 Zexi Song , Zhiqiang Tan

We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…

Dynamical Systems · Mathematics 2025-06-06 Ziming Liu , Andrew M. Stuart , Yixuan Wang

Fitting models to data to obtain distributions of consistent parameter values is important for uncertainty quantification, model comparison, and prediction. Standard Markov chain Monte Carlo (MCMC) approaches for fitting ordinary…

Computation · Statistics 2025-09-05 Chris Chi , Jonathan Weare , Aaron R. Dinner

Bayesian methods of sampling from a posterior distribution are becoming increasingly popular due to their ability to precisely display the uncertainty of a model fit. Classical methods based on iterative random sampling and posterior…

Machine Learning · Statistics 2022-11-04 Jacopo Guidolin , Vyacheslav Kungurtsev , Ondřej Kuželka

Latent variable models are widely used in social and behavioural sciences, including education, psychology, and political science. With the increasing availability of large and complex datasets, high-dimensional latent variable models have…

Computation · Statistics 2025-12-09 Motonori Oka , Yunxiao Chen , Irini Moustaki

We make the case for studying the complexity of approximately simulating (sampling) quantum systems for reasons beyond that of quantum computational supremacy, such as diagnosing phase transitions. We consider the sampling complexity as a…

Quantum Physics · Physics 2018-08-07 Abhinav Deshpande , Bill Fefferman , Minh C. Tran , Michael Foss-Feig , Alexey V. Gorshkov

The authors present a new molecular dynamics algorithm for sampling the isothermal-isobaric ensemble. In this approach the velocities of all particles and volume degrees of freedom are rescaled by a properly chosen random factor. The…

Statistical Mechanics · Physics 2009-03-10 Giovanni Bussi , Tatyana Zykova-Timan , Michele Parrinello

In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

Robotics · Computer Science 2015-10-28 Edward Schmerling , Lucas Janson , Marco Pavone

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

Consistent distillation methods have evolved into effective techniques that significantly accelerate the sampling process of diffusion models. Although existing methods have achieved remarkable results, the selection of target timesteps…

Computer Vision and Pattern Recognition · Computer Science 2025-09-17 Qi Wang , Shuliang Zhu , Jinjia Zhou