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Automated machine learning (AutoML) can produce complex model ensembles by stacking, bagging, and boosting many individual models like trees, deep networks, and nearest neighbor estimators. While highly accurate, the resulting predictors…

Machine Learning · Computer Science 2021-11-05 Rasool Fakoor , Jonas Mueller , Nick Erickson , Pratik Chaudhari , Alexander J. Smola

Domain generalization aim to train models to effectively perform on samples that are unseen and outside of the distribution. Adversarial data augmentation (ADA) is a widely used technique in domain generalization. It enhances the model…

Machine Learning · Computer Science 2024-10-16 Byeong Tak Lee , Joon-myoung Kwon , Yong-Yeon Jo

In this paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…

Statistical Finance · Quantitative Finance 2014-05-30 Edit Rroji , Lorenzo Mercuri

Boltzmann generators approach the sampling problem in many-body physics by combining a normalizing flow and a statistical reweighting method to generate samples of a physical system's equilibrium density. The equilibrium distribution is…

Computational Physics · Physics 2020-12-02 Manuel Dibak , Leon Klein , Frank Noé

We study the Regularized A-optimal Design (RAOD) problem, which selects a subset of $k$ experiments to minimize the inverse of the Fisher information matrix, regularized with a scaled identity matrix. RAOD has broad applications in Bayesian…

Optimization and Control · Mathematics 2025-05-22 Yongchun Li

We demonstrate an efficient and accurate, general-purpose first-principles blueprint for calculating anharmonic vibrational free energy and predicting structural phase transition temperatures of solids. Thermodynamic integration is…

Materials Science · Physics 2024-03-14 Junsoo Park , Zhigang Wu , John W. Lawson

In this paper, we propose a new stochastic alternating direction method of multipliers (ADMM) algorithm, which incrementally approximates the full gradient in the linearized ADMM formulation. Besides having a low per-iteration complexity as…

Machine Learning · Computer Science 2013-08-19 Leon Wenliang Zhong , James T. Kwok

The relaxation rate of a Maxwellian velocity distribution function that has an initially anisotropic temperature $(T_\parallel \neq T_\perp)$ is an important physical process in space and laboratory plasmas. It is also a canonical example…

Plasma Physics · Physics 2017-06-07 Scott D. Baalrud , Jerome Daligault

The celebrated Takens' embedding theorem provides a theoretical foundation for reconstructing the full state of a dynamical system from partial observations. However, the classical theorem assumes that the underlying system is deterministic…

Dynamical Systems · Mathematics 2025-11-07 Jonah Botvinick-Greenhouse , Maria Oprea , Romit Maulik , Yunan Yang

Approach of mesoscopic state variables to time independent equilibrium sates (zero law of thermodynamics) gives birth to the classical equilibrium thermodynamics. Approach of fluxes and forces to fixed points (equilibrium fluxes and forces)…

Statistical Mechanics · Physics 2023-10-25 Miroslav Grmela

This paper investigates the mathematical properties of a stochastic version of the balanced 2D thermal quasigeostrophic (TQG) model of potential vorticity dynamics. This stochastic TQG model is intended as a basis for parametrisation of the…

Analysis of PDEs · Mathematics 2023-05-04 Dan Crisan , Darryl D. Holm , Oana Lang , Prince Romeo Mensah , Wei Pan

Training deep reinforcement learning (RL) agents necessitates overcoming the highly unstable nonconvex stochastic optimization inherent in the trial-and-error mechanism. To tackle this challenge, we propose a physics-inspired optimization…

Machine Learning · Computer Science 2024-12-10 Yao Lyu , Xiangteng Zhang , Shengbo Eben Li , Jingliang Duan , Letian Tao , Qing Xu , Lei He , Keqiang Li

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…

Numerical Analysis · Mathematics 2019-05-24 Omri Azencot , Wotao Yin , Andrea Bertozzi

In this paper we develop a new general Bayesian methodology that simultaneously estimates parameters of interest and the marginal likelihood of the model. The proposed methodology builds on Simulated Tempering, which is a powerful algorithm…

Computation · Statistics 2019-06-03 Biljana Jonoska Stojkova , David A. Campbell

Approximating probability distributions can be a challenging task, particularly when they are supported over regions of high geometrical complexity or exhibit multiple modes. Annealing can be used to facilitate this task which is often…

Computation · Statistics 2022-02-03 Emma R. Cobian , Jonathan D. Hauenstein , Fang Liu , Daniele E. Schiavazzi

We present a new algorithm for isothermal-isobaric molecular-dynamics simulation. The method uses an extended Hamiltonian with an Andersen piston combined with the Nos'e-Poincar'e thermostat, recently developed by Bond, Leimkuhler and Laird…

Chemical Physics · Physics 2009-10-31 Jess B. Sturgeon , Brian B. Laird

We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…

Numerical Analysis · Mathematics 2020-06-09 Yuezheng Gong , Qi Hong , Qi Wang

Molecular dynamics simulates the~movements of atoms. Due to its high cost, many methods have been developed to "push the~simulation forward". One of them, metadynamics, can hasten the~molecular dynamics with the~help of variables describing…

Computational Engineering, Finance, and Science · Computer Science 2018-01-09 Jana Pazúriková , Jaroslav Oľha , Aleš Křenek , Vojtěch Spiwok

We investigate the theoretical foundations of the simulated tempering method and use our findings to design efficient algorithms. Employing a large deviation argument first used for replica exchange molecular dynamics [Plattner et al., J.…

Chemical Physics · Physics 2019-02-08 Anton Martinsson , Jianfeng Lu , Benedict Leimkuhler , Eric Vanden-Eijnden

We present an ab initio stochastic method for calculating thermal properties of a trapped, 1D Bose-gas covering the whole range from weak to strong interactions. Discretization of the problem results in a Bose-Hubbard-like Hamiltonian,…

Statistical Mechanics · Physics 2009-11-10 B. Schmidt , L. I. Plimak , M. Fleischhauer
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