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We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

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

The performance of evolutionary algorithms can be heavily undermined when constraints limit the feasible areas of the search space. For instance, while Covariance Matrix Adaptation Evolution Strategy is one of the most efficient algorithms…

Neural and Evolutionary Computing · Computer Science 2018-10-08 A. Maesani , G. Iacca , D. Floreano

Planning safe paths is a major building block in robot autonomy. It has been an active field of research for several decades, with a plethora of planning methods. Planners can be generally categorised as either trajectory optimisers or…

Robotics · Computer Science 2017-05-18 Gilad Francis , Lionel Ott , Fabio Ramos

Molecular systems often remain trapped for long times around some local minimum of the potential energy function, before switching to another one -- a behavior known as metastability. Simulating transition paths linking one metastable state…

Machine Learning · Statistics 2023-02-02 Tony Lelièvre , Geneviève Robin , Inass Sekkat , Gabriel Stoltz , Gabriel Victorino Cardoso

Traditional methods present a very restrictive range of applications, mainly limited by the features of the function to be optimized and of the constraint functions. In contrast, evolutionary algorithms present almost no restriction to the…

Neural and Evolutionary Computing · Computer Science 2021-01-26 Mauro S. Innocente , Johann Sienz

We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…

Soft Condensed Matter · Physics 2017-08-18 Cristian Micheletti , Henri Orland

We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism…

Optimization and Control · Mathematics 2025-07-08 Sabrina Bonandin , Michael Herty

Stability selection is a popular method for improving feature selection algorithms. One of its key attributes is that it provides theoretical upper bounds on the expected number of false positives, E(FP), enabling false positive control in…

Methodology · Statistics 2025-07-18 Omar Melikechi , Jeffrey W. Miller

The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…

Quantitative Methods · Quantitative Biology 2013-03-14 Tiago Ramalho , Marco Selig , Ulrich Gerland , Torsten A. Enßlin

Nested stochastic modeling has been on the rise in many fields of the financial industry. Such modeling arises whenever certain components of a stochastic model are stochastically determined by other models. There are at least two main…

Computational Finance · Quantitative Finance 2021-06-14 Runhuan Feng , Peng Li

A properly designed controller can help improve the quality of experimental measurements or force a dynamical system to follow a completely new time-evolution path. Recent developments in deep reinforcement learning have made steep advances…

Statistical Mechanics · Physics 2025-02-26 Ruslan Mukhamadiarov

This article proposes a new statistical numerical method to address gas kinetics problems obeying the Boltzmann equation. This method is inspired from some Monte-Carlo algorithms used in linear transport physics, where virtual particles are…

Particle swarm optimization (PSO) is a search algorithm based on stochastic and population-based adaptive optimization. In this paper, a pathfinding strategy is proposed to improve the efficiency of path planning for a broad range of…

Neural and Evolutionary Computing · Computer Science 2022-06-24 David , Budi Adiperdana

Finding the reduced-dimensional structure is critical to understanding complex networks. Existing approaches such as spectral clustering are applicable only when the full network is explicitly observed. In this paper, we focus on the online…

Machine Learning · Computer Science 2017-12-13 Lin F. Yang , Vladimir Braverman , Tuo Zhao , Mengdi Wang

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

For a nonlinear stochastic path planning problem, sampling-based algorithms generate thousands of random sample trajectories to find the optimal path while guaranteeing safety by Lagrangian penalty methods. However, the sampling-based…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Chuyuan Tao , Hunmin Kim , Hyungjin Yoon , Naira Hovakimyan , Petros Voulgaris

This paper presents evolutionary methods for optimization in dynamic mobile robot path planning. In dynamic mobile path planning, the goal is to find an optimal feasible path from starting point to target point with various obstacles, as…

Robotics · Computer Science 2019-02-12 Masoud Fetanat , Sajjad Haghzad , Saeed Bagheri Shouraki

In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model…

Machine Learning · Statistics 2018-05-03 Nicolo Fusi , Rishit Sheth , Huseyn Melih Elibol

In the past few decades, the development of fluorescent technologies and microscopic techniques has greatly improved scientists' ability to observe real-time single-cell activities. In this paper, we consider the filtering problem associate…

Quantitative Methods · Quantitative Biology 2022-07-27 Zhou Fang , Ankit Gupta , Mustafa Khammash
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