Related papers: Designed-walk replica-exchange method for simulati…
Resampling techniques are widely used in statistical inference and ensemble learning, in which estimators' statistical properties are essential. However, existing methods are computationally demanding, because repetitions of…
For random-walk Metropolis (RWM) and parallel tempering (PT) algorithms, an asymptotic acceptance rate of around 0.234 is known to be optimal in certain high-dimensional limits. However, its practical relevance is uncertain due to…
Recent advances in random-walk particle-tracking have enabled direct simulation of mixing and reactions on particles by allowing the particles to interact with each other using a multi-point mass transfer scheme. The mass transfer scheme…
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.…
Trajectory optimizers for model-based reinforcement learning, such as the Cross-Entropy Method (CEM), can yield compelling results even in high-dimensional control tasks and sparse-reward environments. However, their sampling inefficiency…
The computer simulation of many molecular processes is complicated by long time scales caused by rare transitions between long-lived states. Here, we propose a new approach to simulate such rare events, which combines transition path…
We introduce a generic, parallel Wang-Landau method that is naturally suited to implementation on massively parallel, petaflop supercomputers. The approach introduces a replica-exchange framework in which densities of states for overlapping…
The replica method is applied to a neural network model with state-dependent synapses built from those patterns having a correlation with the state of the system greater than a certain threshold. Replica-symmetric and first-step…
The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…
The random field Ising model with Gaussian disorder is studied using a new Monte Carlo algorithm. The algorithm combines the advantanges of the replica exchange method and the two-replica cluster method and is much more efficient than the…
We propose a class of models of random walks in a random environment where an exact solution can be given for a stationary distribution. The tool is the detailed balance equations.
In recent years, non-parametric methods utilizing random walks on graphs have been used to solve a wide range of machine learning problems, but in their simplest form they do not scale well due to the quadratic complexity. In this paper, a…
Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the entire environment is resampled along a fixed sequence of times, called the "cooling sequence," and is kept fixed in…
We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…
We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…
In this letter, we emulate real-world statistics for mobility patterns on road systems. We then propose modifications to the assumptions of the random waypoint (RWP) model to better represent high-mobility profiles. We call the model under…
Random walk is an explainable approach for modeling natural processes at the molecular level. The Random Permutation Set Theory (RPST) serves as a framework for uncertainty reasoning, extending the applicability of Dempster-Shafer Theory.…
We propose two efficient algorithms for configurational sampling of systems with rough energy landscape. The first one is a new method for the determination of the multicanonical weight factor. In this method a short replica-exchange…