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We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…

Data Analysis, Statistics and Probability · Physics 2013-06-03 V. V. Vasconcelos , F. Raischel , M. Haase , J. Peinke , M. Wächter , P. G. Lind , D. Kleinhans

Traditional methods for system discovery frequently struggle with efficient data usage and uncertainty quantification. Identifying the governing equations of complex dynamical systems from data presents a significant challenge in scientific…

Machine Learning · Statistics 2026-04-14 Cindy Xiangrui Kong , Haoyang Zheng , Guang Lin

The complex Langevin method (CLM) is a promising tool to address the sign problem in quantum field theories with complex actions. However, it can converge to incorrect results even when simulations appear stable, highlighting the need for…

High Energy Physics - Lattice · Physics 2026-03-27 Anosh Joseph , Arpith Kumar

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu

In complex multivariate systems, interactions among variables are defined by dependency structures, often encoded as directed acyclic graphs ($\text{DAGs}$). However, dependency structures can vary across subjects, and ignoring this…

Machine Learning · Statistics 2026-05-20 Honglin Du , Muxuan Liang , Xiang Zhong

We present a data-efficient, multiscale framework for predicting the density profiles of confined fluids at the nanoscale. While accurate density estimates require prohibitively long timescales that are inaccessible by ab initio molecular…

Computational Physics · Physics 2025-09-11 Bugra Yalcin , Ishan Nadkarni , Jinu Jeong , Chenxing Liang , Narayana R. Aluru

Approximate Bayesian Computation is widely used to infer the parameters of discrete-state continuous-time Markov networks. In this work, we focus on models that are governed by the Chemical Master Equation (the CME). Whilst originally…

Quantitative Methods · Quantitative Biology 2020-01-10 Christopher Lester

Global localization and kidnapping are two challenging problems in robot localization. The popular method, Monte Carlo Localization (MCL) addresses the problem by iteratively updating a set of particles with a "sampling-weighting" loop.…

Robotics · Computer Science 2021-02-19 Runjian Chen , Huan Yin , Yanmei Jiao , Gamini Dissanayake , Yue Wang , Rong Xiong

An adaptive Cook's distance (ACD) for diagnosing influential observations in high-dimensional single-index models with multicollinearity and outlier contamination is proposed. ACD is a model-free technique built on sparse local linear…

Methodology · Statistics 2025-10-20 Abdul-Nasah Soale , Adewale Lukman

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

Simulating rare events, such as the transformation of a reactant into a product in a chemical reaction typically requires enhanced sampling techniques that rely on heuristically chosen collective variables (CVs). We propose using…

The nuclear shell model is known to describe the properties of various nuclei extremely well. However, the auxiliary-field quantum Monte Carlo calculations cannot be applied to it with general interactions due to the sign problem. The model…

Nuclear Theory · Physics 2025-08-22 Yuhma Asano , Yuta Ito , Jun Nishimura , Noritaka Shimizu

Diffusion Language Models (DLMs) offer a promising parallel generation paradigm but suffer from slow inference due to numerous refinement steps and the inability to use standard KV caching. We introduce CDLM (Consistency Diffusion Language…

Machine Learning · Computer Science 2026-02-23 Minseo Kim , Chenfeng Xu , Coleman Hooper , Harman Singh , Ben Athiwaratkun , Ce Zhang , Kurt Keutzer , Amir Gholami

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

Numerical Analysis · Mathematics 2014-12-19 Simon Cotter , Radek Erban

We propose in this paper, STANLEY, a STochastic gradient ANisotropic LangEvin dYnamics, for sampling high dimensional data. With the growing efficacy and potential of Energy-Based modeling, also known as non-normalized probabilistic…

Machine Learning · Statistics 2023-10-20 Belhal Karimi , Jianwen Xie , Ping Li

In this paper, we investigate a continuous time version of the Stochastic Langevin Monte Carlo method, introduced in [WT11], that incorporates a stochastic sampling step inside the traditional over-damped Langevin diffusion. This method is…

Machine Learning · Statistics 2023-01-10 Marelys Crespo Navas , Sébastien Gadat , Xavier Gendre

Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Machine Learning · Statistics 2016-03-14 Niharika Gauraha , Swapan K. Parui
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