Related papers: A large deviations analysis of certain qualitative…
We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The main contribution in this paper is a non-central moderate…
We establish a large deviation principle for the empirical measure process associated with a general class of finite-state mean field interacting particle systems with Lipschitz continuous transition rates that satisfy a certain ergodicity…
The optimal allocation of replicas to a homogeneous or heterogenous set of processors is derived for parallel tempering simulations on multi-processor machines. In the general case, it is possible without substantially increasing wall clock…
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…
In this paper, we study small noise asymptotics of Markov-modulated diffusion processes in the regime that the modulating Markov chain is rapidly switching. We prove the joint sample-path large deviations principle for the Markov-modulated…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We present here two novel algorithms for simulated tempering simulations, which break detailed balance condition (DBC) but satisfy the skewed detailed balance to ensure invariance of the target distribution. The irreversible methods we…
If accepted, the paper will be available at http://pubs.acs.org/journals/jpcbfh/
In this paper we address the problem of systems under an external feedback. This is performed using a large deviation approach and rate distortion from information theory. In particular we define a lower boundary for the maximum entropy…
By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…
This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…
The theory of large deviations deals with the probabilities of rare events (or fluctuations) that are exponentially small as a function of some parameter, e.g., the number of random components of a system, the time over which a stochastic…
The simulation of rare events is one of the key problems in atomistic simulations. Towards its solution a plethora of methods have been proposed. Here we combine two such methods metadynamics and inte-grated tempering sampling. In…
The efficiency of path sampling simulations can be improved considerably using the approach of path swapping. For this purpose, we have devised a new algorithmic procedure based on the transition interface sampling technique. In the same…
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-explicit form of the probability density function,…
Simulated tempering (ST) is an established Markov chain Monte Carlo (MCMC) method for sampling from a multimodal density $\pi(\theta)$. Typically, ST involves introducing an auxiliary variable $k$ taking values in a finite subset of $[0,1]$…
Statistical physics in equilibrium grants us one of its most powerful tools: the equipartition principle. It states that the degrees of freedom of a mechanical system act as a thermometer: temperature is equal to the mean variance of their…
Simulated tempering (ST) has attracted a great deal of attention in the last years, due to its capability to allow systems with complex dynamics to escape from regions separated by large entropic barriers. However its performance is…
We describe a simple form of importance sampling designed to bound and compute large-deviation rate functions for time-extensive dynamical observables in continuous-time Markov chains. We start with a model, defined by a set of rates, and a…
Large deviation principles are established for the Fleming-Viot processes with neutral mutation and selection, and the corresponding equilibrium measures as the sampling rate goes to 0. All results are first proved for the finite allele…