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Metastability is a physical phenomenon ubiquitous in first order phase transitions. A fruitful mathematical way to approach this phenomenon is the study of rare transitions Markov chains. For Metropolis chains associated with Statistical…

Probability · Mathematics 2015-09-30 Emilio Cirillo , Francesca Nardi , Julien Sohier

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…

Molecular Networks · Quantitative Biology 2016-10-19 Brian K. Chu , Margaret J. Tse , Royce R. Sato , Elizabeth L. Read

State-space models (SSM) with Markov switching offer a powerful framework for detecting multiple regimes in time series, analyzing mutual dependence and dynamics within regimes, and asserting transitions between regimes. These models…

Methodology · Statistics 2021-06-14 David Degras , Chee-Ming Ting , Hernando Ombao

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…

Soft Condensed Matter · Physics 2022-09-26 Margarita Colberg , Jeremy Schofield

Learning a Markov Decision Process (MDP) from a fixed batch of trajectories is a non-trivial task whose outcome's quality depends on both the amount and the diversity of the sampled regions of the state-action space. Yet, many MDPs are…

Machine Learning · Computer Science 2022-03-08 Giorgio Angelotti , Nicolas Drougard , Caroline P. C. Chanel

We propose a new definition of metastability of Markov processes on countable state spaces. We obtain sufficient conditions for a sequence of processes to be metastable. In the reversible case these conditions are expressed in terms of the…

Probability · Mathematics 2015-05-14 Johel Beltrán , Claudio Landim

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

We analyse the metastable behaviour of the dilute Curie-Weiss model subject to a Glauber dynamics. The model is a random version of a mean-field Ising model, where the coupling coefficients are Bernoulli random variables with mean $p\in…

Probability · Mathematics 2021-04-26 Anton Bovier , Saeda Marello , Elena Pulvirenti

Computational modeling of assembly is challenging for many systems because their timescales vastly exceed those accessible to simulations. This article describes the MultiMSM, which is a general framework that uses Markov state models…

Soft Condensed Matter · Physics 2024-05-07 Anthony Trubiano , Michael F. Hagan

Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…

Optimization and Control · Mathematics 2025-08-19 Jianglin Xia , Haowei Wang , Songhao Wang , Szu Hui Ng

We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable…

Probability · Mathematics 2010-03-01 Florent Barret , Anton Bovier , Sylvie Méléard

In typical single-molecule force spectroscopy experiments the mechanical unfolding of molecular complexes or biomolecules is studied applying a force ramp to one end of the system while the other end is kept fixed in space. The…

Soft Condensed Matter · Physics 2026-05-18 Marco Oestereich , Jürgen Gauss , Gregor Diezemann

A multi-step steady-state (MSSS) method is proposed here for the measurement of low permeability. This new method can accurately and easily measure very low permeabilities of rock samples using a new setup, where the targeted rock sample…

Geophysics · Physics 2018-11-07 Jun Li

Motivated by disease progression-related studies, we propose an estimation method for fitting general non-homogeneous multi-state Markov models. The proposal can handle many types of multi-state processes, with several states and various…

Methodology · Statistics 2024-07-22 Alessia Eletti , Giampiero Marra , Rosalba Radice

We prove the metastable behavior of reversible Markov processes on finite state spaces under minimal conditions on the jump rates. To illustrate the result we deduce the metastable behavior of the Ising model with a small magnetic field at…

Probability · Mathematics 2010-09-22 Johel Beltran , Claudio Landim

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…

Methodology · Statistics 2022-04-05 David Gunawan , Robert Kohn , Minh Ngoc Tran

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available.…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. Bovier , M. Eckhoff , V. Gayrard , M. Klein

Present-day atomistic simulations generate long trajectories of ever more complex systems. Analyzing these data, discovering metastable states, and uncovering their nature is becoming increasingly challenging. In this paper, we first use…

Computational Physics · Physics 2023-06-23 Pietro Novelli , Luigi Bonati , Massimiliano Pontil , Michele Parrinello