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We present a novel Bayesian framework for quantifying uncertainty in portfolio temperature alignment models, leveraging the X-Degree Compatibility (XDC) approach with the scientifically validated Finite Amplitude Impulse Response (FaIR)…

Portfolio Management · Quantitative Finance 2024-12-20 Hendrik Weichel , Aleksandr Zinovev , Heikki Haario , Martin Simon

We consider the application of Kramers theory to the microscopic calculation of rates of conformational transitions of macromolecules. The main difficulty in such an approach is to locate the transition state in a huge configuration space.…

Biomolecules · Quantitative Biology 2008-09-02 Marcello Sega , Pietro Faccioli , Francesco Pederiva , Henri Orland

In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…

Machine Learning · Statistics 2023-06-22 Ekin Ugurel

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution. While classical estimation methods such as maximum…

Methodology · Statistics 2025-07-11 Agamani Saha , Souvik Roy

Unsupervised machine learning methods are used to identify structural changes using the melting point transition in classical molecular dynamics simulations as an example application of the approach. Dimensionality reduction and clustering…

Computational Physics · Physics 2018-12-06 Nicholas Walker , Ka-Ming Tam , Brian Novak , M. Jarrell

Ultrafast electronic dynamics are typically studied using pulsed lasers. We demonstrate a complementary experimental approach: quantum simulation of ultrafast dynamics using trapped ultracold atoms. Counter-intuitively, this technique…

We propose a method to simulate the real time evolution of one dimensional quantum many-body systems at finite temperature by expressing both the density matrices and the observables as matrix product states. This allows the calculation of…

Quantum Physics · Physics 2014-07-16 Iztok Pizorn , Viktor Eisler , Sabine Andergassen , Matthias Troyer

We propose a numerical technique for parameter inference in Markov models of biological processes. Based on time-series data of a process we estimate the kinetic rate constants by maximizing the likelihood of the data. The computation of…

Quantitative Methods · Quantitative Biology 2011-02-15 Aleksandr Andreychenko , Linar Mikeev , David Spieler , Verena Wolf

The Best Estimate plus Uncertainty (BEPU) approach for nuclear systems modeling and simulation requires that the prediction uncertainty must be quantified in order to prove that the investigated design stays within acceptance criteria. A…

Computation · Statistics 2023-03-24 Ziyu Xie , Farah Alsafadi , Xu Wu

Asymptotic properties of Markov Processes, such as steady state probabilities or hazard rate for absorbing states can be efficiently calculated by means of linear algebra even for large-scale problems. This paper discusses the methods for…

Performance · Computer Science 2017-05-17 Vitali Volovoi

Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…

Probability · Mathematics 2016-04-20 J. D. Doll , Paul Dupuis , Pierre Nyquist

Spatial multiscale methods have established themselves as useful tools for extending the length scales accessible by conventional statics (i.e., zero temperature molecular dynamics). Recently, extensions of these methods, such as the…

Numerical Analysis · Mathematics 2014-09-23 Andrew Binder , Mitchell Luskin , Danny Perez , Arthur F. Voter

Visualizing the uncertainty of ensemble simulations is challenging due to the large size and multivariate and temporal features of ensemble data sets. One popular approach to studying the uncertainty of ensembles is analyzing the positional…

Machine Learning · Computer Science 2022-10-25 Mengjiao Han , Tushar M. Athawale , David Pugmire , Chris R. Johnson

To accelerate the scale-up of gaseous CO2 fermentation reactors, computational models need to predict gas-to-liquid mass transfer which requires capturing the bubble size dynamics, i.e. bubble breakup and coalescence. However, the…

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

Recently, a novel bootstrap method for numerical calculations in matrix models and quantum mechanical systems is proposed. We apply the method to certain quantum mechanical systems derived from some well-known local toric Calabi-Yau…

High Energy Physics - Theory · Physics 2022-12-08 Bao-ning Du , Min-xin Huang , Pei-xuan Zeng

In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model selection. Traditional mortality model selection methods, such…

Methodology · Statistics 2025-10-22 Alex Diana , Jackie Wong Siaw Tze , Aniketh Pittea

The Milestoning method has achieved great success in the calculation of equilibrium kinetic properties such as rate constants from molecular dynamics simulations. The goal of this work is to advance Milestoning into the realm of…

Statistical Mechanics · Physics 2015-11-03 Gianmarc Grazioli , Ioan Andricioaei