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The weighted ensemble (WE) method, an enhanced sampling approach based on periodically replicating and pruning trajectories in a set of parallel simulations, has grown increasingly popular for computational biochemistry problems, due in…

Computational Physics · Physics 2023-06-23 D. Aristoff , J. Copperman , G. Simpson , R. J. Webber , D. M. Zuckerman

We propose parameter optimization techniques for weighted ensemble sampling of Markov chains in the steady-state regime. Weighted ensemble consists of replicas of a Markov chain, each carrying a weight, that are periodically resampled…

Numerical Analysis · Mathematics 2022-04-22 David Aristoff , Daniel M. Zuckerman

In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , Raffaele Marino , Angelo Vulpiani

We prove a multidimensional ergodic theorem with weighted averages for the action of the group $\mathbb{Z}^d$ on a probability space. At level $n$ weights are of the form $n^{-d} \psi(j/n)$, $ j\in \mathbb{Z}^d$, for real functions $\psi$…

Probability · Mathematics 2024-11-19 A. Faggionato

The purpose of this paper is to study the time average behavior of Markov chains with transition probabilities being kernels of completely continuous operators, and therefore to provide a sufficient condition for a class of Markov chains…

Probability · Mathematics 2018-11-16 Shizhou Xu

The most efficient weights for Markov chain Monte Carlo calculations of physical observables are not necessarily those of the canonical ensemble. Generalized ensembles, which do not exist in nature but can be simulated on computers, lead…

Statistical Mechanics · Physics 2017-04-26 Bernd A Berg

Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models,…

Quantum Physics · Physics 2025-11-04 Emiliano Tolotti , Enrico Blanzieri , Davide Pastorello

Let $(\xi_n)_{n=0}^\infty$ be a nonhomogeneous Markov chain taking values from finite state-space of $\mathbf{X}=\{1,2,\ldots,b\}$. In this paper, we will study the generalized entropy ergodic theorem with almost-everywhere and…

Probability · Mathematics 2015-01-19 Zhongzhi Wang , Weiguo Yang

For a quantum-mechanical counting process we show ergodicity, under the condition that the underlying open quantum system approaches equilibrium in the time mean. This implies equality of time average and ensemble average for correlation…

Quantum Physics · Physics 2007-05-23 Burkhard Kuemmerer , Hans Maassen

We study correlation estimates of automatic sequences (that is, sequences computable by finite automata) with polynomial phases. As a consequence, we provide a new class of good weights for classical and polynomial ergodic theorems, not…

Dynamical Systems · Mathematics 2018-03-21 Tanja Eisner , Jakub Konieczny

The well established procedure of constructing phenomenological ensemble from a single long time series is investigated. It is determined that a time series generated by a simple Uhlenbeck-Ornstein Langevin equation is mean ergodic. However…

Data Analysis, Statistics and Probability · Physics 2010-01-26 M. Ignaccolo , M. Latka , B. J. West

We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…

Machine Learning · Computer Science 2020-03-03 Junfeng Wen , Bo Dai , Lihong Li , Dale Schuurmans

We prove the existence of a successful coupling for $n$ particles in the symmetric inclusion process. As a consequence we characterize the ergodic measures with finite moments, and obtain sufficient conditions for a measure to converge in…

Probability · Mathematics 2015-08-19 Kevin Kuoch , Frank Redig

We introduce a new class of sparse sequences that are ergodic and pointwise universally $L^2$-good for ergodic averages. That is, sequences along which the ergodic averages converge almost surely to the projection to invariant functions.…

Dynamical Systems · Mathematics 2025-08-27 Sebastián Donoso , Alejandro Maass , Vicente Saavedra-Araya

We consider a class of multi-layer interacting particle systems and characterize the set of ergodic measures with finite moments. The main technical tool is duality combined with successful coupling.

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

Ensemble methods are widely employed to improve generalization in machine learning. This has also prompted the adoption of ensemble learning for the knowledge graph embedding (KGE) models in performing link prediction. Typical approaches to…

Machine Learning · Computer Science 2025-10-30 Rupesh Sapkota , Caglar Demir , Arnab Sharma , Axel-Cyrille Ngonga Ngomo

The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…

Dynamical Systems · Mathematics 2017-12-06 Michael Blank

A piecewise-deterministic Markov process, specified by random jumps and switching semi-flows, as well as the associated Markov chain given by its post-jump locations, are investigated in this paper. The existence of an exponentially…

Probability · Mathematics 2020-12-07 Dawid Czapla , Katarzyna Horbacz , Hanna Wojewódka-Ściążko

We present a numerical strategy to compute ensemble averages of coarse-grained two-dimensional membrane-like models. The approach consists in generalizing to these two-dimensional models a one-dimensional strategy exposed in [Blanc, Le…

Materials Science · Physics 2011-09-28 Xavier Blanc , Frederic Legoll

We present a survey of ergodic theorems for actions of algebraic and arithmetic groups recently established by the authors, as well as some of their applications. Our approach is based on spectral methods employing the unitary…

Dynamical Systems · Mathematics 2013-04-26 Alex Gorodnik , Amos Nevo
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