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The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Recently, there has been significant advancement in the machine learning (ML) approach and its application to diverse systems ranging from complex to quantum systems. As one of such systems, a coupled-oscillators system exhibits intriguing…

Statistical Mechanics · Physics 2021-09-21 Je Ung Song , K. Choi , B. Kahng

We present a dynamical system that naturally exhibits two unstable attractors that are completely enclosed by each others basin volume. This counter-intuitive phenomenon occurs in networks of pulse-coupled oscillators with delayed…

Chaotic Dynamics · Physics 2008-12-09 Christoph Kirst , Marc Timme

We propose a dual-channel reservoir-computing scheme for inferring the dynamics of two distinct chaotic systems with a single machine. By augmenting a standard reservoir with a system-label channel and a parameter-control channel, the…

Chaotic Dynamics · Physics 2026-04-30 Jianmin Guo , Yao Du , Yizhen Yu , Yong Zou , Xingang Wang

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

Bi-clustering is a useful approach in analyzing biological data when observations come from heterogeneous groups and have a large number of features. We outline a general Bayesian approach in tackling bi-clustering problems in moderate to…

Applications · Statistics 2021-02-11 Han Yan , Jiexing Wu , Yang Li , Jun S. Liu

The problem of state estimation for unobservable distribution systems is considered. A deep learning approach to Bayesian state estimation is proposed for real-time applications. The proposed technique consists of distribution learning of…

Machine Learning · Statistics 2019-02-26 Kursat Rasim Mestav , Jaime Luengo-Rozas , Lang Tong

In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…

Strongly Correlated Electrons · Physics 2024-03-26 Matthieu Vanhoecke , Marco Schirò

In a Nature article, Scheffer et al. presented a novel data-driven framework to predict critical transitions in complex systems. These transitions, which may stem from failures, degradation, or adversarial actions, have been attributed to…

Optimization and Control · Mathematics 2022-08-09 Mohammad Pirani , Saber Jafarpour

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin

Being the most classical generative model for serial data, state-space models (SSM) are fundamental in AI and statistical machine learning. In SSM, any form of parameter learning or latent state inference typically involves the computation…

Machine Learning · Statistics 2024-07-04 Alessandro Mastrototaro , Jimmy Olsson

We present a fully automated method that identifies attractors and their basins of attraction without approximations of the dynamics. The method works by defining a finite state machine on top of the system flow. The input to the method is…

Dynamical Systems · Mathematics 2022-02-16 George Datseris , Alexandre Wagemakers

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

Computation · Statistics 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

DBSCAN and OPTICS are powerful algorithms for identifying clusters of points in domains where few assumptions can be made about the structure of the data. In this paper, we leverage these strengths and introduce a new algorithm, LINSCAN,…

Machine Learning · Computer Science 2026-04-15 Andrew Dennehy , Xiaoyu Zou , Shabnam J. Semnani , Yuri Fialko , Alexander Cloninger

Large deviation functions contain information on the stability and response of systems driven into nonequilibrium steady states, and in such a way are similar to free energies for systems at equilibrium. As with equilibrium free energies,…

Statistical Mechanics · Physics 2018-04-25 Ushnish Ray , Garnet Kin-Lic Chan , David T. Limmer

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…

Dynamical Systems · Mathematics 2018-01-08 Maziar Raissi , Paris Perdikaris , George Em Karniadakis