Related papers: Studying Rare Events using Forward-Flux Sampling: …
We present a new and efficient method for computing the transition pathways, free energy barriers, and transition rates in complex systems with relatively smooth energy landscapes. The method proceeds by evolving strings, i.e. smooth curves…
We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…
We consider the problem of model building for rare events prediction in longitudinal follow-up studies. In this paper, we compare several resampling methods to improve standard regression models on a real life example. We evaluate the…
In a well-stirred system undergoing chemical reactions, fluctuations in the reaction propensities are approximately captured by the corresponding chemical Langevin equation. Within this context, we discuss in this work how the Kramers…
In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can…
The free energetics of water density fluctuations near a surface, and the rare low-density fluctuations in particular, serve as reliable indicators of surface hydrophobicity; the easier it is to displace the interfacial waters, the more…
We review two recently developed efficient methods for calculating rate constants of processes dominated by rare events in high-dimensional complex systems. The first is transition interface sampling (TIS), based on the measurement of…
Turbulent and vortical flows are ubiquitous and their characterization is crucial for the understanding of several natural and industrial processes. Among different techniques to study spatio-temporal flow fields, complex networks represent…
Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…
Threshold selection plays a key role for various aspects of statistical inference of rare events. Most classical approaches tackling this problem for heavy-tailed distributions crucially depend on tuning parameters or critical values to be…
Nonlinear and non-stationary processes are prevalent in various natural and physical phenomena, where system dynamics can change qualitatively due to bifurcation phenomena. Traditional machine learning methods have advanced our ability to…
We report on recent progress concerning theoretical description of event-by-event fluctuations in heavy-ion collisions. Specifically we discuss a new Cooper-Frye particlization routine -- the subensemble sampler -- which is designed to…
The occurrence of some extreme events (such as marine heatwaves or exceptional circulations) can cause other extreme events (such as heatwave, drought and flood). These concurrent extreme events have a great impact on environment and human…
The analysis of extremes in climate models is hindered by the lack of statistics due to the computational costs required to run simulations long enough to sample rare events. We demonstrate how rare event algorithms can improve the…
The passively Q-switched, self-pulsing all-solid-state laser is a device of widespread use in many applications. Depending on the condition of saturation, which is easy to adjust, different dynamical phenomena are observed: continuous wave…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…
Extracted event data from information systems often contain a variety of process executions making the data complex and difficult to comprehend. Unlike current research which only identifies the variability over time, we focus on other…
Many probabilistic inference problems such as stochastic filtering or the computation of rare event probabilities require model analysis under initial and terminal constraints. We propose a solution to this bridging problem for the widely…
Estimating the probability of rare channel conditions is a central challenge in ultra-reliable wireless communication, where random events, such as deep fades, can cause sudden variations in the channel quality. This paper proposes a…
A new method is presented for determining event-by-event fluctuations of elliptic flow, $v_2$, using first-order event planes. By studying the event-by-event distributions of $v_2$ observables and first-order event-plane observables,…