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Rare event simulation and rare event probability estimation are important tasks within the analysis of systems subject to uncertainty and randomness. Simultaneously, accurately estimating rare event probabilities is an inherently difficult…

Methodology · Statistics 2024-07-18 Max Ehre , Iason Papaioannou , Daniel Straub

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these…

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

Extreme events gain the attention of researchers due to their utmost importance in various contexts ranging from finance to climatology. This brings such recurrent events to the limelight of attention in interdisciplinary research. A…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Sayantan Nag Chowdhury , Arnob Ray , Syamal K. Dana , Dibakar Ghosh

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal…

Machine Learning · Statistics 2023-07-19 Chih-Yuan Chiu , Kshitij Kulkarni , Shankar Sastry

Rare and extreme events in turbulent flows play a critical role in transport, mixing and transition, yet are notoriously difficult to capture experimentally. Here we report, to our knowledge, the first direct experimental detection of an…

Fluid Dynamics · Physics 2026-05-22 Juan Pimienta , Jean-Luc Aider

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

We consider importance sampling to estimate the probability $\mu$ of a union of $J$ rare events $H_j$ defined by a random variable $\boldsymbol{x}$. The sampler we study has been used in spatial statistics, genomics and combinatorics going…

Computation · Statistics 2018-12-20 Art B. Owen , Yury Maximov , Michael Chertkov

The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation method and use it to estimate the transition rate of a double…

Computational Physics · Physics 2016-06-06 Hongliang Liu , Jonathan Goodman

We present here two promising techniques for the application of the complex network approach to continuous spatio-temporal systems that have been developed in the last decade and show large potential for future application and development…

Data Analysis, Statistics and Probability · Physics 2015-07-19 Norbert Marwan , Jürgen Kurths

Weather extremes pose major societal risks, especially in a changing climate, but due to their rarity, they are difficult to study using limited observations or complex climate models. We introduce AI+RES, a framework coupling fast AI…

Percolation theory characterizing the robustness of a network has applications ranging from biology, to epidemic spreading, and complex infrastructures. Percolation theory, however, only concern the typical response of a infinite network to…

Disordered Systems and Neural Networks · Physics 2018-02-28 Ginestra Bianconi

Extreme events generated by complex systems have been intensively studied in many fields due to their great impact on scientific research and our daily lives. However, their prediction is still a challenge in spite of the tremendous…

A vast array of transformative technologies developed over the past decade has enabled measurement and perturbation at ever increasing scale, yet our understanding of many systems remains limited by experimental capacity. Overcoming this…

Quantitative Methods · Quantitative Biology 2020-12-25 Brian Cleary , Aviv Regev

Molecular dynamics simulations hold great promise for providing insight into the microscopic behavior of complex molecular systems. However, their effectiveness is often constrained by long timescales associated with rare events. Enhanced…

Computational Physics · Physics 2026-03-03 Kai Zhu , Enrico Trizio , Jintu Zhang , Renling Hu , Linlong Jiang , Tingjun Hou , Luigi Bonati

We study rare events in networks with both internal and external noise, and develop a general formalism for analyzing rare events that combines pair-quenched techniques and large-deviation theory. The probability distribution, shape, and…

Physics and Society · Physics 2018-02-27 J. Hindes , I. B. Schwartz

Flux sampling is an analysis that, based on a distribution, picks randomly an efficient number of points from the solution space of a metabolic model. Unlike most constraint-based analyses, flux sampling does not require an objective…

Molecular Networks · Quantitative Biology 2026-04-01 Haris Zafeiropoulos , Daniel Rios Garza

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

Rare event sampling algorithms are essential for understanding processes that occur infrequently on the molecular scale, yet they are important for the long-time dynamics of complex molecular systems. One of these algorithms, transition…

Computational Physics · Physics 2025-06-19 Sebastian Falkner , Alessandro Coretti , Baron Peters , Peter G. Bolhuis , Christoph Dellago

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly…

Chaotic Dynamics · Physics 2018-03-19 Mohammad Farazmand , Themistoklis P. Sapsis