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Simulation offers a simple and flexible way to estimate the power of a clinical trial when analytic formulae are not available. The computational burden of using simulation has, however, restricted its application to only the simplest of…

The Free Energy Principle (FEP) states that under suitable conditions of weak coupling, random dynamical systems with sufficient degrees of freedom will behave so as to minimize an upper bound, formalized as a variational free energy, on…

Quantum Physics · Physics 2022-07-21 Chris Fields , Karl Friston , James F. Glazebrook , Michael Levin

This paper provides a concise description of the free energy principle, starting from a formulation of random dynamical systems in terms of a Langevin equation and ending with a Bayesian mechanics that can be read as a physics of sentience.…

Fast and accurate evaluation of free energy has broad applications from drug design to material engineering. Computing the absolute free energy is of particular interest since it allows the assessment of the relative stability between…

Statistical Mechanics · Physics 2021-02-24 Xinqiang Ding , Bin Zhang

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

Predictions of relative stabilities of (competing) molecular crystals are of great technological relevance, most notably for the pharmaceutical industry. However, they present a long-standing challenge for modeling, as often minuscule free…

Materials Science · Physics 2022-05-25 Venkat Kapil , Edgar A Engel

A central endeavor of thermodynamics is the measurement of free energy changes. Regrettably, although we can measure the free energy of a system in thermodynamic equilibrium, typically all we can say about the free energy of a…

Statistical Mechanics · Physics 2012-04-10 David A. Sivak , Gavin E. Crooks

The weighted ensemble (WE) simulation strategy provides unbiased sampling of non-equilibrium processes, such as molecular folding or binding, but the extraction of rate constants relies on characterizing steady state behavior.…

Statistical Mechanics · Physics 2020-10-02 Jeremy Copperman , Daniel Zuckerman

In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…

High Energy Physics - Phenomenology · Physics 2026-04-23 Ezequiel Alvarez , Sean Benevedes , Manuel Szewc , Jesse Thaler

The extraction of signals from noise is a common problem in all areas of science and engineering. A particularly useful version is that of forecasting: determining a causal filter that estimates a future value of a hidden process from past…

Optimization and Control · Mathematics 2026-02-02 Serhii Kryhin , Tatiana Mouzykantskii , Vivishek Sudhir

Predictions of nuclear properties far from measured data are inherently imprecise because of uncertainties in our knowledge of nuclear forces and in our treatment of quantum many-body effects in strongly-interacting systems. While the model…

Nuclear Theory · Physics 2022-09-14 Rodrigo Navarro Perez , Nicolas Schunck

The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

We present a scheme to obtain an inexpensive and reliable estimate of the uncertainty associated with the predictions of a machine-learning model of atomic and molecular properties. The scheme is based on resampling, with multiple models…

Chemical Physics · Physics 2025-10-06 Felix Musil , Michael J. Willatt , Mikhail A. Langovoy , Michele Ceriotti

The solvation free energy (SFE) of molecules and ions is a fundamental property governing their solvation behavior and solubility. Molecular simulations offer a route to compute SFEs using alchemical free energy methods, such as…

Chemical Physics · Physics 2026-04-21 Junting Yu , Shuo-Hui Li , Ding Pan

Stein unbiased risk estimation is generalized twice, from the Gaussian shift model to nonparametric families of smooth densities, and from the quadratic risk to more general divergence type distances. The development relies on a connection…

Statistics Theory · Mathematics 2011-05-12 Werner Ehm

The theory behind computation of absolute binding free energies using explicit-solvent molecular simulations is well-established, yet somewhat complex, with counter-intuitive aspects. This leads to frequent frustration, common…

Chemical Physics · Physics 2021-05-26 Elise Duboué-Dijon , Jérôme Hénin

We construct an unbiased estimator for function value evaluated at the solution of a partial differential equation with random coefficients. We show that the variance and expected computational cost of our estimator are finite and our…

Probability · Mathematics 2019-04-23 Jose Blanchet , Fengpei Li , Xiaoou Li

Recent model-free reinforcement learning algorithms have proposed incorporating learned dynamics models as a source of additional data with the intention of reducing sample complexity. Such methods hold the promise of incorporating imagined…

Machine Learning · Computer Science 2018-03-02 Vladimir Feinberg , Alvin Wan , Ion Stoica , Michael I. Jordan , Joseph E. Gonzalez , Sergey Levine

Estimation and inference in dynamic discrete choice models often relies on approximation to lower the computational burden of dynamic programming. Unfortunately, the use of approximation can impart substantial bias in estimation and results…

Econometrics · Economics 2020-10-23 Ben Deaner