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We propose a general methodology for performing statistical inference within a `rare-events regime' that was recently suggested by Wagner, Viswanath and Kulkarni. Our approach allows one to easily establish consistent estimators for a very…

Information Theory · Computer Science 2011-10-07 Mesrob I. Ohannessian , Vincent Y. F. Tan , Munther A. Dahleh

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…

Atmospheric and Oceanic Physics · Physics 2021-07-07 Francesco Ragone , Freddy Bouchet

In this paper, we develop a computational approach for computing most likely trajectories describing rare events that correspond to the emergence of non-dominant genotypes. This work is based on the large deviations approach for discrete…

Populations and Evolution · Quantitative Biology 2023-08-29 Yingxue Su , Brett Geiger , Ilya Timofeyev , Andreas Mang , Robert Azencott

Reliability sensitivity analysis is concerned with measuring the influence of a system's uncertain input parameters on its probability of failure. Statistically dependent inputs present a challenge in both computing and interpreting these…

Applications · Statistics 2023-06-21 Max Ehre , Iason Papaioannou , Daniel Straub

Accurate and efficient estimation of rare events probabilities is of significant importance, since often the occurrences of such events have widespread impacts. The focus in this work is on precisely quantifying these probabilities, often…

Methodology · Statistics 2023-05-23 Konstantinos G. Papakonstantinou , Hamed Nikbakht , Elsayed Eshra

We discuss estimating the probability that the sum of nonnegative independent and identically distributed random variables falls below a given threshold, i.e., $\mathbb{P}(\sum_{i=1}^{N}{X_i} \leq \gamma)$, via importance sampling (IS). We…

Computation · Statistics 2021-10-04 Nadhir Ben Rached , Abdul-Lateef Haji-Ali , Gerardo Rubino , Raul Tempone

Automated Vehicle (AV) validation based on simulated testing requires unbiased evaluation and high efficiency. One effective solution is to increase the exposure to risky rare events while reweighting the probability measure. However,…

Machine Learning · Computer Science 2024-09-25 Yichun Ye , He Zhang , Ye Tian , Jian Sun , Karl Meinke

Chance-constrained optimization is a suitable modeling framework for safety-critical applications where violating constraints is nearly unacceptable. The scenario approach is a popular solution method for these problems, due to its…

Optimization and Control · Mathematics 2026-03-19 Jaeseok Choi , Anand Deo , Constantino Lagoa , Anirudh Subramanyam

An algorithm is proposed for constructing quasi-random "peaked" quantum circuits, i.e., circuits whose final qubit state exhibits a high probability concentration on a specific computational basis state. These circuits consist of random…

Quantum Physics · Physics 2025-08-12 O. G. Udalov

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

Numerical Analysis · Mathematics 2017-05-24 Xinjuan Chen , Jinglai Li

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

We provide an algorithm based on weighted-ensemble (WE) methods, to accurately sample systems at steady state. Applying our method to different one- and two-dimensional models, we succeed to calculate steady state probabilities of order…

Statistical Mechanics · Physics 2015-06-15 Justus A. Kromer , Lutz Schimansky-Geier , Raul Toral

This research applies concepts from algorithmic probability to Boolean and quantum combinatorial logic circuits. A tutorial-style introduction to states and various notions of the complexity of states are presented. Thereafter, the…

Quantum Physics · Physics 2023-04-06 Bao Gia Bach , Akash Kundu , Tamal Acharya , Aritra Sarkar

Rare events are occurrences that take place with a significantly lower frequency than more common regular events. In manufacturing, predicting such events is particularly important, as they lead to unplanned downtime, shortening equipment…

Machine Learning · Statistics 2024-07-03 Chathurangi Shyalika , Ruwan Wickramarachchi , Fadi El Kalach , Ramy Harik , Amit Sheth

In software, there are the errors anticipated at specification and design time, those encountered at development and testing time, and those that happen in production mode yet never anticipated. In this paper, we aim at reasoning on the…

Software Engineering · Computer Science 2014-01-03 Benoit Cornu , Lionel Seinturier , Martin Monperrus

In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

Machine Learning · Statistics 2023-06-21 Yang Li , Shenglan Yuan , Linghongzhi Lu , Xianbin Liu

Quantum computational advantage is a critical milestone for near-term quantum technologies and an essential step towards building practical quantum computers. Recent successful demonstrations of quantum computational advantage owe much to…

Quantum Physics · Physics 2025-01-28 He-Liang Huang , Youwei Zhao , Chu Guo

We introduce an algorithm which estimates the number of circuits in a graph as a function of their length. This approach provides analytical results for the typical entropy of circuits in sparse random graphs. When applied to real-world…

Statistical Mechanics · Physics 2009-11-11 Enzo Marinari , Remi Monasson , Guilhem Semerjian

Spin-transfer torque magnetoresistive random access memory is a potentially transformative technology in the non-volatile memory market. Its viability depends, in part, on one's ability to predictably induce or prevent switching; however,…

Mesoscale and Nanoscale Physics · Physics 2019-10-02 YiMing Yu , Cyrill B. Muratov , Richard O. Moore

We develop circuit implementations for digital-level quantum Hamiltonian dynamics simulation algorithms suitable for implementation on a reconfigurable quantum computer, such as trapped ions. Our focus is on the co-design of a problem, its…

Quantum Physics · Physics 2020-04-09 Yunseong Nam , Dmitri Maslov