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Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…

Methodology · Statistics 2018-03-23 Maria Francesca Marino , Marco Alfo'

We consider the problem of scalable sampling algorithms to fit Bayesian generalized linear mixed models on large datasets. Stochastic gradient Langevin dynamics, coupled with smooth re-parameterizations of variance parameters, produces…

Methodology · Statistics 2026-04-30 Youngsoo Baek , Samuel I. Berchuck

Explicit, momentum-based dynamics for optimizing functions defined on Lie groups was recently constructed, based on techniques such as variational optimization and left trivialization. We appropriately add tractable noise to the…

Statistics Theory · Mathematics 2024-06-19 Lingkai Kong , Molei Tao

Analyzing large volumes of high-dimensional data requires dimensionality reduction: finding meaningful low-dimensional structures hidden in their high-dimensional observations. Such practice is needed in atomistic simulations of complex…

Computational Physics · Physics 2023-10-17 Jakub Rydzewski , Ming Chen , Omar Valsson

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

This paper introduces an alternative approach to sampling from autoregressive models. Autoregressive models are typically sampled sequentially, according to the transition dynamics defined by the model. Instead, we propose a sampling…

Machine Learning · Computer Science 2021-12-20 Vivek Jayaram , John Thickstun

Stochastic parameterisations deployed in models of the Earth system frequently invoke locality assumptions such as Markovianity or spatial locality. This work highlights the impact of such assumptions on predictive performance. Both in…

Dynamical Systems · Mathematics 2025-08-12 Martin T. Brolly

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…

Machine Learning · Computer Science 2022-06-08 Giulio Isacchini , Natanael Spisak , Armita Nourmohammad , Thierry Mora , Aleksandra M. Walczak

The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario…

Statistical Mechanics · Physics 2023-02-03 Pedro J. Colmenares

Memory effects arise in many complex systems, from protein folding, to the spreading of epidemics and financial decisions. While so-called non-Markovian dynamics is common in larger systems with interacting components, observations in…

A popular way to accelerate the sampling of rare events in molecular dynamics simulations is to introduce a potential that increases the fluctuations of selected collective variables. For this strategy to be successful, it is critical to…

Computational Physics · Physics 2021-01-19 Luigi Bonati

Understanding the long-time dynamics of complex physical processes depends on our ability to recognize patterns. To simplify the description of these processes, we often introduce a set of reaction coordinates, customarily referred to as…

Chemical Physics · Physics 2024-12-31 Tuğçe Gökdemir , Jakub Rydzewski

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…

Machine Learning · Computer Science 2025-10-20 Shiqin Tang , Shuxin Zhuang , Rong Feng , Runsheng Yu , Hongzong Li , Youzhi Zhang

We utilise a sampler originating from nonequilibrium statistical mechanics, termed here Jarzynski-adjusted Langevin algorithm (JALA), to build statistical estimation methods in latent variable models. We achieve this by leveraging…

Computation · Statistics 2025-10-27 James Cuin , Davide Carbone , O. Deniz Akyildiz

In scientific computing, the acceleration of atomistic computer simulations by means of custom hardware is finding ever growing application. A major limitation, however, is that the high efficiency in terms of performance and low power…

Computational Physics · Physics 2020-04-29 Varadarajan Rengaraj , Michael Lass , Christian Plessl , Thomas D. Kühne

It is shown that the solution of generalized Langevin equation can be obtained on the basis of simple comparison of the time scale for the velocity autocorrelation function of a particle (atom, molecule) and of the time scale for the…

Statistical Mechanics · Physics 2017-02-28 Anatolii V. Mokshin , Bulat N. Galimzyanov

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

We propose a method for the algorithmic quantum simulation of memory effects described by integrodifferential evolution equations. It consists in the systematic use of perturbation theory techniques and a Markovian quantum simulator. Our…

Quantum Physics · Physics 2017-03-01 U. Alvarez-Rodriguez , R. Di Candia , J. Casanova , M. Sanz , E. Solano

We address the challenge of incorporating non-Markovian electronic friction effects in quantum-mechanical approximations of dynamical observables. A generalized Langevin equation (GLE) is formulated for ring-polymer molecular dynamics…

Materials Science · Physics 2025-06-04 George Trenins , Mariana Rossi