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This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

The free energy landscapes of several fundamental processes are characterized by high barriers separating long-lived metastable states. In order to explore these type of landscapes enhanced sampling methods are used. While many such methods…

Chemical Physics · Physics 2019-04-12 Jayashrita Debnath , Michele Invernizzi , Michele Parrinello

Adaptive sampling algorithms are modern and efficient methods that dynamically adjust the sample size throughout the optimization process. However, they may encounter difficulties in risk-averse settings, particularly due to the challenge…

Optimization and Control · Mathematics 2025-02-17 Sandra Pieraccini , Tommaso Vanzan

We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…

Other Condensed Matter · Physics 2007-05-23 David H. Wolpert , Chiu Fan Lee

We propose a new Monte Carlo algorithm for the free energy calculation based on configuration space sampling. We implement this algorithm for Ising model. Comparison with the exact free energy shows an excellent agreement. We analyse the…

Strongly Correlated Electrons · Physics 2015-08-05 Sheng Bi , Ning-Hua Tong

Free energy calculations based on atomistic Hamiltonians and sampling are key to a first principles understanding of biomolecular processes, material properties, and macromolecular chemistry. Here, we generalize the Free Energy Perturbation…

Computational Physics · Physics 2023-07-19 Martin Reinhardt , Helmut Grubmüller

Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…

Machine Learning · Statistics 2022-06-16 Daniel Ting

We study the problem of finding efficient sampling policies in an edge-based feedback system, where sensor samples are offloaded to a back-end server that processes them and generates feedback to a user. Sampling the system at maximum…

Information Theory · Computer Science 2023-02-07 Vishnu Narayanan Moothedath , Jaya Prakash Champati , James Gross

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Machine Learning · Computer Science 2025-04-22 Ruoning Zhao , Xinyun Chen

Many enhanced sampling techniques rely on the identification of a number of collective variables that describe all the slow modes of the system. By constructing a bias potential in this reduced space one is then able to sample efficiently…

Computational Physics · Physics 2019-03-05 Michele Invernizzi , Michele Parrinello

The ability of widely used sampling methods, such as molecular dynamics or Monte Carlo, to explore complex free energy landscapes is severely hampered by the presence of kinetic bottlenecks. A large number of solutions have been proposed to…

Statistical Mechanics · Physics 2014-08-29 Omar Valsson , Michele Parrinello

The present paper proposes an adaptive biasing potential for the computation of free energy landscapes. It is motivated by statistical learning arguments and unifies the tasks of biasing the molecular dynamics to escape free energy wells…

Mathematical Physics · Physics 2018-03-05 I. Bilionis , P. S. Koutsourelakis

Exploration is a fundamental problem in robotics. While sampling-based planners have shown high performance, they are oftentimes compute intensive and can exhibit high variance. To this end, we propose to directly learn the underlying…

Robotics · Computer Science 2022-07-15 Lukas Schmid , Chao Ni , Yuliang Zhong , Roland Siegwart , Olov Andersson

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

Sampling-based algorithms solve the path planning problem by generating random samples in the search-space and incrementally growing a connectivity graph or a tree. Conventionally, the sampling strategy used in these algorithms is biased…

Robotics · Computer Science 2021-02-26 Sagar Suhas Joshi , Seth Hutchinson , Panagiotis Tsiotras

Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…

Statistical Mechanics · Physics 2022-06-07 Erki Metsanurk

Calculating free energy differences is a topic of substantial interest and has many applications including molecular docking and hydration, solvation, and binding free energies which is used in computational drug discovery. However, in…

Chemical Physics · Physics 2013-10-16 Asaf Farhi

Umbrella sampling is an efficient method for the calculation of free energy changes of a system along well-defined reaction coordinates. However, when multiple parallel channels along the reaction coordinate or hidden barriers in directions…

Methodology · Statistics 2015-06-16 Mingjun Yang , Lijiang Yang , Yiqin Gao , Hao Hu

The last decade has seen an explosion in data sources available for the monitoring and prediction of environmental phenomena. While several inferential methods have been developed that make predictions on the underlying process by combining…

Methodology · Statistics 2023-03-06 Eun-Hye Yoo , Andrew Zammit-Mangion , Michael G. Chipeta
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