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A new approach of obtaining stratified random samples from statistically dependent random variables is described. The proposed method can be used to obtain samples from the input space of a computer forward model in estimating expectations…

Methodology · Statistics 2019-11-25 Anirban Mondal , Abhijit Mandal

This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…

Optimization and Control · Mathematics 2022-03-15 Ana M. Ospina , Andrea Simonetto , Emiliano Dall'Anese

The multi-energy management framework of industrial parks advocates energy conversion and scheduling, which takes full advantage of the compensation and temporal availability of multiple energy. However, how to exploit elastic loads and…

Systems and Control · Electrical Eng. & Systems 2022-05-25 Dafeng Zhu , Bo Yang , Zhaojian Wang , Chengbin Ma , Kai Ma , Shanying Zhu

The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an…

Computational Physics · Physics 2022-06-08 Luigi Bonati , GiovanniMaria Piccini , Michele Parrinello

In this paper, we propose a sampling mechanism for adaptive diffusion networks that adaptively changes the amount of sampled nodes based on mean-squared error in the neighborhood of each node. It presents fast convergence during transient…

Signal Processing · Electrical Eng. & Systems 2020-07-16 Daniel Gilio Tiglea , Renato Candido , Magno T. M. Silva

The recently introduced nested sampling algorithm allows the direct and efficient calculation of the partition function of atomistic systems. We demonstrate its applicability to condensed phase systems with periodic boundary conditions by…

Statistical Mechanics · Physics 2014-01-09 Lívia B. Pártay , Albert P. Bartók , Gábor Csányi

Any search or sampling algorithm for solution of inverse problems needs guidance to be efficient. Many algorithms collect and apply information about the problem on the fly, and much improvement has been made in this way. However, as a…

Geophysics · Physics 2021-05-19 Sarouyeh Khoshkholgh , Andrea Zunino , Klaus Mosegaard

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Cloud native solutions are widely applied in various fields, placing higher demands on the efficient management and utilization of resource platforms. To achieve the efficiency, load forecasting and elastic scaling have become crucial…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-22 Linfeng Wen , Minxian Xu , Adel N. Toosi , Kejiang Ye

We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…

Computational Physics · Physics 2010-03-02 Cheng Zhang , Jianpeng Ma

The free-energy difference $\Delta F$ between two high-dimensional systems is notoriously difficult to compute, but very important for many applications, such as drug discovery. We demonstrate that an unconventional definition of work…

Soft Condensed Matter · Physics 2024-10-24 Adrianne Zhong , Benjamin Kuznets-Speck , Michael R. DeWeese

Efficient sampling from a classical Gibbs distribution is an important computational problem with applications ranging from statistical physics over Monte Carlo and optimization algorithms to machine learning. We introduce a family of…

Quantum Physics · Physics 2021-09-08 Dominik S. Wild , Dries Sels , Hannes Pichler , Cristian Zanoci , Mikhail D. Lukin

Recently proposed generative models for discrete data, such as Masked Diffusion Models (MDMs), exploit conditional independence approximations to reduce the computational cost of popular Auto-Regressive Models (ARMs), at the price of some…

Machine Learning · Statistics 2025-12-18 Hugo Lavenant , Giacomo Zanella

Estimating the free energy in molecular simulation requires, implicitly or explicitly, counting how many times the system is observed in a finite region. If the simulation is biased by an external potential, the weight of the configurations…

Chemical Physics · Physics 2021-12-22 Matteo Carli , Alessandro Laio

Efficient sampling in biomolecular simulations is critical for accurately capturing the complex dynamical behaviors of biological systems. Adaptive sampling techniques aim to improve efficiency by focusing computational resources on the…

Biomolecules · Quantitative Biology 2024-10-22 Hassan Nadeem , Diwakar Shukla

We consider the problem of locating a jump discontinuity (change-point) in a smooth parametric regression model with a bounded covariate. It is assumed that one can sample the covariate at different values and measure the corresponding…

Statistics Theory · Mathematics 2009-08-14 Yan Lan , Moulinath Banerjee , George Michailidis

A novel and powerful method is presented for the study of rare switching events in complex systems with multiscale energy landscapes. The method performs an umbrella sampling of the equilibrium distribution of the system in hyperplanes…

Condensed Matter · Physics 2007-05-23 Weinan E , Weiqing Ren , Eric Vanden-Eijnden

We derive the optimal estimates of the free energies of an arbitrary number of thermodynamic states from nonequilibrium work measurements; the work data are collected from forward and reverse switching processes and obey a fluctuation…

Statistical Mechanics · Physics 2009-11-11 Paul Maragakis , Martin Spichty , Martin Karplus

Data collection costs can vary widely across variables in data science tasks. Two-phase designs can be employed to save data collection costs. This paper considers the two-phase studies where inexpensive variables are collected for all…

Methodology · Statistics 2025-12-04 Ruoyu Wang , Qihua Wang , Wang Miao