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Adaptive multilevel splitting algorithms have been introduced rather recently for estimating tail distributions in a fast and efficient way. In particular, they can be used for computing the so-called reactive trajectories corresponding to…

Numerical Analysis · Mathematics 2014-12-25 Joran Rolland , Eric Simonnet

A key overall goal of biomolecular simulations is the characterization of "mechanism" -- the pathways through configuration space of processes such as conformational transitions and binding. Some amount of heterogeneity is intrinsic to the…

Chemical Physics · Physics 2018-10-25 Ernesto Suárez , Daniel M. Zuckerman

We study the trajectories of a solution $X_t$ to an It\^o stochastic differential equation in $\Rm^d$, as the process passes between two disjoint open sets, $A$ and $B$. These segments of the trajectory are called transition paths or…

Probability · Mathematics 2013-03-08 Jianfeng Lu , James Nolen

Simulating transition dynamics between metastable states is a fundamental challenge in dynamical systems and stochastic processes with wide real-world applications in understanding protein folding, chemical reactions and neural activities.…

Machine Learning · Computer Science 2024-10-22 Haibo Wang , Yuxuan Qiu , Yanze Wang , Rob Brekelmans , Yuanqi Du

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Statistical Mechanics · Physics 2019-08-06 Richard Kleeman

We bring the theory of rough paths to the study of non-parametric statistics on streamed data. We discuss the problem of regression where the input variable is a stream of information, and the dependent response is also (potentially) a…

Statistical Finance · Quantitative Finance 2016-03-23 Daniel Levin , Terry Lyons , Hao Ni

Sampling-based model predictive controllers generate trajectories by sampling control inputs from a fixed, simple distribution such as the normal or uniform distributions. This sampling method yields trajectory samples that are tightly…

Systems and Control · Electrical Eng. & Systems 2025-03-13 O. Goktug Poyrazoglu , Rahul Moorthy , Yukang Cao , William Chastek , Volkan Isler

In this work, Transition Probability Matrix (TPM) is proposed as a new method for extracting the features of nodes in the graph. The proposed method uses random walks to capture the connectivity structure of a node's close neighborhood. The…

Machine Learning · Computer Science 2023-03-07 Sarmad N. Mohammed , Semra Gündüç

Mapping the Internet generally consists in sampling the network from a limited set of sources by using "traceroute"-like probes. This methodology, akin to the merging of different spanning trees to a set of destinations, has been argued to…

Statistical Mechanics · Physics 2007-05-23 Luca Dall'Asta , Ignacio Alvarez-Hamelin , Alain Barrat , Alexei Vazquez , Alessandro Vespignani

Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…

Robotics · Computer Science 2026-02-09 Georg Rabenstein , Lars Ullrich , Knut Graichen

Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical…

Machine Learning · Statistics 2026-05-11 Zhenhan Fang , Aixin Tan , Jian Huang

Many processes in nature such as conformal changes in biomolecules and clusters of interacting particles, genetic switches, mechanical or electromechanical oscillators with added noise, and many others are modeled using stochastic…

Optimization and Control · Mathematics 2023-10-13 Jiaxin Yuan , Amar Shah , Channing Bentz , Maria Cameron

A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…

Systems and Control · Computer Science 2017-09-21 Murat Arcak , John Maidens

Although many successful ensemble clustering approaches have been developed in recent years, there are still two limitations to most of the existing approaches. First, they mostly overlook the issue of uncertain links, which may mislead the…

Machine Learning · Statistics 2016-06-06 Dong Huang , Jian-Huang Lai , Chang-Dong Wang

Many network analysis and graph learning techniques are based on models of random walks which require to infer transition matrices that formalize the underlying stochastic process in an observed graph. For weighted graphs, it is common to…

Methodology · Statistics 2022-10-28 Vincenzo Perri , Luka V. Petrović , Ingo Scholtes

The special problem of transport in 2-dimensional divergence-free stochastic velocity fields is studied by developing a statistical approach, the nested subensemble method. The nonlinear process of trapping determined by such fields…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Madalina Vlad , Florin Spineanu

Forecasting the future trajectories of surrounding agents is crucial for autonomous vehicles to ensure safe, efficient, and comfortable route planning. While model ensembling has improved prediction accuracy in various fields, its…

Machine Learning · Computer Science 2024-09-23 Aron Distelzweig , Eitan Kosman , Andreas Look , Faris Janjoš , Denesh K. Manivannan , Abhinav Valada

Network models have been widely used to study diverse systems and analyze their dynamic behaviors. Given the structural variability of networks, an intriguing question arises: Can we infer the type of system represented by a network based…

Social and Information Networks · Computer Science 2025-05-29 Gonzalo Travieso , Joao Merenda , Odemir M. Bruno

Future trajectories play an important role across domains such as autonomous driving, hurricane forecasting, and epidemic modeling, where practitioners commonly generate ensemble paths by sampling probabilistic models or leveraging multiple…

Machine Learning · Computer Science 2025-08-20 Ruipu Li , Daniel Menacho , Alexander Rodríguez

Inference and prediction of routes have become of interest over the past decade owing to a dramatic increase in package delivery and ride-sharing services. Given the underlying combinatorial structure and the incorporation of probabilities,…

Logic in Computer Science · Computer Science 2023-06-21 Suwei Yang , Victor C. Liang , Kuldeep S. Meel