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The sampling problem lies at the heart of atomistic simulations and over the years many different enhanced sampling methods have been suggested towards its solution. These methods are often grouped into two broad families. On the one hand…

Computational Physics · Physics 2020-11-25 Michele Invernizzi , Pablo Miguel Piaggi , Michele Parrinello

Physical based simulations can be very time and computationally demanding tasks. One way of accelerating these processes is by making use of data-driven surrogate models that learn from existing simulations. Ensembling methods are…

Machine Learning · Computer Science 2023-12-22 Anthony Kalaydjian , Anton Balykov , Alexi Semiz , Adrien Chan-Hon-Tong

We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…

Machine Learning · Computer Science 2017-06-21 Qianxiao Li , Cheng Tai , Weinan E

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Numerical Analysis · Mathematics 2022-12-23 Martin Eigel , Robert Gruhlke , David Sommer

Recent advances in both theory and methods have created opportunities to simulate biomolecular processes more efficiently using adaptive ensemble simulations. Ensemble-based simulations are used widely to compute a number of individual…

Computational Engineering, Finance, and Science · Computer Science 2020-09-14 Vivek Balasubramanian , Travis Jensen , Matteo Turilli , Peter Kasson , Michael Shirts , Shantenu Jha

Many recently introduced enhanced sampling techniques are based on biasing coarse descriptors (collective variables) of a molecular system on the fly. Sometimes the calculation of such collective variables is expensive and becomes a…

Computational Physics · Physics 2015-09-01 Marco Jacopo Ferrarotti , Sandro Bottaro , Andrea Pérez-Villa , Giovanni Bussi

In many medical and business applications, researchers are interested in estimating individualized treatment effects using data from a randomized experiment. For example in medical applications, doctors learn the treatment effects from…

Methodology · Statistics 2022-03-01 Kevin Wu Han , Han Wu

Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is…

Machine Learning · Computer Science 2021-01-11 Florian Wenzel , Jasper Snoek , Dustin Tran , Rodolphe Jenatton

In this paper we explore several approaches for sampling weight vectors in the context of weighted sum scalarisation approaches for solving multi-criteria decision making (MCDM) problems. This established method converts a multi-objective…

Optimization and Control · Mathematics 2025-04-18 Aled Williams , Yilun Cai

This review article discusses some common enhanced sampling methods in relation to the process of self-assembly of biomolecules. An introduction to self-assembly and its challenges is covered followed by a brief overview of the methods and…

Soft Condensed Matter · Physics 2025-03-03 Mason Hooten , Het Patel , Yiwei Shao , Rishabh Kumar Singh , Meenakshi Dutt

Ensembling has proven to be a powerful technique for boosting model performance, uncertainty estimation, and robustness in supervised learning. Advances in self-supervised learning (SSL) enable leveraging large unlabeled corpora for…

Machine Learning · Computer Science 2023-04-11 Yangjun Ruan , Saurabh Singh , Warren Morningstar , Alexander A. Alemi , Sergey Ioffe , Ian Fischer , Joshua V. Dillon

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…

Computation · Statistics 2015-03-27 Fernando V. Bonassi , Mike West

In machine learning, there is renewed interest in neural network ensembles (NNEs), whereby predictions are obtained as an aggregate from a diverse set of smaller models, rather than from a single larger model. Here, we show how to define…

Statistical Mechanics · Physics 2023-05-11 Jamie F. Mair , Dominic C. Rose , Juan P. Garrahan

Dynamic assessment of mortality risk in the intensive care unit (ICU) can be used to stratify patients, inform about treatment effectiveness or serve as part of an early-warning system. Static risk scoring systems, such as APACHE or SAPS,…

Machine Learning · Statistics 2020-11-03 Jonathan Heitz , Joanna Ficek , Martin Faltys , Tobias M. Merz , Gunnar Rätsch , Matthias Hüser

Ensembles, where multiple neural networks are trained individually and their predictions are averaged, have been shown to be widely successful for improving both the accuracy and predictive uncertainty of single neural networks. However, an…

Machine Learning · Computer Science 2020-02-21 Yeming Wen , Dustin Tran , Jimmy Ba

Sequential Monte Carlo (SMC) samplers are powerful tools for Bayesian inference but suffer from high computational costs due to their reliance on large particle ensembles for accurate estimates. We introduce persistent sampling (PS), an…

Machine Learning · Statistics 2025-06-24 Minas Karamanis , Uroš Seljak

We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Shuyang Wang , Diego Klabjan

Motion planning is an essential aspect of autonomous systems and robotics and is an active area of research. A recently-proposed sampling-based motion planning algorithm, termed 'Generalized Shape Expansion' (GSE), has been shown to possess…

Robotics · Computer Science 2021-02-24 Adhvaith Ramkumar , Vrushabh Zinage , Satadal Ghosh

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic