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The Schr\"odinger bridge problem (SBP) finds the most likely stochastic evolution between two probability distributions given a prior stochastic evolution. As well as applications in the natural sciences, problems of this kind have…

Machine Learning · Statistics 2022-05-31 Francisco Vargas , Pierre Thodoroff , Neil D. Lawrence , Austen Lamacraft

We treat the problem of risk-aware control for stochastic shortest path (SSP) on Markov decision processes (MDP). Typically, expectation is considered for SSP, which however is oblivious to the incurred risk. We present an alternative view,…

Systems and Control · Electrical Eng. & Systems 2022-03-04 Tobias Meggendorfer

Computational methods for learning to sample from the Boltzmann distribution -- where the target distribution is known only up to an unnormalized energy function -- have advanced significantly recently. Due to the lack of explicit target…

Machine Learning · Statistics 2025-11-26 Guan-Horng Liu , Jaemoo Choi , Yongxin Chen , Benjamin Kurt Miller , Ricky T. Q. Chen

We address the generic problem of optimal quantum state preparation for open quantum systems. It is well known that open quantum systems can be simulated by quantum trajectories described by a stochastic Schr\"odinger equation. In this…

Quantum Physics · Physics 2025-01-31 Aarón Villanueva , Hilbert Kappen

We present a sampling-based Model Predictive Control (MPC) method that implements Model Predictive Path Integral (MPPI) as an \emph{Ising machine}, suitable for novel forms of probabilistic computing. By expressing the control problem as a…

Systems and Control · Electrical Eng. & Systems 2025-12-18 Lorin Werthen-Brabants , Pieter Simoens

We present a new method, called SISYPHUS (Stochastic Iterations to Strengthen Yield of Path Hopping over Upper States), for extending accessible time-scales in atomistic simulations. The method proceeds by separating phase space into…

Materials Science · Physics 2015-03-12 Pratyush Tiwary , Axel van de Walle

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Molecular Networks · Quantitative Biology 2019-05-02 Guilherme C. P. Innocentini , Fernando Antoneli , Arran Hodgkinson , Ovidiu Radulescu

In molecular dynamics (MD) simulations, transitions between states are often rare events due to energy barriers that exceed the thermal temperature. Because of their infrequent occurrence and the huge number of degrees of freedom in…

Chemical Physics · Physics 2024-12-06 Tuğçe Gökdemir , Jakub Rydzewski

We introduce a rigorous method to microscopically compute the observables which characterize the thermodynamics and kinetics of rare macromolecular transitions for which it is possible to identify a priori a slow reaction coordinate. In…

Biomolecules · Quantitative Biology 2015-06-05 P. Faccioli , F. Pederiva

Sampling-based model predictive control (MPC) is effective for nonlinear systems but often produces non-smooth control inputs due to random sampling. To address this issue, we extend the model predictive path integral (MPPI) framework with…

Systems and Control · Electrical Eng. & Systems 2026-01-08 Markus Walker , Marcel Reith-Braun , Tai Hoang , Gerhard Neumann , Uwe D. Hanebeck

Designing an appropriate set of collective variables is crucial to the success of several enhanced sampling methods. Here we focus on how to obtain such variables from information limited to the metastable states. We characterize these…

Chemical Physics · Physics 2020-04-08 Luigi Bonati , Valerio Rizzi , Michele Parrinello

In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose…

Machine Learning · Computer Science 2020-11-09 Sebastian Curi , Kfir. Y. Levy , Stefanie Jegelka , Andreas Krause

The committor function is a central object for quantifying the transitions between metastable states of dynamical systems. Recently, a number of computational methods based on deep neural networks have been developed for computing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Weiqing Ren

The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…

Optimization and Control · Mathematics 2023-07-21 Jan Kronqvist , Boda Li , Jan Rolfes , Shudian Zhao

Protein function does not solely depend on structure but often relies on dynamical transitions between distinct conformations. Despite this fact, our ability to characterize or predict protein dynamics is substantially less developed…

Statistical Mechanics · Physics 2026-05-08 Michael A. Sauer , Souvik Mondal , Brandon Neff , Sthitadhi Maiti , Matthias Heyden

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

Transition path sampling (TPS) is a powerful technique for investigating rare transitions, especially when the mechanism is unknown and one does not have access to the reaction coordinate. Straightforward application of TPS does not…

Chemical Physics · Physics 2019-07-11 Z. Faidon Brotzakis , Peter G. Bolhuis

In molecular dynamics (MD) simulations, accessing transition probabilities between states is crucial for understanding kinetic information, such as reaction paths and rates. However, standard MD simulations are hindered by the capacity to…

Chemical Physics · Physics 2025-08-07 Yanbin Wang , Jakub Rydzewski , Ming Chen

We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…

Optimization and Control · Mathematics 2024-05-02 Maxim Raginsky

In this paper, we open up new avenues for visual servoing systems built upon the Path Integral (PI) optimal control theory, in which the non-linear partial differential equation (PDE) can be transformed into an expectation over all possible…

Robotics · Computer Science 2022-01-03 Ihab S. Mohamed
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