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For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

Statistics Theory · Mathematics 2021-11-08 James Hodgson , Adam M. Johansen , Murray Pollock

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

We introduce a novel technique within the Nested Sampling framework to enhance efficiency of the computation of Bayesian evidence, a critical component in scientific data analysis. In higher dimensions, Nested Sampling relies on Markov…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Joshua G. Albert

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

Molecular dynamics simulations are widely used across chemistry, physics, and biology, providing quantitative insight into complex processes with atomic detail. However, their limited timescale of a few microseconds is a significant…

Chemical Physics · Physics 2025-04-10 Ofir Blumer , Barak Hirshberg

Many turbulent flows undergo drastic and abrupt configuration changes with huge impacts. As a paradigmatic example we study the multistability of jet dynamics in a barotropic beta plane model of atmosphere dynamics. It is considered as the…

Statistical Mechanics · Physics 2019-02-27 Freddy Bouchet , Joran Rolland , Eric Simonnet

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. The application of the Hamiltonian dynamics allows to estimate…

Computation · Statistics 2017-09-06 Raphael Douady , Shohruh Miryusupov

In this work, we introduce a new acquisition function for sequential sampling to efficiently quantify rare-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. Our…

Robotics · Computer Science 2023-10-24 Xianliang Gong , Yulin Pan

Rare weather and climate events, such as heat waves and floods, can bring tremendous social costs. Climate data is often limited in duration and spatial coverage, and climate forecasting has often turned to simulations of climate models to…

Methodology · Statistics 2020-05-18 Meagan Carney , Holger Kantz , Matthew Nicol

Rare event sampling in dynamical systems is a fundamental problem arising in the natural sciences, which poses significant computational challenges due to an exponentially large space of trajectories. For settings where the dynamical system…

Finding and sampling rare trajectories in dynamical systems is a difficult computational task underlying numerous problems and applications. In this paper we show how to construct Metropolis- Hastings Monte Carlo methods that can…

Chaotic Dynamics · Physics 2017-10-16 Jorge C. Leitao , Joao M. Viana Parente Lopes , Eduardo G. Altmann

High-quality and challenging event stream datasets play an important role in the design of an efficient event-driven mechanism that mimics the brain. Although event cameras can provide high dynamic range and low-energy event stream data,…

Neural and Evolutionary Computing · Computer Science 2022-05-25 Guobin Shen , Dongcheng Zhao , Yi Zeng

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

Spontaneous structural rearrangements play a central role in the organization and function of complex biomolecular systems. In principle, physics-based computer simulations like Molecular Dynamics (MD) enable us to investigate these…

Quantum Physics · Physics 2026-03-19 Danial Ghamari , Philipp Hauke , Roberto Covino , Pietro Faccioli

Simulations with an adaptive time-dependent bias, such as metadynamics, enable an efficient exploration of the conformational space of a system. However, the dynamic information of the system is altered by the bias. With infrequent…

Event cameras offer high temporal resolution and power efficiency, making them well-suited for edge AI applications. However, their high event rates present challenges for data transmission and processing. Subsampling methods provide a…

Computer Vision and Pattern Recognition · Computer Science 2025-05-28 Hesam Araghi , Jan van Gemert , Nergis Tomen

We introduce the notion of importance sampling under embedded barrier state control, titled Safety Controlled Model Predictive Path Integral Control (SC-MPPI). For robotic systems operating in an environment with multiple constraints, hard…

Systems and Control · Electrical Eng. & Systems 2023-03-08 Manan Gandhi , Hassan Almubarak , Evangelos Theodorou

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Chemical Physics · Physics 2025-03-28 Gianmarco Lazzeri , Peter G. Bolhuis , Roberto Covino

Use energy-based model for bridge-type innovation. The loss function is explained by the game theory, the logic is clear and the formula is simple and clear. Thus avoid the use of maximum likelihood estimation to explain the loss function…

Machine Learning · Computer Science 2024-02-01 Hongjun Zhang

A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…

Chaotic Dynamics · Physics 2026-04-28 Taylor Smith , Andreas Morr , Christof Schötz , Niklas Boers