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This article proposes a novel framework that integrates Bayesian Additive Regression Trees (BART) into a Factor-Augmented Vector Autoregressive (FAVAR) model to forecast macro-financial variables and examine asymmetries in the transmission…

Econometrics · Economics 2025-06-16 Sofia Velasco

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression algorithm. The posterior is a distribution over sums of decision trees, and predictions are made by averaging approximate samples from the posterior.…

Machine Learning · Statistics 2022-10-19 Omer Ronen , Theo Saarinen , Yan Shuo Tan , James Duncan , Bin Yu

The weighted ensemble (WE) simulation strategy provides unbiased sampling of non-equilibrium processes, such as molecular folding or binding, but the extraction of rate constants relies on characterizing steady state behavior.…

Statistical Mechanics · Physics 2020-10-02 Jeremy Copperman , Daniel Zuckerman

Multiple sampling strategies commonly used in molecular dynamics, such as umbrella sampling and alchemical free energy methods, involve sampling from multiple thermodynamic states. Commonly, the data are then recombined to construct…

Statistical Mechanics · Physics 2023-06-14 Xiang Sherry Li , Brian Van Koten , Aaron R. Dinner , Erik H. Thiede

Intrinsically motivated artificial agents learn advantageous behavior without externally-provided rewards. Previously, it was shown that maximizing mutual information between agent actuators and future states, known as the empowerment…

Machine Learning · Computer Science 2021-05-11 Ruihan Zhao , Kevin Lu , Pieter Abbeel , Stas Tiomkin

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

Many state of the art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Feliks Nüske , Hao Wu , Jan-Hendrik Prinz , Christoph Wehmeyer , Cecilia Clementi , Frank Noé

Bayesian Additive Regression Trees (BART) is a Bayesian approach to flexible non-linear regression which has been shown to be competitive with the best modern predictive methods such as those based on bagging and boosting. BART offers some…

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Molecular simulations can provide microscopic insight into the physical and chemical driving forces of complex molecular processes. Despite continued advancement of simulation methodology, model errors may lead to inconsistencies between…

Chemical Physics · Physics 2016-02-12 Joseph F. Rudzinski , Kurt Kremer , Tristan Bereau

We introduce BLAST, Bayesian Linear regression with Adaptive Shrinkage for Transfer, a Bayesian multi-source transfer learning framework for high-dimensional linear regression. The proposed analytical framework leverages global-local…

Methodology · Statistics 2026-03-10 Parsa Jamshidian , Donatello Telesca

We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…

Statistical Mechanics · Physics 2009-11-11 Gabriel Stoltz

Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…

Methodology · Statistics 2019-03-15 Klaus Kähler Holst , Esben Budtz-Jørgensen

Adapting to dynamic data distributions is a practical yet challenging task. One effective strategy is to use a model ensemble, which leverages the diverse expertise of different models to transfer knowledge to evolving data distributions.…

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

The state transition algorithm (STA), as an intelligent optimization method grounded in constructivist learning, has been demonstrated to be highly effective in solving complex optimization problems. However, the standard STA suffers from…

Optimization and Control · Mathematics 2026-04-30 Xiaojun Zhou , Chunhua Yang , Weihua Gui , Tingwen Huang

We consider the problem of sampling transition paths between two given metastable states of a molecular system, e.g. a folded and unfolded protein or products and reactants of a chemical reaction. Due to the existence of high energy…

Biomolecules · Quantitative Biology 2023-07-19 Lars Holdijk , Yuanqi Du , Ferry Hooft , Priyank Jaini , Bernd Ensing , Max Welling

State Space Models (SSMs) have emerged as efficient alternatives to Vision Transformers (ViTs), with VMamba standing out as a pioneering architecture designed for vision tasks. However, their generalization performance degrades…

Modern methods for sampling rugged landscapes in state space mainly rely on knowledge of the relative probabilities of microstates, which is given by the Boltzmann factor for equilibrium systems. In principle, trajectory reweighting…

Statistical Mechanics · Physics 2018-09-26 Patrick B. Warren , Rosalind J. Allen

A wide class of binary-state dynamics on networks---including, for example, the voter model, the Bass diffusion model, and threshold models---can be described in terms of transition rates (spin-flip probabilities) that depend on the number…

Physics and Society · Physics 2013-05-08 James P. Gleeson