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Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

Statistical Mechanics · Physics 2015-07-01 Todd R. Gingrich , Phillip L. Geissler

The HP model of protein folding, where the chain exists in a free medium, is investigated using a parallel Monte Carlo scheme based upon Wang-Landau sampling. Expanding on the work of Wust and Landau by introducing a lesser known replica…

Biomolecules · Quantitative Biology 2016-07-13 Luke Kristopher Davis

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

We introduce five novel types of Monte Carlo (MC) moves that brings the number of moves of ensemble MC calculations from three to eight. So far such calculations have relied on affine invariant stretch moves that were originally introduced…

Computational Physics · Physics 2024-11-04 Burkhard Militzer

Sequential Monte Carlo (SMC) methods are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. We propose a new SMC algorithm to compute the expectation of additive functionals recursively.…

Methodology · Statistics 2010-12-27 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

We propose a flat-histogram Monte Carlo method to efficiently sample fractal landscapes such as escape time functions of open chaotic systems. This is achieved by using a random-walk step which depends on the height of the landscape via the…

Statistical Mechanics · Physics 2013-05-31 Jorge C. Leitão , João M. Viana Parente Lopes , Eduardo G. Altmann

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

The Markov Chain Monte Carlo (MCMC) methods are popular when considering sampling from a high-dimensional random variable $\mathbf{x}$ with possibly unnormalised probability density $p$ and observed data $\mathbf{d}$. However, MCMC requires…

Computation · Statistics 2020-03-11 Haoyun Ying , Keheng Mao , Klaus Mosegaard

In this article, we propose a novel and general dimension-hopping MCMC methodology that can update all the parameters as well as the number of parameters simultaneously using simple deterministic transformations of some low-dimensional…

Computation · Statistics 2017-03-16 Moumita Das , Sourabh Bhattacharya

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

The analysis of Frank Wolfe (FW) variants is often complicated by the presence of different kinds of "good" and "bad" steps. In this article we aim to simplify the convergence analysis of some of these variants by getting rid of such a…

Optimization and Control · Mathematics 2022-11-22 Francesco Rinaldi , Damiano Zeffiro

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

The Metropolis Monte Carlo (MC) method is used to extract reaction kinetics from a given equilibrium distribution of states of a complex system. The approach is illustrated by the folding/unfolding reaction for two proteins - a model…

Biological Physics · Physics 2022-03-23 Sergei F. Chekmarev

Along with the recent advances in scalable Markov Chain Monte Carlo methods, sampling techniques that are based on Langevin diffusions have started receiving increasing attention. These so called Langevin Monte Carlo (LMC) methods are based…

Computation · Statistics 2017-06-14 Umut Şimşekli

Monte Carlo (MC) dropout is a simple and efficient ensembling method that can improve the accuracy and confidence calibration of high-capacity deep neural network models. However, MC dropout is not as effective as more compute-intensive…

Machine Learning · Computer Science 2021-06-10 Zhilu Zhang , Vianne R. Gao , Mert R. Sabuncu

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

The presence of erratic or unstable paths in standard kinetic Monte Carlo simulations significantly undermines the accurate simulation and sampling of transition pathways. While typically reliable methods, such as the Gillespie algorithm,…

Statistical Mechanics · Physics 2024-12-03 Elad Korngut , Ohad Vilk , Michael Assaf