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Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

Data Analysis, Statistics and Probability · Physics 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo

We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…

Optimization and Control · Mathematics 2016-10-26 Tobias Sutter , Arnab Ganguly , Heinz Koeppl

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

Particulate flows have been largely studied under the simplifying assumptions of one-way coupling regime where the disperse phase do not react-back on the carrier fluid. In the context of turbulent flows, many non trivial phenomena such as…

Chaotic Dynamics · Physics 2023-07-19 P. Gualtieri , F. Picano , G. Sardina , C. M. Casciola

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

We consider some reduction from nonlinear Vlasov-Maxwell equation to rms/rate equations for second moments related quantities. Our analysis is based on variational wavelet approach to rational (in dynamical variables) approximation. It…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

Using the variational cluster approach (VCA), we study the transition from the antiferromagnetic to the superconducting phase of the two-dimensional Hubbard model at zero temperature. Our calculations are based on a new method to evaluate…

Strongly Correlated Electrons · Physics 2007-05-23 M. Aichhorn , E. Arrigoni , M. Potthoff , W. Hanke

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

The basic question in perturbation analysis of Markov chains is: how do small changes in the transition kernels of Markov chains translate to chains in their stationary distributions? Many papers on the subject have shown, roughly, that the…

Probability · Mathematics 2025-08-13 Na Lin , Yuanyuan Liu , Aaron Smith

Neural quantum states (NQS) provide a flexible and highly expressive parameterization of wave functions for strongly correlated problems in quantum chemistry. Despite rapid advances in network architectures, the evaluation of electronic…

Chemical Physics · Physics 2026-02-16 Marco Julian Solanki , Lexin Ding , Markus Reiher

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler

Quantum state tomography is a key process in most quantum experiments. In this work, we employ quantum machine learning for state tomography. Given an unknown quantum state, it can be learned by maximizing the fidelity between the output of…

We present a new uncertainty estimation method for Particle Image Velocimetry (PIV), that uses the correlation plane as a model for the probability density function (PDF) of displacements and calculates the second order moment of the…

Fluid Dynamics · Physics 2018-05-01 Sayantan Bhattacharya , John J. Charonko , Pavlos P. Vlachos

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) with indirect reconstruction to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast)…

Numerical Analysis · Mathematics 2020-03-27 Hannes Vandecasteele , Giovannni Samaey

Simulated annealing - moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions - has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers.…

Computational Physics · Physics 2007-05-23 Radford M. Neal

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

Understanding nucleation from aqueous solutions is of fundamental importance in a multitude of fields, ranging from materials science to biophysics. The complex solvent-mediated interactions in aqueous solutions hamper the development of a…

Soft Condensed Matter · Physics 2023-08-28 Renjie Zhao , Ziyue Zou , John D. Weeks , Pratyush Tiwary

We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…

Methodology · Statistics 2014-05-30 Jacopo Soriano , Li Ma

Recent advances in multiplex imaging have enabled researchers to locate different types of cells within a tissue sample. This is especially relevant for tumor immunology, as clinical regimes corresponding to different stages of disease or…

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