Related papers: A Variational Approach to Assess Reaction Coordina…
In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…
Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…
When clustering molecular dynamics (MD) trajectories into a few metastable conformational states, the Markov state models (MSMs) assumption of timescale separation between fast intrastate fluctuations and rarely occurring interstate…
A massively parallel method to build large transition rate matrices from temperature accelerated molecular dynamics trajectories is presented. Bayesian Markov model analysis is used to estimate the expected residence time in the known state…
We consider Markov processes, which describe e.g. queueing network processes, in a random environment which influences the network by determining random breakdown of nodes, and the necessity of repair thereafter. Starting from an explicit…
The identification of meaningful reaction coordinates plays a key role in the study of complex molecular systems whose essential dynamics is characterized by rare or slow transition events. In a recent publication, precise defining…
Scaling behavior is studied of several dominant eigenvalues of spectra of Markov matrices and the associated correlation times governing critical slowing down in models in the universality class of the two-dimensional Ising model. A scheme…
We implement a computer-assisted approach that, under appropriate conditions, allows the bifurcation analysis of the coarse dynamic behavior of microscopic simulators without requiring the explicit derivation of closed macroscopic equations…
Markov chain Monte Carlo (MCMC) methods are powerful computational tools for analysis of complex statistical problems. However, their computational efficiency is highly dependent on the chosen proposal distribution, which is generally…
Crystal-structure match (CSM), the atom-to-atom correspondence between two crystalline phases, is used extensively to describe solid-solid phase transition (SSPT) mechanisms. However, existing computational methods cannot account for all…
This paper extends the application of the stochastic variational method to noncentral interactions. Several examples are presented for three- and four-nucleon systems with realistic nuclear forces. The correlated Gaussians easily cope with…
We propose to model multivariate volatility processes based on the newly defined conditionally uncorrelated components (CUCs). This model represents a parsimonious representation for matrix-valued processes. It is flexible in the sense that…
We study in detail the role of covariant Lyapunov vectors and their respective angles for detecting transitions between metastable states in dynamical systems, as recently discussed in several atmospheric science applications. The…
Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…
This paper is devoted to testing time series that exhibit behavior related to two or more regimes with different statistical properties. Motivation of our study are two real data sets from plasma physics with observable two-regimes…
Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…
The atmospheric reaction of H$_2$S with Cl has been reinvestigated to check if, as previously suggested, only explicit dynamical computations can lead to an accurate evaluation of the reaction rate because of strong recrossing effects and…
Markov state models (MSMs) have been widely used to analyze computer simulations of various biomolecular systems. They can capture conformational transitions much slower than an average or maximal length of a single molecular dynamics (MD)…
Crystallization is a key step in macromolecular structure determination by crystallography. While a robust theoretical treatment of the process is available, due to the complexity of the system, the experimental process is still largely one…
Enzyme-mediated reactions may proceed through multiple intermediate conformational states before creating a final product molecule, and one often wishes to identify such intermediate structures from observations of the product creation. In…