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This work introduces progressive spatio-temporal filtering, an efficient method to build all-frequency approximations to the light transport distribution into a scene by filtering individual samples produced by an underlying path sampler,…

Graphics · Computer Science 2020-05-26 Jacopo Pantaleoni

In non-linear estimations, it is common to assess sampling uncertainty by bootstrap inference. For complex models, this can be computationally intensive. This paper combines optimization with resampling: turning stochastic optimization into…

Econometrics · Economics 2022-05-09 Jean-Jacques Forneron

Fueled by the hydrolysis of ATP, the motor protein kinesin literally walks on two legs along the biopolymer microtubule. The number of accidental backsteps that kinesin takes appears to be much larger than what one would expect given the…

Subcellular Processes · Quantitative Biology 2009-11-13 M. Bier , F. J. Cao

Time-varying parameters (TVPs) models are frequently used in economics to capture structural change. I highlight a rather underutilized fact -- that these are actually ridge regressions. Instantly, this makes computations, tuning, and…

Econometrics · Economics 2024-11-18 Philippe Goulet Coulombe

We propose reverse time migration (RTM) methods for the imaging of periodic obstacles using only measurements from lower or upper side of the obstacle arrays at a fixed frequency. We analyze the resolution of the lower side and upper side…

Numerical Analysis · Mathematics 2023-04-10 Lide Cai , Junqing Chen

The ability to quantify the directional flow of information is vital to understanding natural systems and designing engineered information-processing systems. A widely used measure to quantify this information flow is the transfer entropy.…

Molecular Networks · Quantitative Biology 2025-07-11 Avishek Das , Pieter Rein ten Wolde

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

Mathematical Physics · Physics 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis

Although machine-learning potentials have recently had substantial impact on molecular simulations, the construction of a robust training set can still become a limiting factor, especially due to the requirement of a reference ab initio…

Chemical Physics · Physics 2023-03-29 Krystof Brezina , Hubert Beck , Ondrej Marsalek

In molecular dynamics (MD) simulations, accessing transition probabilities between states is crucial for understanding kinetic information, such as reaction paths and rates. However, standard MD simulations are hindered by the capacity to…

Chemical Physics · Physics 2025-08-07 Yanbin Wang , Jakub Rydzewski , Ming Chen

The reduction of the computational effort is desirable for the simulation of marine ecosystem models. Using a marine ecosystem model, the assessment and the validation of annual periodic solutions (i.e., steady annual cycles) against…

Populations and Evolution · Quantitative Biology 2022-07-29 Markus Pfeil , Thomas Slawig

Temporal point process (TPP) models combined with recurrent neural networks provide a powerful framework for modeling continuous-time event data. While such models are flexible, they are inherently sequential and therefore cannot benefit…

Machine Learning · Computer Science 2020-11-11 Oleksandr Shchur , Nicholas Gao , Marin Biloš , Stephan Günnemann

Sampling is ubiquitous in machine learning methodologies. Due to the growth of large datasets and model complexity, we want to learn and adapt the sampling process while training a representation. Towards achieving this grand goal, a…

Machine Learning · Computer Science 2022-12-14 Jason Xiaotian Dou , Alvin Qingkai Pan , Runxue Bao , Haiyi Harry Mao , Lei Luo , Zhi-Hong Mao

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

The ability to predict accurate thermodynamic and kinetic properties in biomolecular systems is of both scientific and practical utility. While both remain very difficult, predictions of kinetics are particularly difficult because rates, in…

Chemical Physics · Physics 2018-06-13 Yong Wang , Omar Valsson , Pratyush Tiwary , Michele Parrinello , Kresten Lindorff-Larsen

We consider a one-dimensional run-and-tumble particle (RTP) confined by an external potential and coupled to a thermal reservoir. Starting from the corresponding Fokker-Planck equation, we derive an explicit expression for the local entropy…

Statistical Mechanics · Physics 2025-09-11 Oded Farago

The appealing theoretical measure of irreversibility in a stochastic process, as the ratio of the probabilities of a trajectory and its time reversal, cannot be accessed directly in experiment since the probability of a single trajectory is…

Statistical Mechanics · Physics 2022-04-14 Julian Kappler , Ronojoy Adhikari

We elaborate and validate a generalization of the renowned transition-path-sampling algorithm for a paradigmatic model of active particles, namely the Run-and-Tumble particles. Notwithstanding the non-equilibrium character of these…

Soft Condensed Matter · Physics 2024-11-20 Thomas Kiechl , Thomas Franosch , Michele Caraglio

The computational efficiency of stochastic simulation algorithms is notoriously limited by the kinetic trapping of the simulated trajectories within low energy basins. Here we present a new method that overcomes kinetic trapping while still…

Statistical Mechanics · Physics 2014-12-08 Manuel Athènes , Vasily V. Bulatov

According to the Jarzynski theorem, equilibrium free energy differences can be calculated from the statistics of work carried out during non-equilibrium transformations. Although exact, this approach can be plagued by large statistical…

Statistical Mechanics · Physics 2007-05-23 Wolfgang Lechner , Christoph Dellago

Molecular dynamics (MD) simulations are useful in obtaining thermodynamic and kinetic properties of bio-molecules but are limited by the timescale barrier, i.e., we may be unable to efficiently obtain properties because we need to run…

Chemical Physics · Physics 2017-08-23 Surl-Hee Ahn , Jay W. Grate , Eric F. Darve
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