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Computational modeling of assembly is challenging for many systems because their timescales vastly exceed those accessible to simulations. This article describes the MultiMSM, which is a general framework that uses Markov state models…

Soft Condensed Matter · Physics 2024-05-07 Anthony Trubiano , Michael F. Hagan

Scientists and engineers often create accurate, trustworthy, computational simulation schemes - but all too often these are too computationally expensive to execute over the time or spatial domain of interest. The equation-free approach is…

Numerical Analysis · Mathematics 2020-03-03 John Maclean , J. E. Bunder , A. J. Roberts , I. G. Kevrekidis

Stochastic models are often used to help understand the behavior of intracellular biochemical processes. The most common such models are continuous time Markov chains (CTMCs). Parametric sensitivities, which are derivatives of expectations…

Numerical Analysis · Mathematics 2014-11-19 Elizabeth Skubak Wolf , David F. Anderson

A current challenge for many Bayesian analyses is determining when to terminate high-dimensional Markov chain Monte Carlo simulations. To this end, we propose using an automated sequential stopping procedure that terminates the simulation…

Computation · Statistics 2014-03-24 Lei Gong , James M. Flegal

Patient similarity computation (PSC) is a fundamental problem in healthcare informatics. The aim of the patient similarity computation is to measure the similarity among patients according to their historical clinical records, which helps…

Machine Learning · Computer Science 2025-06-10 Joydeb Kumar Sana , Mohammad M. Masud , M Sohel Rahman , M Saifur Rahman

Model Predictive Control (MPC) is a versatile approach capable of accommodating diverse control requirements that holds significant promise for a broad spectrum of industrial applications. Noteworthy challenges associated with MPC include…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Ryuta Moriyasu , Sho Kawaguchi , Kenji Kashima

Estimating the causal effect of time-varying treatments on survival outcomes is a challenging task in many domains, particularly in medicine where treatment protocols adapt over time. While recent advances in representation learning have…

Machine Learning · Statistics 2025-05-06 Ayoub Abraich

In this work, we propose a simple numerical scheme based on a fast front-tracking approach for solving a fluid-structure interaction (FSI) problem of plaque growth in blood vessels. A rigorous error analysis is carried out for the temporal…

Numerical Analysis · Mathematics 2023-07-24 Zhaoyang Wang , Ping Lin

There are very different statistical methods for demonstrating a trend in pharmacological experiments. Here, the focus is on sparse models with only one parameter to be estimated and interpreted: the increase in the regression model and the…

Applications · Statistics 2020-07-21 Ludwig A. Hothorn

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and…

Numerical Analysis · Mathematics 2016-07-22 Abdul-Lateef Haji-Ali , Fabio Nobile , Lorenzo Tamellini , Raul Tempone

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels

Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…

Sampling the three-dimensional (3D) spin glass -- i.e., generating equilibrium configurations of a 3D lattice with quenched random couplings -- is widely regarded as one of the central and long-standing open problems in statistical physics.…

Statistical Mechanics · Physics 2025-09-30 Tao Chen , Jing Liu , Youjin Deng , Pan Zhang

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which the probability of a connection forming is expressed as a…

Methodology · Statistics 2021-12-21 Kathryn Turnbull , Christopher Nemeth , Matthew Nunes , Tyler McCormick

Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…

Optimization and Control · Mathematics 2025-01-08 Xiaoxiao Peng , Shijie Zhou

Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…

Probability · Mathematics 2018-08-24 Garrett R. Dowdy , Paul I. Barton

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

In this review, we describe and analyze a mesoscale simulation method for fluid flow, which was introduced by Malevanets and Kapral in 1999, and is now called multi-particle collision dynamics (MPC) or stochastic rotation dynamics (SRD).…

Soft Condensed Matter · Physics 2009-11-13 G. Gompper , T. Ihle , D. M. Kroll , R. G. Winkler

Computer simulation is an important tool for scientific progress, especially when lab experiments are either extremely costly and difficult or lack the required resolution. However, all of the simulation methods come with limitations. In…

Fluid Dynamics · Physics 2023-08-04 Edward R. Smith , Panagiotis E. Theodorakis