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Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…

Data Analysis, Statistics and Probability · Physics 2020-07-01 Zofia Trstanova , Ben Leimkuhler , Tony Lelièvre

Markov jump processes and continuous time Bayesian networks are important classes of continuous time dynamical systems. In this paper, we tackle the problem of inferring unobserved paths in these models by introducing a fast auxiliary…

Methodology · Statistics 2012-02-20 Vinayak Rao , Yee Whye Teh

Efficient sampling from the Boltzmann distribution given its energy function is a key challenge for modeling complex physical systems such as molecules. Boltzmann Generators address this problem by leveraging continuous normalizing flows to…

Machine Learning · Computer Science 2025-10-17 Rishal Aggarwal , Jacky Chen , Nicholas M. Boffi , David Ryan Koes

Boltzmann Generators have emerged as a promising machine learning tool for generating samples from equilibrium distributions of molecular systems using Normalizing Flows and importance weighting. Recently, Flow Matching has helped speed up…

Machine Learning · Statistics 2025-10-21 Lorenz Vaitl , Leon Klein

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

Many recent Markov chain Monte Carlo (MCMC) samplers leverage continuous dynamics to define a transition kernel that efficiently explores a target distribution. In tandem, a focus has been on devising scalable variants that subsample the…

Statistics Theory · Mathematics 2015-11-03 Yi-An Ma , Tianqi Chen , Emily B. Fox

Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

We extend Monte Carlo samplers based on piecewise deterministic Markov processes (PDMP samplers) by formally defining different boundary conditions such as sticky floors, soft and hard walls and teleportation portals. This allows PDMP…

Computation · Statistics 2023-03-15 Joris Bierkens , Sebastiano Grazzi , Gareth Roberts , Moritz Schauer

Markov Chain Monte Carlo (MCMC) is a powerful method for drawing samples from non-standard probability distributions and is utilized across many fields and disciplines. Methods such as Metropolis-Adjusted Langevin (MALA) and Hamiltonian…

Computation · Statistics 2024-10-28 Lee Devlin , Paul Horridge , Peter L. Green , Simon Maskell

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

To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…

Biological Physics · Physics 2021-03-22 Le Qiao , Maxime Ignacio , Gary W. Slater

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Strongly Correlated Electrons · Physics 2019-07-31 Shaozhi Li , Philip M. Dee , Ehsan Khatami , Steven Johnston

The accurate prediction of phase diagrams is of central importance for both the fundamental understanding of materials as well as for technological applications in material sciences. However, the computational prediction of the relative…

Statistical Mechanics · Physics 2024-11-26 Maximilian Schebek , Michele Invernizzi , Frank Noé , Jutta Rogal

A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-reversible, can mix better than standard MCMC algorithms, and…

Computation · Statistics 2020-10-23 Augustin Chevallier , Paul Fearnhead , Matthew Sutton

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

Identifying and characterizing mutational paths is an important issue in evolutionary biology and in bioengineering. We here introduce a generic description of mutational paths in terms of the goodness of sequences and of the mutational…

Biomolecules · Quantitative Biology 2023-03-29 Eugenio Mauri , Simona Cocco , Rémi Monasson

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

We explore a general framework in Markov chain Monte Carlo (MCMC) sampling where sequential proposals are tried as a candidate for the next state of the Markov chain. This sequential-proposal framework can be applied to various existing…

Computation · Statistics 2019-08-21 Joonha Park , Yves F. Atchadé

A state-space model is a time-series model that has an unobserved latent process from which we take noisy measurements over time. The observations are conditionally independent given the latent process and the latent process itself is…

Methodology · Statistics 2025-10-07 Paul Fearnhead , Chris Sherlock