Related papers: Transition Path Sampling with Boltzmann Generator-…
Many machine learning applications require operating on a spatially distributed dataset. Despite technological advances, privacy considerations and communication constraints may prevent gathering the entire dataset in a central unit. In…
Due to the time scale problem, rare events are not accessible by straight forward molecular dynamics. The presence of multiple reaction channels complicates the problem even further. The feasibility of the standard free energy based methods…
In this paper, we consider the Markov-Chain Monte Carlo (MCMC) approach for random sampling of combinatorial objects. The running time of such an algorithm depends on the total mixing time of the underlying Markov chain and is unknown in…
The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…
A conserved lattice gas with random neighbor hopping of active particles is introduced which exhibits a continuous phase transition from an active state to an absorbing non-active state. Since the randomness of the particle hopping breaks…
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…
Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…
Gibbs sampling is one of the most commonly used Markov Chain Monte Carlo (MCMC) algorithms due to its simplicity and efficiency. It cycles through the latent variables, sampling each one from its distribution conditional on the current…
Hamiltonian Monte Carlo (HMC) is a state-of-the-art Markov chain Monte Carlo sampling algorithm for drawing samples from smooth probability densities over continuous spaces. We study the variant most widely used in practice, Metropolized…
We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of…
We describe in detail a recently proposed lattice-Boltzmann model for simulating flows with multiple phases and components. In particular, the focus is on the modeling of one-component fluid systems which obey non-ideal gas equations of…
A Kernel Adaptive Metropolis-Hastings algorithm is introduced, for the purpose of sampling from a target distribution with strongly nonlinear support. The algorithm embeds the trajectory of the Markov chain into a reproducing kernel Hilbert…
The sampling of Boltzmann distributions by stochastic Markov processes, can be strongly limited by the crossing time of high (free) energy barriers. As a result, the system may stay trapped in metastable states, and the relaxation time to…
Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…
Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…
The traffic of molecular motors through open tube-like compartments is studied using lattice models. These models exhibit boundary-induced phase transitions related to those of the asymmetric simple exclusion process (ASEP) in one…
Recent advances have allowed to tackle path-space probabilistic representations of mesoscopic Boltzmann transport nonlinearly coupled to a sub-model of the force-field by step forward approaches in terms of continuous branching stochastic…
We present a study on using Markov Chain Monte Carlo (MCMC) techniques to explore the high-dimensional and multi-modal phase space of scattering events at high-energy particle colliders. To this end, we combine the BAT.jl package that…
We study rare transitions in Markovian open quantum systems driven with Gaussian noise, applying transition path and interface sampling methods to trajectories generated by stochastic Schr\"odinger dynamics. Interface and path sampling…
Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…