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We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…

Other Condensed Matter · Physics 2007-05-23 Helmut G. Katzgraber , Simon Trebst , David A. Huse , Matthias Troyer

Transition path sampling is a method for estimating the rates of rare events in molecular systems based on the gradual transformation of a path distribution containing a small fraction of reactive trajectories into a biased distribution in…

Statistical Mechanics · Physics 2015-10-28 Pierre Terrier , Mihai-Cosmin Marinica , Manuel Athènes

In this paper we compute and analyse the transition rates and duration of reactive trajectories of the stochastic 1-D Allen-Cahn equations for both the Freidlin-Wentzell regime (weak noise or temperature limit) and finite-amplitude white…

Fluid Dynamics · Physics 2015-12-04 Joran Rolland , Freddy Bouchet , Eric Simonnet

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

Machine Learning · Computer Science 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel

This paper offers a formal framework for the rare collision risk estimation of autonomous vehicles (AVs) with multi-agent situation awareness, affected by different sources of noise in a complex dynamic environment. In our proposed setting,…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Mahdieh Zaker , Henk A. P. Blom , Sadegh Soudjani , Abolfazl Lavaei

We introduce a new Forward-Flux Sampling in Time (FFST) algorithm to efficiently measure transition times in rare-event processes in non-equilibrium systems, and apply it to study the first-order (discontinuous) kinetic transition in the…

Statistical Mechanics · Physics 2015-05-19 David A. Adams , Robert M. Ziff , Leonard M. Sander

One potential future for the next generation of smart grids is the use of decentralized optimization algorithms and secured communications for coordinating renewable generation (e.g., wind/solar), dispatchable devices (e.g.,…

Systems and Control · Electrical Eng. & Systems 2023-01-24 Terrence W. K. Mak , Minas Chatzos , Mathieu Tanneau , Pascal Van Hentenryck

Continuous casting is a widely adopted process in the steel industry, where maintaining high steel quality is paramount. Efficient prediction of grade intermixing during ladle changeover operations is critical for maintaining steel quality…

Traversing narrow gates presents a significant challenge and has become a standard benchmark for evaluating agile and precise quadrotor flight. Traditional modularized autonomous flight stacks require extensive design and parameter tuning,…

Robotics · Computer Science 2026-03-06 Tianchen Sun , Bingheng Wang , Nuthasith Gerdpratoom , Longbin Tang , Yichao Gao , Lin Zhao

Particle splitting methods are considered for the estimation of rare events. The probability of interest is that a Markov process first enters a set $B$ before another set $A$, and it is assumed that this probability satisfies a large…

Probability · Mathematics 2007-11-14 Thomas Dean , Paul Dupuis

Anomaly prediction (AP) in multivariate time series (MTS) is crucial to ensure system dependability. Existing methods either focus solely on whether an anomaly is imminent without providing precise predictions for the future anomaly, or…

Machine Learning · Computer Science 2026-01-13 PengYu Chen , Xiaohou Shi , Yuan Chang , Yan Sun , Sajal K. Das

The statistical characteristics of instance-label pairs often change with time in practical scenarios of supervised classification. Conventional learning techniques adapt to such concept drift accounting for a scalar rate of change by means…

Machine Learning · Statistics 2022-06-01 Verónica Álvarez , Santiago Mazuelas , Jose A. Lozano

We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

Tilted (entropic) risk, obtained by applying a log-exponential transform to a base loss, is a well established tool in statistics and machine learning for emphasizing rare or high loss events while retaining a tractable optimization…

Machine Learning · Computer Science 2025-12-04 Vahid R. Ramezani , Benjamin Englard

Here we present a combinatorial decision problem, inspired by the celebrated quiz show called the countdown, that involves the computation of a given target number T from a set of k randomly chosen integers along with a set of arithmetic…

Statistical Mechanics · Physics 2015-06-05 Lucas Lacasa , Bartolo Luque

This paper proposes a novel higher-order multi-scale (HOMS) computational method, which is highly targeted for efficient, high-accuracy and low-computational-cost simulation of hygro-thermo-mechanical (H-T-M) coupling problems in…

Numerical Analysis · Mathematics 2025-12-11 Hao Dong , Yifei Ding , Jiale Linghu , Yufeng Nie , Yaochuang Han

Forecasting atmospheric flows with traditional discretization methods, also called full order methods (e.g., finite element methods or finite volume methods), is computationally expensive. We propose to reduce the computational cost with a…

Numerical Analysis · Mathematics 2025-04-03 Arash Hajisharifi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

Interpretable reaction coordinates are essential for understanding rare conformational transitions in molecular dynamics. The Atomistic Mechanism Of Rare Events in Molecular Dynamics (AMORE-MD) framework enhances interpretability of…

Chemical Physics · Physics 2026-02-27 Jakob J. Kresse , Alexander Sikorski , Marcus Weber

Rare events arising in nonlinear atmospheric dynamics remain hard to predict and attribute. We address the problem of forecasting rare events in a prototypical example, Sudden Stratospheric Warmings (SSWs). Approximately once every other…

Atmospheric and Oceanic Physics · Physics 2021-12-15 Justin Finkel , Robert J. Webber , Dorian S. Abbot , Edwin P. Gerber , Jonathan Weare

We investigate ocean circulation changes through the lens of data assimilation using a reduced-order model. Our primary interest lies in the Stommel box model which reveals itself to be one of the most practicable models that has the…

Dynamical Systems · Mathematics 2024-09-17 Nathaniel Smith , Anvaya Shiney-Ajay , Emmanuel Fleurantin , Ivo Pasmans