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We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…

Methodology · Statistics 2014-02-24 Anurag Ghosh , Soumalya Mukhopadhyay , Sandipan Roy , Sourabh Bhattacharya

Markov chains are simple yet powerful mathematical structures to model temporally dependent processes. They generally assume stationary data, i.e., fixed transition probabilities between observations/states. However, live, real-world…

Machine Learning · Computer Science 2024-11-27 Kutalmış Coşkun , Borahan Tümer , Bjarne C. Hiller , Martin Becker

Only a small fraction of the data generated in state-of-the-art all-atom multi-microsecond molecular dynamics (MD) simulations is typically analyzed. With femtosecond integration steps, microsecond simulations generate billions of time…

Recent advances in quantum technologies and related experiments have created a need for highly accurate, versatile, and computationally efficient simulation techniques for the dynamics of open quantum systems. Long-lived correlation effects…

Quantum Physics · Physics 2026-01-09 Meng Xu , Vasilii Vadimov , J. T. Stockburger , J. Ankerhold

Translating the complex, multi-dimensional data from simulations of biomolecules to intuitive knowledge is a major challenge in computational chemistry and biology. The so-called "free energy landscape" is amongst the most fundamental…

Human-Computer Interaction · Computer Science 2018-03-16 Robert E. Arbon , Alex J. Jones , Lars A. Bratholm , Tom Mitchell , David R. Glowacki

BosonSampling is a well-defined scheme for demonstrating quantum supremacy with photons in near term. Although relying only on multi-photon interference in nonadaptive linear-optical networks, it is hard to simulate classically. Here we…

Quantum Physics · Physics 2019-09-06 He-Liang Huang , Wan-Su Bao , Chu Guo

Many systems are partially stochastic in nature. We have derived data driven approaches for extracting stochastic state machines (Markov models) directly from observed data. This chapter provides an overview of our approach with numerous…

Cryptography and Security · Computer Science 2018-06-26 Richard R. Brooks , Lu Yu , Yu Fu , Guthrie Cordone , Jon Oakley , Xingsi Zhong

Markov jump processes are continuous-time stochastic processes with a wide range of applications in both natural and social sciences. Despite their widespread use, inference in these models is highly non-trivial and typically proceeds via…

Machine Learning · Computer Science 2023-06-01 Patrick Seifner , Ramses J. Sanchez

We analyze a non-Markovian mean field interacting spin system, related to the Curie--Weiss model. We relax the Markovianity assumption by replacing the memoryless distribution of the waiting times of a classical spin-flip dynamics with a…

Probability · Mathematics 2019-11-14 Paolo Dai Pra , Marco Formentin , Guglielmo Pelino

Molecular dynamics (MD) simulation is a widely used technique to simulate molecular systems, most commonly at the all-atom resolution where equations of motion are integrated with timesteps on the order of femtoseconds…

Markov models are often used to capture the temporal patterns of sequential data for statistical learning applications. While the Hidden Markov modeling-based learning mechanisms are well studied in literature, we analyze a…

Machine Learning · Statistics 2021-03-25 Devesh K. Jha

The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…

Chemical Physics · Physics 2015-09-28 A. N. Gorban , V. N. Kolokoltsov

Conventional molecular dynamics simulations macromolecules require long computational times because the most interesting motions are very slow compared with the fast oscillations of bond lengths and bond angles that limit the integration…

Chemical Physics · Physics 2008-02-03 Alexey K. Mazur

Molecular dynamics is one of the most commonly used approaches for studying the dynamics and statistical distributions of many physical, chemical, and biological systems using atomistic or coarse-grained models. It is often the case,…

Computational Physics · Physics 2015-06-16 Ben Leimkuhler , Daniel T. Margul , Mark E. Tuckerman

This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of interest. Methods from Markov decision…

Other Statistics · Statistics 2018-01-31 Leifur Thorbergsson , Giles Hooker

Molecular Dynamics (MD) simulations are essential for understanding the atomic-level behavior of molecular systems, giving insights into their transitions and interactions. However, classical MD techniques are limited by the trade-off…

Biomolecules · Quantitative Biology 2026-04-21 Ziyang Yu , Wenbing Huang , Yang Liu

In this work, we generalize the concept of bisimulation metric in order to metrize the behaviour of continuous-time processes. Similarly to what is done for discrete-time systems, we follow two approaches and show that they coincide: as a…

Logic in Computer Science · Computer Science 2025-01-23 Linan Chen , Florence Clerc , Prakash Panangaden

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

Numerical Analysis · Mathematics 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

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

A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…

Probability · Mathematics 2011-06-17 Amarjit Budhiraja , Pierre Del Moral , Sylvain Rubenthaler
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