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Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…

Discrete Mathematics · Computer Science 2016-07-20 Nayantara Bhatnagar , Dana Randall

This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…

Optimization and Control · Mathematics 2014-01-22 Zhixin Yang , G. Yin , Le Yi Wang , Hongwei Zhang

Reconstructing 4D or 6D phase space distributions from 1D or 2D measurements is a challenging inverse problem encountered in particle accelerators. Entropy maximization is an established method to incorporate prior information in the…

Accelerator Physics · Physics 2025-08-18 Austin Hoover

Clustering is the propensity of nodes that share a common neighbour to be connected. It is ubiquitous in many networks but poses many modelling challenges. Clustering typically manifests itself by a higher than expected frequency of…

Dynamical Systems · Mathematics 2016-01-07 Martin Ritchie , Luc Berthouze , Istvan Z. Kiss

Flow of particles of two different species through a narrow channel with solely two discrete spatial positions is analyzed with respect to the species' capability to cooperate or compete for transport. In contrast to mean field approaches,…

Soft Condensed Matter · Physics 2017-12-13 Wolfgang Rudolf Bauer

The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…

Soft Condensed Matter · Physics 2009-08-12 Hauke Hinsch , Erwin Frey

Finite order Markov models are theoretically well-studied models for dependent discrete data. Despite their generality, application in empirical work when the order is large is rare. Practitioners avoid using higher order Markov models…

Statistics Theory · Mathematics 2023-03-06 Guilherme Ost , Daniel Takahashi

The confinement of elementary excitations induces distinctive features in the non-equilibrium quench dynamics. One of the most remarkable is the suppression of entanglement entropy which in several instances turns out to oscillate rather…

Statistical Mechanics · Physics 2022-03-17 Stefano Scopa , Pasquale Calabrese , Alvise Bastianello

Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or…

We compare convergence rates of Metropolis--Hastings chains to multi-modal target distributions when the proposal distributions can be of ``local'' and ``small world'' type. In particular, we show that by adding occasional long-range jumps…

Probability · Mathematics 2007-05-23 Yongtao Guan , Stephen M. Krone

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

In this work, we consider the problem of mode clustering in Markov jump models. This model class consists of multiple dynamical modes with a switching sequence that determines how the system switches between them over time. Under different…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Zhe Du , Necmiye Ozay , Laura Balzano

This review describes the development and applications of multi-chain coarse-grained simulations for entangled polymer dynamics. The mean-field tube model has long served as the standard paradigm for describing the many-body entanglement…

Soft Condensed Matter · Physics 2026-03-31 Yuichi Masubuchi

We study a class of Markov chains that describe reversible stochastic dynamics of a large class of disordered mean field models at low temperatures. Our main purpose is to give a precise relation between the metastable time scales in the…

Disordered Systems and Neural Networks · Physics 2016-08-31 A. Bovier , M. Eckhoff , V. Gayrard , M. Klein

Polymer melts undergoing large deformation by uniaxial elongation are studied by molecular dynamics simulations of bead-spring chains in melts. Applying a primitive path analysis to strongly deformed polymer melts, the role of topological…

Soft Condensed Matter · Physics 2019-09-11 Hsiao-Ping Hsu , Kurt Kremer

Maximum entropy distributions with discrete support in $m$ dimensions arise in machine learning, statistics, information theory, and theoretical computer science. While structural and computational properties of max-entropy distributions…

Data Structures and Algorithms · Computer Science 2019-06-04 Damian Straszak , Nisheeth K. Vishnoi

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…

Statistical Mechanics · Physics 2013-05-30 Ian J. Ford , Richard E. Spinney

We prove an inequality on decision trees on monotonic measures which generalizes the OSSS inequality on product spaces. As an application, we use this inequality to prove a number of new results on lattice spin models and their…

Probability · Mathematics 2018-12-27 Hugo Duminil-Copin , Aran Raoufi , Vincent Tassion