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Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

Advances in experimental techniques allow the collection of high-resolution spatio-temporal data that track individual motile entities over time. These tracking data motivate the use of mathematical models to characterise the motion…

Data Analysis, Statistics and Probability · Physics 2025-03-30 Arianna Ceccarelli , Alexander P. Browning , Ruth E. Baker

Within a density matrix approach for nuclear many--body system, it is derived non--Markovian Langevin equations of motion for nuclear collective parameters, where memory effects are defined by memory time. The developed stochastic approach…

Nuclear Theory · Physics 2021-11-24 V. M. Kolomietz , S. V. Radionov

This paper introduces a novel methodology for the identification of switching dynamics for switched autoregressive linear models. Switching behavior is assumed to follow a Markov model. The system's outputs are contaminated by possibly…

Signal Processing · Electrical Eng. & Systems 2019-03-28 Sarah Hojjatinia , Constantino M. Lagoa

Enhanced sampling simulations make the computational study of rare events feasible. A large family of such methods crucially depends on the definition of some collective variables (CVs) that could provide a low-dimensional representation of…

Computational Physics · Physics 2026-03-03 Jintu Zhang , Luigi Bonati , Enrico Trizio , Odin Zhang , Yu Kang , TingJun Hou , Michele Parrinello

Many enhanced sampling techniques rely on the identification of a number of collective variables that describe all the slow modes of the system. By constructing a bias potential in this reduced space one is then able to sample efficiently…

Computational Physics · Physics 2019-03-05 Michele Invernizzi , Michele Parrinello

In evolving complex systems such as air traffic and social organizations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and…

Social and Information Networks · Computer Science 2017-09-21 Tiago P. Peixoto , Martin Rosvall

We are interested in risk constraints for infinite horizon discrete time Markov decision processes (MDPs). Starting with average reward MDPs, we show that increasing concave stochastic dominance constraints on the empirical distribution of…

Optimization and Control · Mathematics 2012-06-21 William B. Haskell , Rahul Jain

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…

Optimization and Control · Mathematics 2021-03-02 Wei Ni , Xiaoli Wang

The question of coarse-graining is ubiquitous in molecular dynamics. In this article, we are interested in deriving effective properties for the dynamics of a coarse-grained variable $\xi(x)$, where $x$ describes the configuration of the…

Analysis of PDEs · Mathematics 2015-05-13 Frederic Legoll , Tony Lelievre

The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…

Chaotic Dynamics · Physics 2024-11-05 Shivam Kumar , R. Misra , G. Ambika

We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP). Efficient exploration in this problem requires the agent to identify the regions in which…

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

The standard practice in modeling dynamics and optimal control of a large population, ensemble, multi-agent system represented by it's continuum density, is to model individual decision making using local feedback information. In comparison…

Optimization and Control · Mathematics 2020-09-29 Kaivlaya Bakshi , Evangelos A. Theodorou

We introduce an adaptive refinement procedure for smart, and scalable abstraction of dynamical systems. Our technique relies on partitioning the state space depending on the observation of future outputs. However, this knowledge is…

Machine Learning · Computer Science 2023-10-31 Adrien Banse , Licio Romao , Alessandro Abate , Raphaël M. Jungers

Like with most large-scale systems, the evaluation of quantitative properties of collective adaptive systems is an important issue that crosscuts all its development stages, from design (in the case of engineered systems) to runtime…

Systems and Control · Computer Science 2016-07-12 Mirco Tribastone

A major challenge for community ecology is using spatio-temporal data to infer parameters of dynamical models without conducting laborious experiments. We present a novel framework from statistical physics -- Maximum Caliber -- to…

Populations and Evolution · Quantitative Biology 2025-11-07 Zachary Jackson , Mathew A. Leibold , Robert D. Holt , BingKan Xue

In this paper, we introduce a new algorithm for rare event estimation based on adaptive importance sampling. We consider a smoothed version of the optimal importance sampling density, which is approximated by an ensemble of interacting…

Computation · Statistics 2023-04-19 Konstantin Althaus , Iason Papaioannou , Elisabeth Ullmann

Following the occurrence of an extreme natural or man-made event, community recovery management should aim at providing optimal restoration policies for a community over a planning horizon. Calculating such optimal restoration polices in…

Systems and Control · Computer Science 2019-09-16 Saeed Nozhati , Yugandhar Sarkale , Edwin K. P. Chong , Bruce R. Ellingwood
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