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We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Discrete-space kinetic models, i.e., Markov state models, have emerged as powerful tools for reducing the complexity of trajectories generated from molecular dynamics simulations. These models require configuration-space representations…

Chemical Physics · Physics 2019-01-30 Joseph F. Rudzinski , Marc Radu , Tristan Bereau

Non-linear state space models are a widely-used class of models for biological, economic, and physical processes. Fitting these models to observed data is a difficult inference problem that has no straightforward solution. We take a…

Computation · Statistics 2013-05-03 Alexander Y. Shestopaloff , Radford M. Neal

The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…

Computational Physics · Physics 2018-04-10 Boris Krasnopolsky

We adapt Vertex models to understand the physical origin of the formation of long-range ordered structures in repulsive soft particles. The model incorporates contributions from the volume and surface area of each particle. Sampling using…

Soft Condensed Matter · Physics 2022-06-28 Toluwanimi O. Bello , Sangwoo Lee , Patrick T. Underhill

Adopting a $300 \, \mu$s-long molecular dynamics (MD) trajectory of the reversible folding of villin headpiece (HP35) published by D. E. Shaw Research, we recently constructed a Markov state model (MSM) of the folding process based on…

Biological Physics · Physics 2025-10-09 Daniel Nagel , Sofia Sartore , Gerhard Stock

Mixture Markov Model (MMM) is a widely used tool to cluster sequences of events coming from a finite state-space. However the MMM likelihood being multi-modal, the challenge remains in its maximization. Although Expectation-Maximization…

Optimization and Control · Mathematics 2026-04-16 Priyam Das , Deborshee Sen , Debsurya De , Jue Hou , Zahra S. H. Abad , Nicole Kim , Zongqi Xia , Tianxi Cai

In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists of grouping states together (via a partition of the state…

Probability · Mathematics 2025-05-27 Guillaume Ballif , Laurent Pfeiffer , Jakob Ruess

Machine learning methods provide a general framework for automatically finding and representing the essential characteristics of simulation data. This task is particularly crucial in enhanced sampling simulations. There we seek a few…

Chemical Physics · Physics 2021-07-07 Jakub Rydzewski , Omar Valsson

MCMC methods (Monte Carlo Markov Chain) are a class of methods used to perform simulations per a probability distribution $P$. These methods are often used when we have difficulties to directly sample per a given probability distribution…

Methodology · Statistics 2014-01-21 Papa Ngom , Badiassiatta Don Bosco Diatta

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…

Methodology · Statistics 2022-04-05 David Gunawan , Robert Kohn , Minh Ngoc Tran

Stochastic multi-scale modeling and simulation for nonlinear thermo-mechanical problems of composite materials with complicated random microstructures remains a challenging issue. In this paper, we develop a novel statistical higher-order…

Numerical Analysis · Mathematics 2023-08-23 Hao Dong , Junzhi Cui

This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for…

Machine Learning · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Patrice Aknin , Gérard Govaert

Motivated by disease progression-related studies, we propose an estimation method for fitting general non-homogeneous multi-state Markov models. The proposal can handle many types of multi-state processes, with several states and various…

Methodology · Statistics 2024-07-22 Alessia Eletti , Giampiero Marra , Rosalba Radice

In this paper, we present a study on how to develop an efficient multiscale simulation strategy for the dynamics of chemically active systems on low-dimensional supports. Such reactions are encountered in a wide variety of situations,…

Computational Physics · Physics 2015-06-04 Giacomo Mazzi , Yannick De Decker , Giovanni Samaey

Recent advances in both theory and methods have created opportunities to simulate biomolecular processes more efficiently using adaptive ensemble simulations. Ensemble-based simulations are used widely to compute a number of individual…

Computational Engineering, Finance, and Science · Computer Science 2020-09-14 Vivek Balasubramanian , Travis Jensen , Matteo Turilli , Peter Kasson , Michael Shirts , Shantenu Jha

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

Continuous Time Markov Chains (CTMC) have been used extensively to model reliability of storage systems. While the exponentially distributed sojourn time of Markov models is widely known to be unrealistic (and it is necessary to consider…

Performance · Computer Science 2015-03-30 Prasenjit Karmakar , K. Gopinath

State-space models are ubiquitous in the statistical literature since they provide a flexible and interpretable framework for analyzing many time series. In most practical applications, the state-space model is specified through a…

Methodology · Statistics 2020-06-18 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet

Switched systems are capable of modeling processes with underlying dynamics that may change abruptly over time. To achieve accurate modeling in practice, one may need a large number of modes, but this may in turn increase the model…

Systems and Control · Electrical Eng. & Systems 2022-10-24 Zhe Du , Laura Balzano , Necmiye Ozay