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The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

Machine Learning · Statistics 2016-08-16 Marco Fraccaro , Ulrich Paquet , Ole Winther

We introduce an ensemble Markov chain Monte Carlo approach to sampling from a probability density with known likelihood. This method upgrades an underlying Markov chain by allowing an ensemble of such chains to interact via a process in…

Computation · Statistics 2021-06-08 Michael Lindsey , Jonathan Weare , Anna Zhang

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

We study Markov Chain Monte Carlo (MCMC) methods operating in primary sample space and their interactions with multiple sampling techniques. We observe that incorporating the sampling technique into the state of the Markov Chain, as done in…

Graphics · Computer Science 2017-04-25 Benedikt Bitterli , Wenzel Jakob , Jan Novák , Wojciech Jarosz

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

We introduce a simple enhanced sampling approach for the calculation of free energy differences and barriers along a one-dimensional reaction coordinate. First, a small number of short nonequilibrium simulations are carried out along the…

Chemical Physics · Physics 2021-11-03 Kristof M. Bal

The Markov Chain Monte Carlo (MCMC) methods are popular when considering sampling from a high-dimensional random variable $\mathbf{x}$ with possibly unnormalised probability density $p$ and observed data $\mathbf{d}$. However, MCMC requires…

Computation · Statistics 2020-03-11 Haoyun Ying , Keheng Mao , Klaus Mosegaard

Probability measures supported on submanifolds can be sampled by adding an extra momentum variable to the state of the system, and discretizing the associated Hamiltonian dynamics with some stochastic perturbation in the extra variable. In…

Numerical Analysis · Mathematics 2019-10-15 Tony Lelièvre , Mathias Rousset , Gabriel Stoltz

Metadynamics is an enhanced sampling method of great popularity, based on the on-the-fly construction of a bias potential that is function of a selected number of collective variables. We propose here a change in perspective that shifts the…

Computational Physics · Physics 2020-03-24 Michele Invernizzi , Michele Parrinello

We propose an efficient novel path sampling-based framework designed to accelerate the investigation of rare events in complex molecular systems. A key innovation is the shift from sampling restricted path ensemble distributions, as in…

Chemical Physics · Physics 2025-03-28 Gianmarco Lazzeri , Peter G. Bolhuis , Roberto Covino

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…

Computation · Statistics 2020-09-02 Yuling Yao , Collin Cademartori , Aki Vehtari , Andrew Gelman

There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be…

Computation · Statistics 2020-05-12 Samuel Livingstone , Giacomo Zanella

We introduce a straightforward, single-ensemble, path sampling approach to calculate free energy differences based on Jarzynski's relation. For a two-dimensional ``toy'' test system, the new (minimally optimized) method performs roughly one…

Computational Physics · Physics 2009-11-10 F. Marty Ytreberg , Daniel M. Zuckerman

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

This article develops a general-purpose adaptive sampler that approximates the target density by a mixture of multivariate t densities. The adaptive sampler is based on reversible proposal distributions each of which has the mixture of…

Methodology · Statistics 2013-08-22 Minh-Ngoc Tran , Michael K. Pitt , Robert Kohn

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

Methodology · Statistics 2009-07-31 Miquel Trias , Alberto Vecchio , John Veitch

The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on…

Methodology · Statistics 2013-10-14 S. Pandolfi , F. Bartolucci , N. Friel

Learning to sample from complex unnormalized distributions is a fundamental challenge in computational physics and machine learning. While score-based and variational methods have achieved success in continuous domains, extending them to…

Machine Learning · Statistics 2026-03-11 Lei Li , Zhen Wang , Lishuo Zhang