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Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…

Optimization and Control · Mathematics 2015-06-11 Carsten Hartmann , Christof Schütte

Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…

Atmospheric and Oceanic Physics · Physics 2026-04-14 Justin Finkel , Paul A. O'Gorman

Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…

Statistical Mechanics · Physics 2020-02-26 Sarwar Hussain , Amir Haji-Akbari

Rare events play a crucial role in many physics, chemistry, and biology phenomena, when they change the structure of the system, for instance in the case of multistability, or when they have a huge impact. Rare event algorithms have been…

Dynamical Systems · Mathematics 2022-08-24 Dario Lucente , Joran Rolland , Corentin Herbert , Freddy Bouchet

We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…

Probability · Mathematics 2025-09-19 Yanglei Song , Georgios Fellouris

In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…

Numerical Analysis · Mathematics 2023-12-13 Daniel Elfverson , Robert Scheichl , Simon Weissmann , F. Alejandro DiazDelaO

A composite likelihood is an inference function derived by multiplying a set of likelihood components. This approach provides a flexible framework for drawing inference when the likelihood function of a statistical model is computationally…

Methodology · Statistics 2024-12-10 Giuseppe Alfonzetti , Ruggero Bellio , Yunxiao Chen , Irini Moustaki

Improving Importance Sampling estimators for rare event probabilities requires sharp approx- imations of the optimal density leading to a nearly zero-variance estimator. This paper presents a new way to handle the estimation of the…

Statistics Theory · Mathematics 2014-01-15 Virgile Caron

The rare-event sampling problem has long been the central limiting factor in molecular dynamics (MD), especially in biomolecular simulation. Recently, diffusion models such as BioEmu have emerged as powerful equilibrium samplers that…

A popular way to accelerate the sampling of rare events in molecular dynamics simulations is to introduce a potential that increases the fluctuations of selected collective variables. For this strategy to be successful, it is critical to…

Computational Physics · Physics 2021-01-19 Luigi Bonati

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

A common problem that affects simulations of complex systems within the computational physics and chemistry communities is the so-called sampling problem or rare event problem where proper sampling of energy landscapes is impeded by the…

Computational Physics · Physics 2023-03-06 Benjamin Pampel , Simon Holbach , Lisa Hartung , Omar Valsson

This contribution introduces a neural-network-based approach to discover meaningful transition pathways underlying complex biomolecular transformations in coherence with the committor function. The proposed path-committor-consistent…

In this paper we develop a methodology that we call split sampling methods to estimate high dimensional expectations and rare event probabilities. Split sampling uses an auxiliary variable MCMC simulation and expresses the expectation of…

Computation · Statistics 2013-11-04 John R. Birge , Changgee Chang , Nicholas G. Polson

In this work, we introduce a new acquisition function for sequential sampling to efficiently quantify rare-event statistics of an input-to-response (ItR) system with given input probability and expensive function evaluations. Our…

Robotics · Computer Science 2023-10-24 Xianliang Gong , Yulin Pan

Digital monitoring studies collect real-time high frequency data via mobile sensors in the subjects' natural environment. This data can be used to model the impact of changes in physiology on recurrent event outcomes such as smoking, drug…

Methodology · Statistics 2022-04-15 Walter Dempsey

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal…

Optimization and Control · Mathematics 2023-10-05 Enric Ribera Borrell , Jannes Quer , Lorenz Richter , Christof Schütte

Importance sampling is a rare event simulation technique used in Monte Carlo simulations to bias the sampling distribution towards the rare event of interest. By assigning appropriate weights to sampled points, importance sampling allows…

From Physics and Biology to Seismology and Economics, the behaviour of countless systems is determined by impactful yet unlikely transitions between metastable states known as \emph{rare events}, the study of which is essential for…

Computational Physics · Physics 2025-07-22 Solomon Asghar , Qing-Xiang Pei , Giorgio Volpe , Ran Ni

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