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Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often…

Computation · Statistics 2019-02-28 Kaspar Märtens , Michalis K Titsias , Christopher Yau

The data torrent unleashed by current and upcoming astronomical surveys demands scalable analysis methods. Many machine learning approaches scale well, but separating the instrument measurement from the physical effects of interest, dealing…

Computation · Statistics 2023-04-19 Johannes Buchner

Strongly first-order phase transitions, i.e., those with a large order parameter, are characterized by a considerable supercooling and high velocities of phase transition fronts. A very strong phase transition may have important…

Cosmology and Nongalactic Astrophysics · Physics 2017-04-26 Ariel Megevand , Santiago Ramirez

A generalization of the microcanonical ensemble suggests a simple strategy for the simulation of first order phase transitions. At variance with flat-histogram methods, there is no iterative parameters optimization, nor long waits for…

Statistical Mechanics · Physics 2008-11-26 V. Martin-Mayor

We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…

Chemical Physics · Physics 2023-02-09 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

Many socio-economical critical domains (such as sustainability, public health, and disasters) are characterized by highly complex and dynamic systems, requiring data and model-driven simulations to support decision-making. Due to a large…

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

In complex systems with many degrees of freedom such as peptides and proteins there exist a huge number of local-minimum-energy states. Conventional simulations in the canonical ensemble are of little use, because they tend to get trapped…

Statistical Mechanics · Physics 2007-05-23 Ayori Mitsutake , Yuji Sugita , Yuko Okamoto

Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…

We present a novel Ensemble Monte Carlo Growth method to sample the equilibrium thermodynamic properties of random chains. The method is based on the multicanonical technique of computing the density of states in the energy space. Such a…

Statistical Mechanics · Physics 2020-03-04 Graziano Vernizzi , Trung Dac Nguyen , Henri Orland , Monica Olvera de la Cruz

We describe a Monte Carlo scheme for the grand canonical simulation study of fluid phase equilibria in highly size-asymmetrical binary mixtures. The method utilizes an expanded ensemble in which the insertion and deletion of large particles…

Soft Condensed Matter · Physics 2015-05-18 Douglas J. Ashton , Nigel B. Wilding

Computer simulations of first-order phase transitions using standard toroidal boundary conditions are generally hampered by exponential slowing down. This is partly due to interface formation, and partly due to shape transitions. The latter…

Soft Condensed Matter · Physics 2010-12-01 T. Fischer , R. L. C. Vink

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

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

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 determination of efficient collective variables is crucial to the success of many enhanced sampling methods. As inspired by previous discrimination approaches, we first collect a set of data from the different metastable basins. The…

Computational Physics · Physics 2026-03-03 Enrico Trizio , Michele Parrinello

In recent years, several ensemble-based filtering methods have been proposed and studied. The main challenge in such procedures is the updating of a prior ensemble to a posterior ensemble at every step of the filtering recursions. In the…

Methodology · Statistics 2019-04-11 Margrethe Kvale Loe , Håkon Tjelmeland

Bubbly flows, as present in bubble column reactors, can be simulated using a variety of simulation techniques. In order to gain high resolution CFD methods are used to simulate a pseudo 2D bubble column using EL and EE techniques. The…

Fluid Dynamics · Physics 2017-06-20 Andreas Weber , Hans-Jörg Bart

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…

Statistical Mechanics · Physics 2011-08-20 Wolfhard Janke , Elmar Bittner

The unconstrained ensemble describes completely open systems in which energy, volume and number of particles fluctuate. Here we show that not only equilibrium states can exist in this ensemble, but also that completely open systems can…

Statistical Mechanics · Physics 2021-04-14 Alessandro Campa , Lapo Casetti , Ivan Latella , Stefano Ruffo