Related papers: Eigenvalue distribution from bootstrap estimates
We propose a formulation of adaptive computation of free energy differences, in the ABF or nonequilibrium metadynamics spirit, using conditional distributions of samples of configurations which evolve in time. This allows to present a truly…
A methodology for calculating the contribution of charged defects to the configurational free energy of an ionic crystal is introduced. The temperature-independent Wang-Landau Monte Carlo technique is applied to a simple model of a solid…
Computing the equilibrium properties of complex systems, such as free energy differences, is often hampered by rare events in the dynamics. Enhanced sampling methods may be used in order to speed up sampling by, for example, using high…
Because of their multimodality, mixture posterior distributions are difficult to sample with standard Markov chain Monte Carlo (MCMC) methods. We propose a strategy to enhance the sampling of MCMC in this context, using a biasing procedure…
The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…
We present detailed computations of the 'at least finite' terms (three dominant orders) of the free energy in a one-cut matrix model with a hard edge a, in beta-ensembles, with any polynomial potential. beta is a positive number, so not…
In this thesis we examine methodologies for determining free energy differences (FEDs) of phases via Monte Carlo simulation. We identify and address three generic issues that arise in FED calculations; the choice of representation, the…
The bootstrap variance estimate is widely used in semiparametric inferences. However, its theoretical validity is a well known open problem. In this paper, we provide a {\em first} theoretical study on the bootstrap moment estimates in…
Mack's distribution-free chain ladder reserving model belongs to the most popular approaches in non-life insurance mathematics. Proposed to determine the first two moments of the reserve, it does not allow to identify the whole distribution…
Thermodynamics of the XXX Heisenberg model is studied. The trace of the Boltzmann weight with respect to the Hilbert space is taken in the thermodynamic limit with the number of up-spins being fixed. The expression of the trace gives an…
Ensuring a satisfactory statistical convergence of anharmonic thermodynamic properties requires sampling of many atomic configurations, however the methods to obtain those necessarily produce correlated samples, thereby reducing the…
Bootstrapping is often applied to get confidence limits for semiparametric inference of a target parameter in the presence of nuisance parameters. Bootstrapping with replacement can be computationally expensive and problematic when…
Estimating free energy differences, an important problem in computational drug discovery and in a wide range of other application areas, commonly involves a computationally intensive process of sampling a family of high-dimensional…
In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…
We solve the random energy model when the energies of the configurations take only integer values. In the thermodynamic limit, the average overlaps remain size dependent and oscillate as the system size increases. While the extensive part…
Molecular dynamics is a powerful tool for studying the thermodynamics and kinetics of complex molecular events. However, these simulations can rarely sample the required time scales in practice. Transition path sampling overcomes this…
We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…
We derive the distribution of the eigenvalues of a large sample covariance matrix when the data is dependent in time. More precisely, the dependence for each variable $i=1,...,p$ is modelled as a linear process…
The proposed method of the free energy calculation is based on the approximation of the energy distribution in the microcanonical ensemble by the Gaussian distribution. We hope that our approach will be effective for the systems with…
The Bayesian expected power (BEP) has become increasingly popular in sample size determination and assessment of the probability of success (POS) for a future trial. The BEP takes into consideration the uncertainty around the parameters…