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Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on…

Probability · Mathematics 2026-01-06 Carsten Hartmann , Annika Jöster , Christof Schütte , Alexander Sikorski , Marcus Weber

Understanding complex systems by inferring trajectories from sparse sample snapshots is a fundamental challenge in a wide range of domains, e.g., single-cell biology, meteorology, and economics. Despite advancements in Bridge and Flow…

Recurrent neural networks (RNNs) have led to breakthroughs in natural language processing and speech recognition, wherein hundreds of millions of people use such tools on a daily basis through smartphones, email servers and other avenues.…

Disordered Systems and Neural Networks · Physics 2020-12-02 Sun-Ting Tsai , En-Jui Kuo , Pratyush Tiwary

Marginal structural models (MSMs) are widely used in observational studies to estimate the causal effect of time-varying treatments. Despite its popularity, limited attention has been paid to summarizing the treatment history in the outcome…

Methodology · Statistics 2024-09-18 Jiewen Liu , Todd A. Miano , Stephen Griffiths , Michael G. S. Shashaty , Wei Yang

Electromagnetic transient (EMT) simulation is a crucial tool for power system dynamic analysis because of its detailed component modeling and high simulation accuracy. However, it suffers from computational burdens for large power grids…

Systems and Control · Electrical Eng. & Systems 2023-12-21 Min Xiong , Kaiyang Huang , Yang Liu , Rui Yao , Kai Sun , Feng Qiu

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

State-free reversible VAMPnets (SRVs) are a neural network-based framework capable of learning the leading eigenfunctions of the transfer operator of a dynamical system from trajectory data. In molecular dynamics simulations, these…

Biological Physics · Physics 2019-06-13 Hythem Sidky , Wei Chen , Andrew L. Ferguson

State-space models have been widely used to model the dynamics of communicable diseases in populations of interest by fitting to time-series data. Particle filters have enabled these models to incorporate stochasticity and so can better…

Applications · Statistics 2022-05-17 Conor Rosato , John Harris , Jasmina Panovska-Griffiths , Simon Maskell

We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…

Probability · Mathematics 2019-04-09 Krzysztof Bisewski , Daan Crommelin , Michel Mandjes

The general synthetic iterative scheme (GSIS) has proven its efficacy in modeling rarefied gas dynamics, where the steady-state solutions are obtained after dozens of iterations of the Boltzmann equation, with minimal numerical dissipation…

Computational Physics · Physics 2024-07-10 Liyan Luo , Lei Wu

We derive a novel efficient scheme to measure the rate constant of transitions between stable states separated by high free energy barriers in a complex environment within the framework of transition path sampling. The method is based on…

Statistical Mechanics · Physics 2009-11-07 Titus S. van Erp , Daniele Moroni , Peter G. Bolhuis

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

We present a method to sample reactive pathways via biased molecular dynamics simulations in trajectory space. We show that the use of enhanced sampling techniques enables unconstrained exploration of multiple reaction routes. Time…

Computational Physics · Physics 2020-07-15 Davide Mandelli , Barak Hirshberg , Michele Parrinello

One of the most widely used samplers in practice is the component-wise Metropolis-Hastings (CMH) sampler that updates in turn the components of a vector valued Markov chain using accept-reject moves generated from a proposal distribution.…

Computation · Statistics 2017-03-22 Jinyoung Yang , Evgeny Levi , Radu V. Craiu , Jeffrey S. Rosenthal

Marginal structural models (MSMs) are often used to estimate causal effects of treatments on survival time outcomes from observational data when time-dependent confounding may be present. They can be fitted using, e.g., inverse probability…

Methodology · Statistics 2023-12-27 Shaun R Seaman , Ruth H Keogh

Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…

Statistical Mechanics · Physics 2018-12-10 M. Laleman , E. Carlon , H. Orland

We propose a new, nonparametric approach to learning and representing transition dynamics in Markov decision processes (MDPs), which can be combined easily with dynamic programming methods for policy optimisation and value estimation. This…

Machine Learning · Computer Science 2012-06-22 Steffen Grunewalder , Guy Lever , Luca Baldassarre , Massi Pontil , Arthur Gretton

Spatiotemporal data mining (STDM) has a wide range of applications in various complex physical systems (CPS), i.e., transportation, manufacturing, healthcare, etc. Among all the proposed methods, the Convolutional Long Short-Term Memory…

Machine Learning · Computer Science 2025-11-19 Junfeng Wu , Hadjer Benmeziane , Kaoutar El Maghraoui , Liu Liu , Yinan Wang

Markov state models (MSMs) are widely employed to analyze the kinetics of complex systems. But despite their effectiveness in many applications, MSMs are prone to systematic or statistical errors, often exacerbated by suboptimal…

Data Analysis, Statistics and Probability · Physics 2025-08-12 Yehor Tuchkov , Luke Evans , Sonya M. Hanson , Erik H. Thiede

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel