Related papers: Metropolis Importance Sampling for Rugged Dynamica…
This study performs parameter inference in a partial differential equations system of pulmonary circulation. We use a fluid dynamics network model that takes selected parameter values and mimics the behaviour of the pulmonary haemodynamics…
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…
The most efficient weights for Markov chain Monte Carlo calculations of physical observables are not necessarily those of the canonical ensemble. Generalized ensembles, which do not exist in nature but can be simulated on computers, lead…
Atomic diffusion in solids is an important process in various phenomena. However, atomistic simulations of diffusion processes are confronted with the timescale problem: the accessible simulation time is usually far shorter than that of…
Normalizing flows are diffeomorphic, typically dimension-preserving, models trained using the likelihood of the model. We use the SurVAE framework to construct dimension reducing surjective flows via a new layer, known as the funnel. We…
Recovering unbiased kinetic and thermodynamic observables from the enhanced sampling simulations is a central challenge in rare-event sampling. Classical Girsanov Reweighting (GR) offers a principled solution by yielding exact pathwise…
We propose a new class of phenomenological models for dynamic glass transitions. The system consists of an ensemble of mesoscopic regions to which local energies are allocated. At each time step, a region is randomly chosen and a new local…
The reactivity of fusion plasma depends not only on its local density and temperature but also, through a recently identified kinetic effect, on the relative velocities of nearby fluid elements. Turbulence on fine spatial scales therefore…
Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased stochastic approximation…
Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…
This paper presents an enhanced adaptive random Fourier features (ARFF) training algorithm for shallow neural networks, building upon the work introduced in "Adaptive Random Fourier Features with Metropolis Sampling", Kammonen et al.,…
A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…
Balancing covariates is critical for credible and efficient randomized experiments. Rerandomization addresses this by repeatedly generating treatment assignments until covariate balance meets a prespecified threshold. By shrinking this…
This short note is a self-contained and basic introduction to the Metropolis-Hastings algorithm, this ubiquitous tool used for producing dependent simulations from an arbitrary distribution. The document illustrates the principles of the…
Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…
We present results for a variety of Monte Carlo annealing approaches, both classical and quantum, benchmarked against one another for the textbook optimization exercise of a simple one-dimensional double-well. In classical (thermal)…
In this paper, we present an~algorithm that computes funnels along trajectories of systems of ordinary differential equations. A funnel is a time-varying set of states containing the given trajectory, for which the evolution from within the…
Phase transitions appear all over science, and are familiar from everyday life, as water boiling, sugar melting into caramel or as nematic molecules turning smectic in liquid-crystal displays. The dynamics of phase transitions can be…
Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered by the need to compute model-specific bounds. Conversely,…
Simulated events are key ingredients in almost all high-energy physics analyses. However, imperfections in the simulation can lead to sizeable differences between the observed data and simulated events. The effects of such mismodelling on…