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We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood approximated by the particle filter. Furthermore, an adapyive…

Computation · Statistics 2009-11-03 Ralph Silva , Paolo Giordani , Robert Kohn , Mike Pitt

We compare a few variants of the recently proposed multicanonical method with the well known simulated annealing for the effectiveness in search of the energy global minimum of a biomolecular system. For this we study in detail…

chem-ph · Physics 2009-10-22 Ulrich H. E. Hansmann , Yuko Okamoto

Based on multiple parallel short molecular dynamics simulation trajectories, we designed the reweighted ensemble dynamics (RED) method to more efficiently sample complex (biopolymer) systems, and to explore their hierarchical metastable…

Statistical Mechanics · Physics 2015-02-24 Linchen Gong , Xin Zhou , Zhong-Can Ou-Yang

In recent years, various interacting particle samplers have been developed to sample from complex target distributions, such as those found in Bayesian inverse problems. These samplers are motivated by the mean-field limit perspective and…

Computation · Statistics 2023-12-22 Björn Sprungk , Simon Weissmann , Jakob Zech

We present an improved Metropolis algorithm for arbitrary hard core systems in any dimensions. In the new updating scheme the conventional Metropolis step of a single particle is replaced by a collective step of a chain of particles. For…

Statistical Mechanics · Physics 2007-05-23 Andreas Jaster

Accurate phase diagram calculation from molecular dynamics requires systematic treatment and convergence of statistical averages. In this work we propose a Gaussian process regression based framework for reconstructing the free energy…

Computational Physics · Physics 2021-11-02 V. Ladygin , I. Beniya , E. Makarov , A. Shapeev

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…

Computation · Statistics 2018-03-28 Christophe Andrieu , Arnaud Doucet , Sinan Yıldırım , Nicolas Chopin

We compare numerically the effectiveness of three recently proposed algorithms, multicanonical simulations, simulations in a 1/k-ensemble, and simulated tempering for the protein folding problem. For this we perform simulations with high…

Chemical Physics · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi

We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as molecular dynamics, Langevin, and hybrid Monte Carlo algorithms. The effectiveness of the…

Chemical Physics · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto , Frank Eisenmenger

Well-Tempered Metadynamics (WTmetaD) is an efficient method to enhance the reconstruction of the free-energy surface of proteins. WTmetaD guarantees a faster convergence in the long time limit in comparison with the standard metadynamics.…

Biological Physics · Physics 2015-06-12 Francois Sicard , Patrick Senet

We propose a new generalized-ensemble algorithm, which we refer to as the multicanonical-multioverlap algorithm. By utilizing a non-Boltzmann weight factor, this method realizes a random walk in the multi-dimensional, energy-overlap space…

Statistical Mechanics · Physics 2009-11-11 Satoru G. Itoh , Yuko Okamoto

The supervised learning problem to determine a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hat\beta_k e^{{\mathrm{i}}\omega_k\cdot x}$ with one hidden layer is studied as a random Fourier features algorithm. The…

Numerical Analysis · Mathematics 2020-11-30 Aku Kammonen , Jonas Kiessling , Petr Plecháč , Mattias Sandberg , Anders Szepessy

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

We test the effectiveness of the multicanonical algorithm for the tertiary structure prediction of peptides and proteins. As a simple example we study Met-enkephalin. The lowest-energy conformation obtained agrees with that determined by…

Condensed Matter · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto

Metadynamics is an established sampling method aimed at reconstructing the free-energy surface relative to a set of appropriately chosen collective variables. In standard metadynamics the free-energy surface is filled by the addition of…

Statistical Mechanics · Physics 2012-07-11 Davide Branduardi , Giovanni Bussi , Michele Parrinello

The computational study of conformational transitions in RNA and proteins with atomistic molecular dynamics often requires suitable enhanced sampling techniques. We here introduce a novel method where concurrent metadynamics are integrated…

Computational Physics · Physics 2015-09-01 Alejandro Gil-Ley , Giovanni Bussi

The creation of optimal samplers can be a challenging task, especially in the presence of constraints on the support of parameters. One way of mitigating the severity of this challenge is to work with transformed variables, where the…

Methodology · Statistics 2021-10-22 Sharang Chaudhry , Daniel Lautzenheiser , Kaushik Ghosh

We propose an adaptive independent Metropolis--Hastings algorithm with the ability to learn from all previous proposals in the chain except the current location. It is an extension of the independent Metropolis--Hastings algorithm.…

Probability · Mathematics 2009-03-04 Lars Holden , Ragnar Hauge , Marit Holden