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We present the umbrella sampling (US) technique and show that it can be used to sample extremely low probability areas of the posterior distribution that may be required in statistical analyses of data. In this approach sampling of the…

Instrumentation and Methods for Astrophysics · Physics 2018-08-15 Charles Matthews , Jonathan Weare , Andrey Kravtsov , Elise Jennings

Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we…

Statistical Mechanics · Physics 2016-09-21 Erik Thiede , Brian Van Koten , Jonathan Weare , Aaron R. Dinner

Umbrella sampling is an efficient method for the calculation of free energy changes of a system along well-defined reaction coordinates. However, when multiple parallel channels along the reaction coordinate or hidden barriers in directions…

Methodology · Statistics 2015-06-16 Mingjun Yang , Lijiang Yang , Yiqin Gao , Hao Hu

We consider a generalization of the discrete-time Self Healing Umbrella Sampling method, which is an adaptive importance technique useful to sample multimodal target distributions. The importance function is based on the weights (namely the…

Probability · Mathematics 2017-09-04 Gersende Fort , Benjamin Jourdain , Tony Lelièvre , Gabriel Stoltz

Wang-Landau sampling (WLS) of large systems requires dividing the energy range into "windows" and joining the results of simulations in each window. The resulting density of states (and associated thermodynamic functions) are shown to…

Statistical Mechanics · Physics 2009-11-13 A. G. Cunha-Netto , A. A. Caparica , Shan-Ho Tsai , Ronald Dickman , D. P. Landau

We introduce an accurate and efficient method for characterizing surface wetting and interfacial properties, such as the contact angle made by a liquid droplet on a solid surface, and the vapor-liquid surface tension of a fluid. The method…

Soft Condensed Matter · Physics 2018-11-14 Hao Jiang , Suruchi Fialoke , Zachariah Vicars , Amish J. Patel

A new unequal probability sampling method is proposed. This method is sequential. The decision to select or not each unit is made based on the order in which the units appear. A variant of this method allows selecting a sample from a…

Methodology · Statistics 2021-11-17 Bardia Panahbehagh , Raphaël Jauslin , Yves Tillé

The sampling problem lies at the heart of atomistic simulations and over the years many different enhanced sampling methods have been suggested towards its solution. These methods are often grouped into two broad families. On the one hand…

Computational Physics · Physics 2020-11-25 Michele Invernizzi , Pablo Miguel Piaggi , Michele Parrinello

Numerical studies in random systems are plagued with strong finite-size effects and boundary effects. We introduce a window-measurement method as a practical solution to these difficulties. We observe physical quantities only within a…

Disordered Systems and Neural Networks · Physics 2015-06-19 Tota Nakamura , Takayuki Shirakura

Metropolis algorithm has been extensively employed for simulating a canonical ensemble and estimating macroscopic properties of a closed system at any desired temperature. A mechanical property, like energy can be calculated by averaging…

Statistical Mechanics · Physics 2017-09-28 K. P. N. Murthy

The free energetics of water density fluctuations in bulk water, at interfaces, and in hydrophobic confinement inform the hydration of hydrophobic solutes as well as their interactions and assembly. The characterization of such free…

Statistical Mechanics · Physics 2018-03-15 Erte Xi , Sean M. Marks , Suruchi Fialoke , Amish J. Patel

We study the parametric online changepoint detection problem, where the underlying distribution of the streaming data changes from a known distribution to an alternative that is of a known parametric form but with unknown parameters. We…

Statistics Theory · Mathematics 2023-05-22 Liyan Xie , George V. Moustakides , Yao Xie

We calculate the density of states of a binary Lennard-Jones glass using a recently proposed Monte Carlo algorithm. Unlike traditional molecular simulation approaches, the algorithm samples distinct configurations according to…

Soft Condensed Matter · Physics 2009-11-10 Roland Faller , Juan J. de Pablo

The long duration of the COVID-19 pandemic allowed for multiple bursts in the infection and death rates, the so-called epidemic waves. This complex behavior is no longer tractable by simple compartmental model and requires more…

In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the central limit theorem and laws of large number (LLN) assure…

Statistics Theory · Mathematics 2017-10-02 Uwe Saint-Mont

We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…

Numerical Analysis · Mathematics 2018-02-15 Karolina Bujok , Ben Hambly , Christoph Reisinger

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive…

Statistical Mechanics · Physics 2014-07-25 Noam Bernstein , Thomas Stecher , Gábor Csányi

We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…

Methodology · Statistics 2017-04-12 Yves Tillé , Lionel Qualité , Matthieu Wilhelm

State abstraction has been an essential tool for dramatically improving the sample efficiency of reinforcement-learning algorithms. Indeed, by exposing and accentuating various types of latent structure within the environment, different…

Machine Learning · Computer Science 2021-06-18 Dilip Arumugam , Benjamin Van Roy

Many networking applications require timely access to recent network measurements, which can be captured using a sliding window model. Maintaining such measurements is a challenging task due to the fast line speed and scarcity of fast…

Data Structures and Algorithms · Computer Science 2018-04-25 Ran Ben Basat , Gil Einziger , Roy Friedman
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