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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

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Computation · Statistics 2012-04-30 Alberto Pasanisi , Shuai Fu , Nicolas Bousquet

We review two recently developed efficient methods for calculating rate constants of processes dominated by rare events in high-dimensional complex systems. The first is transition interface sampling (TIS), based on the measurement of…

Statistical Mechanics · Physics 2009-11-10 Titus S. van Erp , Peter G. Bolhuis

We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…

Statistical Mechanics · Physics 2009-11-10 Daniele Moroni , Peter G. Bolhuis , Titus S. van Erp

To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…

Biological Physics · Physics 2021-03-22 Le Qiao , Maxime Ignacio , Gary W. Slater

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Detecting changes in high-dimensional time series is difficult because it involves the comparison of probability densities that need to be estimated from finite samples. In this paper, we present the first feature extraction method tailored…

Machine Learning · Computer Science 2015-03-19 Duncan Blythe , Paul von Bünau , Frank Meinecke , Klaus-Robert Müller

We present a theory and accompanying importance sampling method for computing rate constants in spatially inhomogenious systems. Using the relationship between rate constants and path space partition functions, we illustrate that the…

Statistical Mechanics · Physics 2019-06-05 Addison J. Schile , David T. Limmer

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then…

Other Condensed Matter · Physics 2009-11-11 Semen A. Trygubenko , David J. Wales

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

A strategy for finding transition paths connecting two stable basins is presented. The starting point is the Hamilton principle of stationary action; we show how it can be transformed into a minimum principle through the addition of…

Materials Science · Physics 2009-11-07 Daniele Passerone , Matteo Ceccarelli , Michele Parrinello

Molecular dynamics simulations have become essential in many areas of atomistic modelling from drug discovery to materials science. They provide critical atomic-level insights into key dynamical events experiments cannot easily capture.…

Biological Physics · Physics 2024-06-14 Tiejun Wei , Balint Dudas , Edina Rosta

Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…

Methodology · Statistics 2026-01-16 Wai Leong Ng , Xinyi Tang , Mun Lau Cheung , Jiacheng Gao , Chun Yip Yau , Holger Dette

Kemeny constant, defined as the expected hitting time of random walks from a source node to a randomly chosen target node, is a fundamental metric in graph data management with many real-world applications. However, computing it exactly on…

Data Structures and Algorithms · Computer Science 2025-11-21 Cheng Li , Meihao Liao , Rong-Hua Li , Guoren Wang

We propose a new sensitivity analysis methodology for complex stochastic dynamics based on the Relative Entropy Rate. The method becomes computationally feasible at the stationary regime of the process and involves the calculation of…

Mathematical Physics · Physics 2013-04-16 Yannis Pantazis , Markos A. Katsoulakis

The ability to predict accurate thermodynamic and kinetic properties in biomolecular systems is of both scientific and practical utility. While both remain very difficult, predictions of kinetics are particularly difficult because rates, in…

Chemical Physics · Physics 2018-06-13 Yong Wang , Omar Valsson , Pratyush Tiwary , Michele Parrinello , Kresten Lindorff-Larsen

Stationary points or derivative zero crossings of a regression function correspond to points where a trend reverses, making their estimation scientifically important. Existing approaches to uncertainty quantification for stationary points…

Methodology · Statistics 2025-12-10 Michael Price , Debdeep Pati , Ning Ning

Vector autoregressive (VAR) models are widely used in multivariate time series analysis for describing the short-time dynamics of the data. The reduced-rank VAR models are of particular interest when dealing with high-dimensional and highly…

Statistics Theory · Mathematics 2023-05-02 Farida Enikeeva , Olga Klopp , Mathilde Rousselot

Under certain conditions, the dynamics of coarse-grained models of solvated proteins can be described using a Markov state model, which tracks the evolution of populations of configurations. The transition rates among states that appear in…

Soft Condensed Matter · Physics 2022-09-26 Margarita Colberg , Jeremy Schofield
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