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This paper proposes a novel sampling-based motion planner, which integrates in RRT* (Rapidly exploring Random Tree star) a database of pre-computed motion primitives to alleviate its computational load and allow for motion planning in a…

Robotics · Computer Science 2022-06-13 Basak Sakcak , Luca Bascetta , Gianni Ferretti , Maria Prandini

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based…

Numerical Analysis · Mathematics 2015-06-18 Georgios Arampatzis , Markos Katsoulakis

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe

We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…

Optimization and Control · Mathematics 2017-11-27 Peyman Mohajerin Esfahani , Debasish Chatterjee , John Lygeros

In dynamic discrete choice models, some parameters, such as the discount factor, are being fixed instead of being estimated. This paper proposes two sensitivity analysis procedures for dynamic discrete choice models with respect to the…

Econometrics · Economics 2024-08-30 Chun Pong Lau

The normalizing constant plays an important role in Bayesian computation, and there is a large literature on methods for computing or approximating normalizing constants that cannot be evaluated in closed form. When the normalizing constant…

Computation · Statistics 2020-09-02 Yuling Yao , Collin Cademartori , Aki Vehtari , Andrew Gelman

We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides…

Data Analysis, Statistics and Probability · Physics 2015-06-23 Hao Wu , Antonia S. J. S. Mey , Edina Rosta , Frank Noé

The adoption of detailed mechanisms for chemical kinetics often poses two types of severe challenges: First, the number of degrees of freedom is large; and second, the dynamics is characterized by widely disparate time scales. As a result,…

Dynamical Systems · Mathematics 2025-10-01 Eliodoro Chiavazzo , C. William Gear , Carmeline J. Dsilva , Neta Rabin , Ioannis G. Kevrekidis

Testing for change points in sequences of covariance matrices is an important and equally challenging problem in statistical methodology with applications in various fields. Motivated by the observation that even in cases where the ratio…

Statistics Theory · Mathematics 2026-01-14 Nina Dörnemann , Holger Dette

Determinantal Point Processes (DPPs) are elegant probabilistic models of repulsion and diversity over discrete sets of items. But their applicability to large sets is hindered by expensive cubic-complexity matrix operations for basic tasks…

Machine Learning · Computer Science 2016-05-31 Chengtao Li , Stefanie Jegelka , Suvrit Sra

Sampling-based motion planning techniques have emerged as an efficient algorithmic paradigm for solving complex motion planning problems. These approaches use a set of probing samples to construct an implicit graph representation of the…

Robotics · Computer Science 2019-10-10 Brian Ichter , Edward Schmerling , Tsang-Wei Edward Lee , Aleksandra Faust

The primary emphasis of this work on kinetics is to illustrate the a posteriori approach to applications, where focus on data leads to novel outcomes, rather than the a priori tendencies of applied analysis which imposes constructs on the…

General Physics · Physics 2011-01-27 Christopher G. Jesudason

Simulating dynamics of open quantum systems is sometimes a significant challenge, despite the availability of various exact or approximate methods. Particularly when dealing with complex systems, the huge computational cost will largely…

Quantum Physics · Physics 2023-08-04 Wei Liu , Zi-Hao Chen , Yu Su , Yao Wang , Wenjie Dou

Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…

Systems and Control · Electrical Eng. & Systems 2021-10-28 Stefan Wildhagen , Julian Berberich , Matthias Hirche , Frank Allgöwer

We propose an experimental study of adaptive time-stepping methods for efficient modeling of the aggregation-fragmentation kinetics. Precise modeling of this phenomena usually requires utilization of the large systems of nonlinear ordinary…

Numerical Analysis · Mathematics 2025-01-20 Sergey A. Matveev , Viktor Zhilin , Alexander P. Smirnov

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

Computation · Statistics 2019-01-10 Andrew Golightly , Emma Bradley , Tom Lowe , Colin S. Gillespie

We present a reduction of Milestoning (ReM) algorithm to analyze the high-dimensional Milestoning kinetic network. The algorithm reduces the Milestoning network to low dimensions but preserves essential kinetic information, such as local…

Chemical Physics · Physics 2024-10-08 Ru Wang , Xiaojun Ji , Hao Wang , Wenjian Liu

Unbiased stochastic sampling of the one- and two-body reduced density matrices is achieved in full configuration interaction quantum Monte Carlo with the introduction of a second, "replica" ensemble of walkers, whose population evolves in…

Computational Physics · Physics 2015-09-02 Robert E. Thomas , Daniel Opalka , Catherine Overy , Peter J. Knowles , Ali Alavi , George H. Booth

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

Probability · Mathematics 2016-06-13 Antoine Ayache , Geoffrey Boutard

We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…

Molecular Networks · Quantitative Biology 2015-06-03 Nils B. Becker , Rosalind J. Allen , Pieter Rein ten Wolde