Related papers: Reweighting in nonequilibrium simulations
We propose a general scheme to create time sequences that fulfill given constraints but are random otherwise. Significance levels for nonlinearity tests are as usually obtained by Monte Carlo resampling. In a new scheme, constraints…
The nonequilibrium reweighting technique, which was recently developed by the present authors, is used for the study of the nonequilibrium steady states. The renewed formulation of the nonequlibrium reweighting enables us to use the very…
Empirical force fields employed in molecular dynamics simulations of complex systems can be optimised to reproduce experimentally determined structural and thermodynamic properties. In contrast, experimental knowledge about the rates of…
The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…
In particle physics, Monte Carlo (MC) event generators are needed to compare theory to the measured data. Many MC samples have to be generated to account for theoretical systematic uncertainties, at a significant computational cost.…
Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…
In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…
We introduce and develop a novel particle exchange Monte Carlo method. Whereas existing methods apply to eigenfunction problems where the eigenvalue is known (e.g., integrals with respect to a Gibbs measure, which can be interpreted as…
Relative weight analysis is a classic tool for detecting whether one variable or interaction in a model is relevant. In this study, we focus on the construction of relative weights for non-linear interactions using restricted cubic splines.…
Markov chain Monte Carlo methods are central in computational statistics, and typically rely on detailed balance to ensure invariance with respect to a target distribution. Although straightforward to construct by Metropolization, this can…
The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…
In machine learning models, the estimation of errors is often complex due to distribution bias, particularly in spatial data such as those found in environmental studies. We introduce an approach based on the ideas of importance sampling to…
We present a Monte Carlo simulation framework for analysing the risk involved in deploying real-time control systems in safety-critical applications, as well as an algorithm design technique allowing one (in certain situations) to robustify…
We discuss different approaches for studying the influence of disorder in the three-dimensional Ising model. From the theoretical point of view, renormalisation group calculations provide quite accurate results. Experiments carried out on…
Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…
Adaptive importance sampling is a class of techniques for finding good proposal distributions for importance sampling. Often the proposal distributions are standard probability distributions whose parameters are adapted based on the…
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…
This paper presents an in-depth mathematical analysis of the Monte Carlo replica method, commonly used in global fitting studies within the high-energy physics theory field. For the first time, we offer a rigorous derivation of the…
In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…
In high-energy particle physics, complex Monte Carlo (MC) simulations are needed to compare theory predictions to measurable quantities. Many and large MC samples are needed to be generated to take into account all the systematics.…