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Jonathan Weare

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Published work

14 published item(s)

preprint2026arXiv

Composing diffusion priors with explicit physical context via generative Gibbs sampling

Pretrained diffusion models provide powerful learned priors, but in scientific sampling the target distribution often depends on physical context that is not fully represented by one generative model. We introduce Generative Gibbs for Physics-Aware Sampling (GG-PA), a training-free framework that formulates the composition of learned partial priors and explicit physical context as inference over a joint target distribution in an augmented state space. We derive a Gibbs sampler for this joint target, show that it is asymptotically exact as the diffusion time approaches zero, and prove that in settings with quadratic interactions it remains exact at finite diffusion times. We further introduce replica exchange over diffusion time to accelerate mixing. Experiments on a double-well system, a $φ^4$ lattice model, and atomistic peptide systems show that GG-PA recovers context-induced distribution shifts and emergent collective behavior in interacting systems using partial priors without retraining. These results demonstrate GG-PA as a practical approach for combining pretrained generative priors with explicit physical context.

preprint2022arXiv

Computing transition path theory quantities with trajectory stratification

Transition path theory computes statistics from ensembles of reactive trajectories. A common strategy for sampling reactive trajectories is to control the branching and pruning of trajectories so as to enhance the sampling of low probability segments. However, it can be challenging to apply transition path theory to data from such methods because determining whether configurations and trajectory segments are part of reactive trajectories requires looking backward and forward in time. Here, we show how this issue can be overcome efficiently by introducing simple data structures. We illustrate the approach in the context of nonequilibrium umbrella sampling (NEUS), but the strategy is general and can be used to obtain transition path theory statistics from other methods that sample segments of unbiased trajectories.

preprint2021arXiv

Rare Event Sampling Improves Mercury Instability Statistics

Due to the chaotic nature of planetary dynamics, there is a non-zero probability that Mercury's orbit will become unstable in the future. Previous efforts have estimated the probability of this happening between 3 and 5 billion years in the future using a large number of direct numerical simulations with an N-body code, but were not able to obtain accurate estimates before 3 billion years in the future because Mercury instability events are too rare. In this paper we use a new rare event sampling technique, Quantile Diffusion Monte Carlo (QDMC), to estimate that the probability of a Mercury instability event in the next 2 billion years is approximately $10^{-4}$ in the REBOUND N-body code. We show that QDMC provides unbiased probability estimates at a computational cost of up to 100 times less than direct numerical simulation. QDMC is easy to implement and could be applied to many problems in planetary dynamics in which it is necessary to estimate the probability of a rare event.

preprint2020arXiv

Long-timescale predictions from short-trajectory data: A benchmark analysis of the trp-cage miniprotein

Elucidating physical mechanisms with statistical confidence from molecular dynamics simulations can be challenging owing to the many degrees of freedom that contribute to collective motions. To address this issue, we recently introduced a dynamical Galerkin approximation (DGA) [Thiede et al. J. Phys. Chem. 150, 244111 (2019)], in which chemical kinetic statistics that satisfy equations of dynamical operators are represented by a basis expansion. Here, we reformulate this approach, clarifying (and reducing) the dependence on the choice of lag time. We present a new projection of the reactive current onto collective variables and provide improved estimators for rates and committors. We also present simple procedures for constructing suitable smoothly varying basis functions from arbitrary molecular features. To evaluate estimators and basis sets numerically, we generate and carefully validate a dataset of short trajectories for the unfolding and folding of the trp-cage miniprotein, a well-studied system. Our analysis demonstrates a comprehensive strategy for characterizing reaction pathways quantitatively.

preprint2020arXiv

Path properties of atmospheric transitions: illustration with a low-order sudden stratospheric warming model

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the limited data that are available. Here we describe \emph{transition path theory} (TPT), a framework originally developed for molecular simulation, and argue that it is a useful paradigm for developing mechanistic understanding of rare climate events. TPT provides a method to calculate statistical properties of the paths into the event. As an initial demonstration of the utility of TPT, we analyze a low-order model of sudden stratospheric warming (SSW), a dramatic disturbance to the polar vortex which can induce extreme cold spells at the surface in the midlatitudes. SSW events pose a major challenge for seasonal weather prediction because of their rapid, complex onset and development. Climate models struggle to capture the long-term statistics of SSW, owing to their diversity and intermittent nature. We use a stochastically forced Holton-Mass-type model with two stable states, corresponding to radiative equilibrium and a vacillating SSW-like regime. In this stochastic bistable setting, from certain probabilistic forecasts TPT facilitates estimation of dominant transition pathways and return times of transitions. These "dynamical statistics" are obtained by solving partial differential equations in the model's phase space. With future application to more complex models, TPT and its constituent quantities promise to improve the predictability of extreme weather events, through both generation and principled evaluation of forecasts.

preprint2020arXiv

Stratification as a general variance reduction method for Markov chain Monte Carlo

The Eigenvector Method for Umbrella Sampling (EMUS) belongs to a popular class of methods in statistical mechanics which adapt the principle of stratified survey sampling to the computation of free energies. We develop a detailed theoretical analysis of EMUS. Based on this analysis, we show that EMUS is an efficient general method for computing averages over arbitrary target distributions. In particular, we show that EMUS can be dramatically more efficient than direct MCMC when the target distribution is multimodal or when the goal is to compute tail probabilities. To illustrate these theoretical results, we present a tutorial application of the method to a problem from Bayesian statistics.

preprint2016arXiv

Eigenvector method for umbrella sampling enables error analysis

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 introduce a mathematical framework that casts the step of combining the data as an eigenproblem. The advantage to this approach is that it facilitates error analysis. We discuss how the error scales with the number of windows. Then, we derive a central limit theorem for averages that are obtained from umbrella sampling. The central limit theorem suggests an estimator of the error contributions from individual windows, and we develop a simple and computationally inexpensive procedure for implementing it. We demonstrate this estimator for simulations of the alanine dipeptide and show that it emphasizes low free energy pathways between stable states in comparison to existing approaches for assessing error contributions. We discuss the possibility of using the estimator and, more generally, the eigenvector method for umbrella sampling to guide adaptation of the simulation parameters to accelerate convergence.

preprint2016arXiv

Ensemble preconditioning for Markov chain Monte Carlo simulation

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics thus providing a practical approach to difficult anisotropic sampling problems in high dimensions. Numerical experiments with model problems demonstrate that dramatic potential speedups, compared to various alternative schemes, are attainable.

preprint2015arXiv

Sharp entrywise perturbation bounds for Markov chains

For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.

preprint2014arXiv

Improved diffusion Monte Carlo

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm. The new algorithm has a lower variance per workload, regardless of the regime considered. In particular, it makes it feasible to use DMC in situations where the "naïve" generalisation of the standard algorithm would be impractical, due to an exponential explosion of its variance. We numerically demonstrate the effectiveness of the new algorithm on a standard rare event simulation problem (probability of an unlikely transition in a Lennard-Jones cluster), as well as a high-frequency data assimilation problem.

preprint2014arXiv

The Brownian fan

We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated with Feynman-Kac formulae. We provide a detailed heuristic explanation of why, in cases in which a stochastic integral appears in the Feynman-Kac formula (e.g. in rare event simulation, continuous time filtering, and other settings), the new algorithm is expected to converge in a suitable sense to a limiting process as the time interval between branching steps goes to 0. The situation studied here stands in stark contrast to the "naïve" generalisation of the DMC algorithm which would lead to an exponential explosion of the number of particles, thus precluding the existence of any finite limiting object. Convergence is shown rigorously in the simplest possible situation of a random walk, biased by a linear potential. The resulting limiting object, which we call the "Brownian fan", is a very natural new mathematical object of independent interest.

preprint2013arXiv

The relaxation of a family of broken bond crystal surface models

We study the continuum limit of a family of kinetic Monte Carlo models of crystal surface relaxation that includes both the solid-on-solid and discrete Gaussian models. With computational experiments and theoretical arguments we are able to derive several partial differential equation limits identified (or nearly identified) in previous studies and to clarify the correct choice of surface tension appearing in the PDE and the correct scaling regime giving rise to each PDE. We also provide preliminary computational investigations of a number of interesting qualitative features of the large scale behavior of the models.

preprint2012arXiv

Steered Transition Path Sampling

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 the dynamics based on that probability, and then reweighting to calculate averages. Because the progress constraint can be formulated in terms of occurrences of events within time intervals, the method is particularly well suited for controlling the sampling of currents of dynamic events. We demonstrate the method for calculating transition probabilities in barrier crossing problems and survival probabilities in strongly diffusive systems with absorbing states, which are difficult to treat by shooting. We discuss the relation of the algorithm to other methods.

preprint2011arXiv

An Affine-Invariant Sampler for Exoplanet Fitting and Discovery in Radial Velocity Data

Markov Chain Monte Carlo (MCMC) proves to be powerful for Bayesian inference and in particular for exoplanet radial velocity fitting because MCMC provides more statistical information and makes better use of data than common approaches like chi-square fitting. However, the non-linear density functions encountered in these problems can make MCMC time-consuming. In this paper, we apply an ensemble sampler respecting affine invariance to orbital parameter extraction from radial velocity data. This new sampler has only one free parameter, and it does not require much tuning for good performance, which is important for automatization. The autocorrelation time of this sampler is approximately the same for all parameters and far smaller than Metropolis-Hastings, which means it requires many fewer function calls to produce the same number of independent samples. The affine-invariant sampler speeds up MCMC by hundreds of times compared with Metropolis-Hastings in the same computing situation. This novel sampler would be ideal for projects involving large datasets such as statistical investigations of planet distribution. The biggest obstacle to ensemble samplers is the existence of multiple local optima; we present a clustering technique to deal with local optima by clustering based on the likelihood of the walkers in the ensemble. We demonstrate the effectiveness of the sampler on real radial velocity data.