Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics
von Enric Ribera Borrell, Jannes Quer, Lorenz Richter, Christof Schütte
Jahr:
2022
Publikation:
eprint arXiv:2206.06628
Abstrakt:
Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty.
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Brief introduction of the dida co-author(s) and relevance for dida's ML developments.
Dr. Lorenz Richter
Aus der Stochastik und Numerik kommend (FU Berlin), beschäftigt sich der Mathematiker seit einigen Jahren mit Deep-Learning-Algorithmen. Neben seinem Faible für die Theorie hat er in den letzten 10 Jahren diverse Data Science-Probleme praktisch gelöst. Lorenz leitet das Machine-Learning-Team.