arXiv subjects

Jonathan Weare

Publications and source records attributed to Jonathan Weare.

At least 19 recordsLinked to original sources

arXiv2026

Nuclear Quantum Effects as a Denoising Problem

Nuclear quantum effects are rigorously captured by imaginary-time path integrals, which map the quantum Boltzmann distribution onto a ring polymer of classical replicas. Yet the nuclear masses, the coupling to the environment, and the boundary conditions of the path remain hard-wired in the simulation or the trained model, even though this quantum context enters the path measure only through a quadratic action known in closed form. Here we show that a denoiser trained on classical Boltzmann statistics alone, composed at sampling time with an analytic Gaussian component carrying the entire quantum context, yields the quantum Boltzmann distribution of the nuclei. Such a composition exists and is exact whenever the training noise does not exceed the intrinsic quantum uncertainty of the target ensemble, and it is invariant across all quantum contexts admitted by this bound. We show exact transfer across temperature, isotopic mass, dissipation strength, and the boundary conditions of the path in theory and in numerical experiments, without retraining. The last yields the end-to-end displacement and momentum distributions of a tagged nucleus from open imaginary-time paths. The same invariance extends in principle to the permuted boundary conditions of bosonic exchange, with the identical denoiser. In this view, the noise of generative modeling and the quantum fluctuations of the nuclei are two faces of the same quadratic structure.

physics.chem-ph↗

arXiv2026

Delocalization of bias in unadjusted Hamiltonian Monte Carlo and underdamped Langevin

Unadjusted samplers such as unadjusted Hamiltonian Monte Carlo and underdamped Langevin are well-known to be biased. Metropolis--Hastings adjustment has been conventionally incorporated into Hamiltonian Monte Carlo to eliminate the bias. However, this adjustment can significantly increase the iteration complexity due to the small step size required for reasonable Metropolis acceptance rates. In this work, we extend the \emph{delocalization of bias} phenomenon, previously established for the overdamped Langevin algorithm, to these two unadjusted algorithms. We show that to control the $W_2$ bias of any $K$-dimensional marginal of a high-dimensional distribution, $O(\sqrt{K})$ integration steps suffice up to $\log d$ terms, assuming either weak or sparse interactions among variables. The discrete-time integrators here introduce technical difficulties beyond those of the overdamped setting, which we address through a broadly applicable matrix-polynomial framework that characterizes their propagators. Our result for the underdamped Langevin algorithm is valid for all large friction parameters, implying that the Leimkuhler-Matthews integrator for the overdamped Langevin dynamics also exhibits delocalization of bias.

stat.CO↗

arXiv2026

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 $\phi^4$ 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.

cs.LG↗

arXiv2026

Functional Estimation of the Marginal Likelihood

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters. The method requires samples from the posterior distribution of the parameters for different values of the hyperparameters on a simulation grid and returns inference on the marginal likelihood defined everywhere on its domain, and on its functionals. We show how the method relates to many of the methods that have been used in this context, including sequential Monte Carlo, Gibbs sampling, Monte Carlo maximum likelihood, and umbrella sampling. We establish the consistency of the proposed estimators as the sampling effort increases, both when the simulation grid is kept fixed and when it becomes dense in the domain. We showcase the approach on Gaussian process regression and classification and crossed effect models.

stat.ME↗

arXiv2026

Quantum statistics from classical simulations via generative Gibbs sampling

Accurate simulation of nuclear quantum effects is essential for molecular modeling but expensive using path integral molecular dynamics (PIMD). We present GG-PI, a ring-polymer-based framework that combines generative modeling of the single-bead conditional density with Gibbs sampling to recover quantum statistics from classical simulation data. GG-PI uses inexpensive standard classical simulations or existing data for training and allows transfer across temperatures without retraining. On standard test systems, GG-PI significantly reduces wall clock time compared to PIMD. Our approach extends easily to a wide range of problems with similar Markov structure.

physics.chem-ph↗

arXiv2025

AI-boosted rare event sampling to characterize extreme weather

Weather extremes pose major societal risks, especially in a changing climate, but due to their rarity, they are difficult to study using limited observations or complex climate models. We introduce AI+RES, a framework coupling fast AI weather forecasts with a high-fidelity physics model using a rare-event algorithm to efficiently characterize extremes. This approach enables the study of the statistics and physics of very rare events, such as once per millennium heatwaves at two orders-of-magnitude lower computational cost. AI+RES can be applied broadly across climate science and other fields concerned with rare events.

physics.ao-ph↗

arXiv2025

An exact multiple-time-step variational formulation for the committor and the transition rate

For a transition between two stable states, the committor is the probability that the dynamics leads to one stable state before the other. It can be estimated from trajectory data by minimizing an expression for the transition rate that depends on a lag time. We show that an existing such expression is minimized by the exact committor only when the lag time is a single time step, resulting in a biased estimate in practical applications. We introduce an alternative expression that is minimized by the exact committor at any lag time. The key idea is that, when trajectories enter the stable states, the times that they enter (stopping times) must be used for estimating the committor and transition rate instead of the lag time. Numerical tests on benchmark systems demonstrate that our committor and transition rate estimates are much less sensitive to the choice of lag time. We show how further accuracy for the transition rate can be achieved by combining results from two lag times. We also relate the transition rate expression to a variational approach for kinetic statistics based on the mean-squared residual and discuss further numerical considerations with the aid of a decomposition of the error into dynamic modes.

cond-mat.stat-mech↗

arXiv2025

Improved energies and wave function accuracy with Weighted Variational Monte Carlo

Neural network parametrizations have increasingly been used to represent the ground and excited states in variational Monte Carlo (VMC) with promising results. However, traditional VMC methods only optimize the wave function in regions of peak probability. The wave function is uncontrolled in the tails of the probability distribution, which can limit the accuracy of the trained wavefunction approximation. To improve the approximation accuracy in the probability tails, this paper interprets VMC as a gradient flow in the space of wave functions, followed by a projection step. From this perspective, arbitrary probability distributions can be used in the projection step, allowing the user to prioritize accuracy in different regions of state space. Motivated by this theoretical perspective, the paper tests a new weighted VMC method on the antiferromagnetic Heisenberg model for a periodic spin chain. Compared to traditional VMC, weighted VMC reduces the error in the ground state energy by a factor of 2 and it reduces the errors in the local energies away from the mode by large factors of $10^2$--$10^4$.

physics.comp-ph↗

arXiv2024

Can AI weather models predict out-of-distribution gray swan tropical cyclones?

Predicting gray swan weather extremes, which are possible but so rare that they are absent from the training dataset, is a major concern for AI weather models and long-term climate emulators. An important open question is whether AI models can extrapolate from weaker weather events present in the training set to stronger, unseen weather extremes. To test this, we train independent versions of the AI model FourCastNet on the 1979-2015 ERA5 dataset with all data, or with Category 3-5 tropical cyclones (TCs) removed, either globally or only over the North Atlantic or Western Pacific basin. We then test these versions of FourCastNet on 2018-2023 Category 5 TCs (gray swans). All versions yield similar accuracy for global weather, but the one trained without Category 3-5 TCs cannot accurately forecast Category 5 TCs, indicating that these models cannot extrapolate from weaker storms. The versions trained without Category 3-5 TCs in one basin show some skill forecasting Category 5 TCs in that basin, suggesting that FourCastNet can generalize across tropical basins. This is encouraging and surprising because regional information is implicitly encoded in inputs. Given that current state-of-the-art AI weather and climate models have similar learning strategies, we expect our findings to apply to other models. Other types of weather extremes need to be similarly investigated. Our work demonstrates that novel learning strategies are needed for AI models to reliably provide early warning or estimated statistics for the rarest, most impactful TCs, and, possibly, other weather extremes.

physics.ao-ph↗

arXiv2024

Using pretrained graph neural networks with token mixers as geometric featurizers for conformational dynamics

Identifying informative low-dimensional features that characterize dynamics in molecular simulations remains a challenge, often requiring extensive manual tuning and system-specific knowledge. Here, we introduce geom2vec, in which pretrained graph neural networks (GNNs) are used as universal geometric featurizers. By pretraining equivariant GNNs on a large dataset of molecular conformations with a self-supervised denoising objective, we obtain transferable structural representations that are useful for learning conformational dynamics without further fine-tuning. We show how the learned GNN representations can capture interpretable relationships between structural units (tokens) by combining them with expressive token mixers. Importantly, decoupling training the GNNs from training for downstream tasks enables analysis of larger molecular graphs (such as small proteins at all-atom resolution) with limited computational resources. In these ways, geom2vec eliminates the need for manual feature selection and increases the robustness of simulation analyses.

cs.LG↗

arXiv2024

Sampling parameters of ordinary differential equations with Langevin dynamics that satisfy constraints

Fitting models to data to obtain distributions of consistent parameter values is important for uncertainty quantification, model comparison, and prediction. Standard Markov chain Monte Carlo (MCMC) approaches for fitting ordinary differential equations (ODEs) to time-series data involve proposing trial parameter sets, numerically integrating the ODEs forward in time, and accepting or rejecting the trial parameter sets. When the model dynamics depend nonlinearly on the parameters, as is generally the case, trial parameter sets are often rejected, and MCMC approaches become prohibitively computationally costly to converge. Here, we build on methods for numerical continuation and trajectory optimization to introduce an approach in which we use Langevin dynamics in the joint space of variables and parameters to sample models that satisfy constraints on the dynamics. We demonstrate the method by sampling Hopf bifurcations and limit cycles of a model of a biochemical oscillator in a Bayesian framework for parameter estimation, and we attain performance that matches or exceeds the performance of leading MCMC approaches that require numerically integrating the ODEs forward in time. We describe numerical experiments that provide insight into the speedup. The method is general and can be used in any framework for parameter estimation and model selection.

stat.CO↗

arXiv2024

Convergence of Unadjusted Langevin in High Dimensions: Delocalization of Bias

The unadjusted Langevin algorithm is commonly used to sample probability distributions in extremely high-dimensional settings. However, existing analyses of the algorithm for strongly log-concave distributions suggest that, as the dimension $d$ of the problem increases, the number of iterations required to ensure convergence within a desired error in the $W_2$ metric scales in proportion to $d$ or $\sqrt{d}$. In this paper, we argue that, despite this poor scaling of the $W_2$ error for the full set of variables, the behavior for a small number of variables can be significantly better: a number of iterations proportional to $K$, up to logarithmic terms in $d$, often suffices for the algorithm to converge to within a desired $W_2$ error for all $K$-marginals. We refer to this effect as delocalization of bias. We show that the delocalization effect does not hold universally and prove its validity for Gaussian distributions and strongly log-concave distributions with certain sparse interactions. Our analysis relies on a novel $W_{2,\ell^\infty}$ metric to measure convergence. A key technical challenge we address is the lack of a one-step contraction property in this metric. Finally, we use asymptotic arguments to explore potential generalizations of the delocalization effect beyond the Gaussian and sparse interactions setting.

stat.ML↗

arXiv2024

The surprising efficiency of temporal difference learning for rare event prediction

We quantify the efficiency of temporal difference (TD) learning over the direct, or Monte Carlo (MC), estimator for policy evaluation in reinforcement learning, with an emphasis on estimation of quantities related to rare events. Policy evaluation is complicated in the rare event setting by the long timescale of the event and by the need for \emph{relative accuracy} in estimates of very small values. Specifically, we focus on least-squares TD (LSTD) prediction for finite state Markov chains, and show that LSTD can achieve relative accuracy far more efficiently than MC. We prove a central limit theorem for the LSTD estimator and upper bound the \emph{relative asymptotic variance} by simple quantities characterizing the connectivity of states relative to the transition probabilities between them. Using this bound, we show that, even when both the timescale of the rare event and the relative accuracy of the MC estimator are exponentially large in the number of states, LSTD maintains a fixed level of relative accuracy with a total number of observed transitions of the Markov chain that is only \emph{polynomially} large in the number of states.

cs.LG↗

arXiv2024

BAD-NEUS: Rapidly converging trajectory stratification

An issue for molecular dynamics simulations is that events of interest often involve timescales that are much longer than the simulation time step, which is set by the fastest timescales of the model. Because of this timescale separation, direct simulation of many events is prohibitively computationally costly. This issue can be overcome by aggregating information from many relatively short simulations that sample segments of trajectories involving events of interest. This is the strategy of Markov state models (MSMs) and related approaches, but such methods suffer from approximation error because the variables defining the states generally do not capture the dynamics fully. By contrast, once converged, the weighted ensemble (WE) method aggregates information from trajectory segments so as to yield unbiased estimates of both thermodynamic and kinetic statistics. Unfortunately, errors decay no faster than unbiased simulation in WE as originally formulated and commonly deployed. Here we introduce a theoretical framework for describing WE that shows that introduction of an approximate stationary distribution on top of the stratification, as in nonequilibrium umbrella sampling (NEUS), accelerates convergence. Building on ideas from MSMs and related methods, we generalize the NEUS approach in such a way that the approximation error can be reduced systematically. We show that the improved algorithm can decrease simulation times required to achieve a desired precision by orders of magnitude.

cond-mat.stat-mech↗

arXiv2024

Using Explainable AI and Transfer Learning to understand and predict the maintenance of Atlantic blocking with limited observational data

Blocking events are an important cause of extreme weather, especially long-lasting blocking events that trap weather systems in place. The duration of blocking events is, however, underestimated in climate models. Explainable Artificial Intelligence are a class of data analysis methods that can help identify physical causes of prolonged blocking events and diagnose model deficiencies. We demonstrate this approach on an idealized quasigeostrophic model developed by Marshall and Molteni (1993). We train a convolutional neural network (CNN), and subsequently, build a sparse predictive model for the persistence of Atlantic blocking, conditioned on an initial high-pressure anomaly. Shapley Additive ExPlanation (SHAP) analysis reveals that high-pressure anomalies in the American Southeast and North Atlantic, separated by a trough over Atlantic Canada, contribute significantly to prediction of sustained blocking events in the Atlantic region. This agrees with previous work that identified precursors in the same regions via wave train analysis. When we apply the same CNN to blockings in the ERA5 atmospheric reanalysis, there is insufficient data to accurately predict persistent blocks. We partially overcome this limitation by pre-training the CNN on the plentiful data of the Marshall-Molteni model, and then using Transfer Learning to achieve better predictions than direct training. SHAP analysis before and after transfer learning allows a comparison between the predictive features in the reanalysis and the quasigeostrophic model, quantifying dynamical biases in the idealized model. This work demonstrates the potential for machine learning methods to extract meaningful precursors of extreme weather events and achieve better prediction using limited observational data.

physics.ao-ph↗

arXiv2024

AI can identify Solar System instability billions of years in advance

Rare event schemes require an approximation of the probability of the rare event as a function of system state. Finding an appropriate reaction coordinate is typically the most challenging aspect of applying a rare event scheme. Here we develop an artificial intelligence (AI) based reaction coordinate that effectively predicts which of a limited number of simulations of the Solar System will go unstable using a convolutional neural network classifier. The performance of the algorithm does not degrade significantly even 3.5 billion years before the instability. We overcome the class imbalance intrinsic to rare event problems using a combination of minority class oversampling, increased minority class weighting, and pulling multiple non-overlapping training sequences from simulations. Our success suggests that AI may provide a promising avenue for developing reaction coordinates without detailed theoretical knowledge of the system.

astro-ph.EP↗

arXiv2023

Accurate estimates of dynamical statistics using memory

Many chemical reactions and molecular processes occur on timescales that are significantly longer than those accessible by direct simulation. One successful approach to estimating dynamical statistics for such processes is to use many short time series observations of the system to construct a Markov state model (MSM), which approximates the dynamics of the system as memoryless transitions between a set of discrete states. The dynamical Galerkin approximation (DGA) generalizes MSMs for the problem of calculating dynamical statistics, such as committors and mean first passage times, by replacing the set of discrete states with a projection onto a basis. Because the projected dynamics are generally not memoryless, the Markov approximation can result in significant systematic error. Inspired by quasi-Markov state models, which employ the generalized master equation to encode memory resulting from the projection, we reformulate DGA to account for memory and analyze its performance on two systems: a two-dimensional triple well and helix-to-helix transitions of the AIB$_9$ peptide. We demonstrate that our method is robust to the choice of basis and can decrease the time series length required to obtain accurate kinetics by an order of magnitude.

physics.comp-ph↗

arXiv2023

Improved Active Learning via Dependent Leverage Score Sampling

We show how to obtain improved active learning methods in the agnostic (adversarial noise) setting by combining marginal leverage score sampling with non-independent sampling strategies that promote spatial coverage. In particular, we propose an easily implemented method based on the \emph{pivotal sampling algorithm}, which we test on problems motivated by learning-based methods for parametric PDEs and uncertainty quantification. In comparison to independent sampling, our method reduces the number of samples needed to reach a given target accuracy by up to $50\%$. We support our findings with two theoretical results. First, we show that any non-independent leverage score sampling method that obeys a weak \emph{one-sided $\ell_{\infty}$ independence condition} (which includes pivotal sampling) can actively learn $d$ dimensional linear functions with $O(d\log d)$ samples, matching independent sampling. This result extends recent work on matrix Chernoff bounds under $\ell_{\infty}$ independence, and may be of interest for analyzing other sampling strategies beyond pivotal sampling. Second, we show that, for the important case of polynomial regression, our pivotal method obtains an improved bound on $O(d)$ samples.

cs.LG↗