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    <publishedDate>2021-12-14</publishedDate>
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    <title language="eng">Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics</title>
    <abstract language="eng">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. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.</abstract>
    <identifier type="issn">1438-0064</identifier>
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    <author>Enric Ribera Borrell</author>
    <submitter>Jannes Quer</submitter>
    <author>Jannes Quer</author>
    <author>Lorenz Richter</author>
    <author>Christof Schütte</author>
    <series>
      <title>ZIB-Report</title>
      <number>21-40</number>
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    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>importance sampling</value>
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    <subject>
      <language>eng</language>
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      <value>stochastic optimal control</value>
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    <subject>
      <language>eng</language>
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      <value>rare event simulation</value>
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      <language>eng</language>
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      <value>metastability</value>
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      <value>metadynamics</value>
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    <collection role="msc" number="49-XX">CALCULUS OF VARIATIONS AND OPTIMAL CONTROL; OPTIMIZATION [See also 34H05, 34K35, 65Kxx, 90Cxx, 93-XX]</collection>
    <collection role="msc" number="65-XX">NUMERICAL ANALYSIS</collection>
    <collection role="msc" number="68-XX">COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)</collection>
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  <doc>
    <id>8941</id>
    <completedYear/>
    <publishedYear>2023</publishedYear>
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    <language>eng</language>
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    <volume>89</volume>
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    <completedDate>2023-09-14</completedDate>
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    <title language="eng">Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics</title>
    <abstract language="eng">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. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.</abstract>
    <parentTitle language="eng">SIAM Journal on Scientific Computing (SISC)</parentTitle>
    <identifier type="doi">10.1137/22M1503464</identifier>
    <enrichment key="PeerReviewed">yes</enrichment>
    <enrichment key="AcceptedDate">2023-03-21</enrichment>
    <author>Enric Ribera Borrell</author>
    <submitter>Enric Ribera Borrell</submitter>
    <author>Jannes Quer</author>
    <author>Lorenz Richter</author>
    <author>Christof Schütte</author>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>importance sampling</value>
    </subject>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>stochastic optimal control</value>
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    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>rare event simulation</value>
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    <subject>
      <language>eng</language>
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      <value>metastability</value>
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    <subject>
      <language>eng</language>
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      <value>neural networks</value>
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    <subject>
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      <value>metadynamics</value>
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    <collection role="persons" number="schuette">Schütte, Christof</collection>
    <collection role="projects" number="SFB1114-A5">SFB1114-A5</collection>
    <collection role="persons" number="ribera.borrell">Ribera Borrell, Enric</collection>
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