Free energy surface reconstruction from umbrella samples using Gaussian process regression II: Multiple collective variables

We demonstrate how a prior assumption of smoothness can be used to enhance the reconstruction of free energy profiles from multiple umbrella sampling simulations using the Bayesian Gaussian process regression approach. The method we derive allows the concurrent use of histograms and free energy gradients and can easily be extended to include further data. In Part I we review the necessary theory and test the method for one collective variable. We demonstrate improved performance with respect to the weighted histogram analysis method and obtain meaningful error bars without any significant additional computation. In Part II we consider the case of multiple collective variables and compare to a reconstruction using least squares fitting of radial basis functions. We find substantial improvements in the regimes of spatially sparse data or short sampling trajectories. A software implementation is made available on www.libatoms.org.

Structural use of glass

... .10) i=1 i=1 in which I is the number of data points included in the fit. ... the least squares method can be used to estimate parameters of any model, ...

ℓasso MPC: Smart regulation of over-actuated systems

In this paper, a novel MPC strategy is proposed, and referred to as asso MPC. The new paradigm features an 1-regularised least squares loss function, in which the control error variance competes with the sum of input channels magnitude (or slew rate) over the whole horizon length. This cost choice is motivated by the successful development of LASSO theory in signal processing and machine learning. In the latter fields, sum-of-norms regularisation have shown a strong capability to provide robust and sparse solutions for system identification and feature selection. In this paper, a discrete-time dual-mode asso MPC is formulated, and its stability is proven by application of standard MPC arguments. The controller is then tested for the problem of ship course keeping and roll reduction with rudder and fins, in a directional stochastic sea. Simulations show the asso MPC to inherit positive features from its corresponding regressor: extreme reduction of decision variables' magnitude, namely, actuators' magnitude (or variations), with a finite energy error, being particularly promising for over-actuated systems. © 2012 AACC American Automatic Control Council).

Improved bounds for subband-adaptive iterative shrinkage/thresholding algorithms.

This paper presents new methods for computing the step sizes of the subband-adaptive iterative shrinkage-thresholding algorithms proposed by Bayram & Selesnick and Vonesch & Unser. The method yields tighter wavelet-domain bounds of the system matrix, thus leading to improved convergence speeds. It is directly applicable to non-redundant wavelet bases, and we also adapt it for cases of redundant frames. It turns out that the simplest and most intuitive setting for the step sizes that ignores subband aliasing is often satisfactory in practice. We show that our methods can be used to advantage with reweighted least squares penalty functions as well as L1 penalties. We emphasize that the algorithms presented here are suitable for performing inverse filtering on very large datasets, including 3D data, since inversions are applied only to diagonal matrices and fast transforms are used to achieve all matrix-vector products.