267 citations · 1.2k across the 51 of their papers we have counts for
4 papers · 1 filter
Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting
Carsten Hartmann, Annika Jöster, Christof Schütte +2
Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare tra…
Kernel Autocovariance Operators of Stationary Processes: Estimation and Convergence
Mattes Mollenhauer, Stefan Klus, Christof Schütte +1
We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical est…
Statistical analysis of the first passage path ensemble of jump processes
Max von Kleist, Christof Schütte, Wei Zhang
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted conside…
Importance sampling in path space for diffusion processes with slow-fast variables
Carsten Hartmann, Christof Schütte, Marcus Weber +1
Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling i…