Jonathan
Weare
Warren Weaver Hall, Room 1103 251 Mercer Street New York, NY 10012-1185 [my last name]@nyu.edu |
Our group is primarily
focused on the design, mathematical analysis, and
application of stochastic algorithms and models. Our
work draws on tools from probability theory, numerical
analysis, and statistical and machine learning. Research
in the group is informed by our long term collaborations
with applications experts in areas such as astrophysics,
biophysics, computational chemistry, and weather and
climate science.
I am a professor of
mathematics in the Courant Institute of Mathematical
Sciences at New York University. Previously I was an
associate professor in the statistics department and in
the James Franck Institute at the University of Chicago
and, before that, an assistant professor in the
mathematics department there. Before moving to Chicago,
I was a Courant Instructor of mathematics at NYU and a
PhD student in mathematics at the University of
California at Berkeley.
Research areas
Monte
Carlo sampling
multiscale analysis and simulation randomized numerical linear algebra rare event analysis and simulation statistical and machine learning for science People
High school
students
Anna
Zhang, Stuyvesant High School 2020-2021
Undergraduate
students
Ibrohim
Nosirov, mathematics, New York
Unviersity (co-mentored with C. Musco) Summer 2023
James Butler, mathematics,
University of Chicago (co-mentored with D. Abbot)
2020-2021Runxin Ni, mathematics, New York University (co-mentored with D. Abbot) Summer 2020 Charlie Marshall, mathematics, University of Chicago (co-mentored with D. Abbot) 2019-2020 Douglas Dow, mathematics, University of Chicago 2019-2020 Bradley Stadie, mathematics, University of Chicago 2013-2014 Masters students Bixing
Qiao, mathematics, New York University 2019-2020
Eileen Li, statistics, University of Chicago (co-mentored with A. Dinner) 2016-2017 Doctoral students Natalia
Hajłasz, New York University 2022-
Xiaoou Cheng, New York University 2020- Huan Zhang, mathematics, New York University 2019- Chatipat Lorpaiboon, chemistry, University of Chicago (co-mentored with A. Dinner) 2018- John Strahan, chemistry, University of Chicago (co-mentored with A. Dinner) 2018-2024 Anya Katsevich, mathematics, New York University 2017-2022 Justin Finkel, applied math, University of Chicago (co-mentored with D. Abbot) 2017-2022 Adam Antoszewski, chemistry, University of Chicago (co-mentored with A. Dinner) 2017-2022 Sam Greene, chemistry, Columbia (co-mentored with T. Berkelbach) 2017-2022 Robert Webber, mathematics, New York University 2015-2021 Bodhi Vani, chemistry, University of Chicago (co-mentored with A. Dinner) 2015-2021 Erik Thiede, chemistry, University of Chicago (co-mentored with A. Dinner) 2013-2019 David Plotkin, geoscience, University of Chicago (co-mentored with D. Abbot) 2012-2018 Jeremy Tempkin, chemistry, University of Chicago (co-mentored with A. Dinner) 2012-2017 Instructors and postdoctoral scholars Yifan
Chen, mathematics, New York University 2023-
Michael Lindsey, mathematics, New York University 2019-2022 Brian Van Koten, applied math, University of Chicago 2014-2018 Charles Matthews, applied math, University of Chicago 2014-2018 Seyit Kale, chemistry, University of Chicago 2012-2015 Editorial work
Current Past Publications (sorted
roughly by area)
Preprints can be found on arXiv Monte Carlo, Markov chains, and related Ensemble
Markov chain Monte Carlo with teleporting walkers
with M. Lindsey and A. Zhang, SIAM Journal on Uncertainty Quantification, 10(3) [2022], 860-885 A metric on directed graphs and Markov chains based on hitting probabilities with Z.M. Boyd, N. Fraiman, J.L. Marzuola, P.J. Mucha, and B. Osting, SIAM Journal on Mathematics of Data Science, 3(2) [2021], 467-493 Stratification as a general variance reduction method for Markov chain Monte Carlo with A.R. Dinner, E.H. Thiede, and B. Van Koten, SIAM/ASA Journal on Uncertainty Quantification (JUQ), 8(3) [2020], 1139-1188 Langevin Markov chain Monte Carlo with stochastic gradients with C. Matthews [2018] Umbrella sampling: a powerful method to sample tails of distributions with C. Matthews, A. Kravstov, and E. Jennings, Monthly Notices of the Royal Astronomical Society, 480(3) [2018], 4069-4079 Ensemble preconditioning for Markov chain Monte Carlo simulation with B. Leimkuhler and C. Matthews, Statistics and Computing, 28(2) [2017], 277-290 Eigenvector method for umbrella sampling enables error analysis with E. Thiede, B. Van Koten, and A. Dinner, Journal of Chemical Physics, 145(8) [2016], 084115 Sharp entrywise perturbation bounds for Markov chains with E. Thiede and B. Van Koten, SIAM Journal on Matrix Analysis and Applications, 36(3) [2015], 917-941 On the statistical equivalence of restrained-ensemble simulations with the maximum entropy method with B. Roux, Journal of Chemical Physics, 138(8) [2013], 084107 An affine-invariant sampler for exoplanet fitting and discovery in radial velocity data with F. Hou, J. Goodman, D. Hogg, and C. Schwab, The Astrophysical Journal, 75 [2012], 198 Ensemble samplers with affine invariance with J. Goodman, Communications in Applied Mathematics and Computational Science, 5 [2010], 65-80 Efficient Monte Carlo sampling by parallel marginalization Proceedings of the National Academy of Science, 104(31) [2007], 12657-12662 Multiscale analysis and simulation Mercury's
chaotic secular evolution as a subdiffusive
process
with D.S. Abbot, R.J. Webber, D.M. Hernandez, and S. Hadden, The Astrophysical Journal, 967(2) [2024], 121 A Kinetic Monte Carlo approach for simulating cascading transmission line failure with J. Roth, D.A. Barajas-Solano, P. Stinis, and M. Anitescu, SIAM Multiscale Modeling and Simulation, 19(1) [2021], 208-241 Multiple time-step dual-Hamiltonian hybrid molecular dynamics Monte Carlo canonical propagation algorithm with Y. Chen, S. Kale, A. Dinner, and B. Roux, Journal of Chemical Theory and Computation, 12(4) [2016], 1449-1458 Finding chemical reaction paths with a multilevel preconditioning protocol with S. Kale, S. Olaseni, and A. Dinner, Journal of Chemical Theory and Simulation, 10(12) [2014], 5467-5475 Using multiscale preconditioning to accelerate the convergence of iterative molecular calculations with J. Tempkin, B. Qui, M. Saunders, B. Roux, and A. Dinner, Journal of Chemical Physics, 140(18) [2014], 184114 Nucleotide regulation of the structure and dynamics of G-actin with M. Saunders, J. Tempkin, A. Dinner, B. Roux, and G. Voth, Biophysical Journal, 106(8) [2014], 1710-1720 The relaxation of a family of broken bond crystal surface models with J. Marzuola, Physical Review E, 88 [2013], 032403 The theory of ultra coarse graining I, general principles with J. Dama, A. Sinitskiy, M. McCullagh, B. Roux, A. Dinner, and G. Voth, Journal of Chemical Theory and Computation, 9(5) [2013], 2466-2480 Minimizing memory as an objective for coarse-graining with N. Guttenberg, J. Dama, M. Saunders, A. Dinner, and G. Voth, Journal of Chemical Physics, 138(9) [2013], 094111 Extending molecular simulation time scales: Parallel-in-time integration for high-level quantum chemistry and complex force representations with E. Bylaska and J.H. Weare, Journal of Chemical Physics, 139 [2013], 074114 The evolution of a crystal surface: analysis of a 1D step train connecting two facets in the ADL regime with H. Al Hajj Shehadeh and R.V. Kohn, Physica D, 240 [2011], 1771-1784 Variance reduction for particle filters of systems with time-scale separation with D. Givon and P. Stinis, IEEE Transactions on Signal Processing, 57(2) [2009], 424-435 Randomized numerical linear algebra Full configuration
interaction excited-state energies in large active
spaces from subspace iteration with repeated random
sparsification
with S.M. Greene, R.J. Webber, J.E.T. Smith, and T.C. Berkelbach, Journal of Chemical Theory and Computation, 18(12) [2022], 7218-7232 Approximating matrix eigenvalues by subspace iteration with repeated random sparsification with S.M. Greene, R.J. Webber, and T.C. Berkelbach, SIAM Journal on Scientific Computing, 44(5) [2022], A3067-A3097 Improved fast randomized iteration approach to full configuration interaction with S.M. Greene, R.J. Webber, and T.C. Berkelbach, Journal of Chemical Theory and Computation, 16(9) [2020], 5572–5585 Beyond walkers in stochastic quantum chemistry: reducing error using Fast Randomized Iteration with S.M. Greene, R.J. Webber, and T.C. Berkelbach, Journal of Chemical Theory and Computation, 15(9) [2019], 4834-4850 Fast randomized iteration: diffusion Monte Carlo through the lens of numerical linear algebra with L.H. Lim, SIAM Reviews: Research Spotlight, 59(3) [2017], 547-587 Rare event analysis and simulation BAD-NEUS: Rapidly converging
trajectory stratification
Statistical and machine
learning for science
with J. Strahan, C. Lorpaiboon, and A.R. Dinner, Journal of Chemical Physics, 161 [2024], 084109 Revealing the statistics of extreme events hidden in short weather forecast data with J. Finkel, E.P. Gerber, and D.S. Abbot, AGU Advances, 4 [2023], e2023AV000881 (Featured as an Editor's Highlight) Simple physics and integrators accurately reproduce Mercury instability statistics with D.S. Abbot, D.M. Hernandez, S. Hadden, R.J. Webber, and G.P. Afentakis, The Astrophysical Journal, 944(2) [2023], 190 Data-driven transition path analysis yields a statistical understanding of sudden stratospheric warming events in an idealized model with J. Finkel, R.J. Webber, E.P. Gerber, and D.S. Abbot, Journal of the Atmospheric Sciences, 80 [2023], 519-534 Augmented transition path theory for sequences of events with C. Lorpaiboon and A.R. Dinner, Journal of Chemical Physics, 157(9) [2022], 094115 Computing transition path theory quantities with trajectory stratification with B.P. Vani and A.R. Dinner, Journal of Chemical Physics, 157(3) [2022], 034106 Rare event sampling improves Mercury instability statistics with D.S. Abott, R.J. Webber, and S. Hadden, Astrophysical Journal, 923(2) [2021], 236 Insulin dissociates by diverse mechanisms of coupled unfolding and unbinding with A. Antoszewski, C.-J. Feng, B.P. Vani, E.H. Thiede, L. Hong, A. Tokmakoff, and A.R. Dinner, Journal of Physical Chemistry B, 124(27) [2020], 5571-5587 Path properties of atmospheric transitions: illustration with a low-order sudden stratospheric warming model with J. Finkel, and D.S. Abbot, Journal of Atmospheric Science, 77(7) [2020], 2327-2347 Practical rare event simulation for extreme mesoscale weather with R.J. Webber, D.A. Plotkin, M.E O'Neill, and D.S. Abbot, Chaos, 29 [2019], 053109 (Featured in SIAM News) Maximizing simulated tropical cyclone intensity with action minimization with D.A. Plotkin, R.J. Webber, M.E O'Neill, and D.S. Abbot, Journal of Advances in Modeling Earth Systems (JAMES), 11(4) [2019], 863-891 Trajectory stratification of stochastic dynamics with A.R. Dinner, J.C. Mattingly, J. Tempkin, and B. Van Koten, SIAM Reviews: Research Spotlight, 60(4) [2018], 909–938 Simulating the stochastic dynamics and cascade failure of power networks with C. Matthews, B. Stadie, M. Anitescu, and C. Demarco, [2017] The Brownian fan with M. Hairer, Communications in Pure and Applied Mathematics, 68(1) [2015], 1-60 Improved diffusion Monte Carlo with M. Hairer, Communications in Pure and Applied Mathematics, 67(12) [2014], 1995-2021 Data assimilation in the low noise regime with applications to the Kuroshio with E. Vanden-Eijnden, Monthly Weather Review, 141 [2013], 1822-1841 Steered transition path sampling with N. Guttenberg and A. Dinner, Journal of Chemical Physics, 136 [2012], 234103 Rare event simulation for small noise diffusions with E. Vanden-Eijnden, Communications in Pure and Applied Mathematics, 65(12) [2012], 1770-1803 Particle filtering with path sampling and an application to a bimodal ocean current model Journal of Computational Physics, 228 [2009], 4312-4331 Efficient Conditional Path Sampling of Stochastic Differential Equations Thesis (Ph.D.) - University of California, Berkeley, ProQuest, [2007], ISBN: 978-0549-73732-2
The
surprising efficiency of temporal difference
learning for rare event prediction
with X. Cheng, NeurIPS 2024 Using explainable AI and transfer learning to understand and predict the maintenance of Atlantic blocking with limited observational data with H. Zhang, J. Finkel, D.S. Abbot, and E.P. Gerber, JGR - Machine Learning and Computation , accepted Improved active learning via dependent leverage score sampling with A. Shimizu, X. Cheng, and C. Musco, ICLR 2024 (Oral presentation, top 1.2% of submissions) Accurate estimates of dynamical statistics using memory with C. Lorpaiboon, S.C. Guo, J. Strahan, and A.R. Dinner, Journal of Chemical Physics, accepted (Featured as an Editor's Pick) AI can identify Solar System instability billions of years in advance with D.S. Abbot, J.D. Laurence-Chasen, R.J. Webber, and D.M. Hernandez, Research Notes of the AAS, 8(1) [2024] Inexact iterative numerical linear algebra for neural network-based spectral estimation and rare-event prediction with J. Strahan, S.C. Guo, C. Lorpaiboon, and A.R. Dinner, Journal of Chemical Physics, 159 [2023], 014110 Predicting rare events using neural networks and short-trajectory data with J. Strahan, J. Finkel, and A.R. Dinner, Journal of Computational Physics, 488 [2023], 112152 Understanding and eliminating spurious modes in variational Monte Carlo using collective variables with H. Zhang, R.J. Webber, M. Lindsey, and T.C. Berkelbach, Physical Review Research, 5 [2023], 023101 Learning forecasts of rare stratospheric transitions from short simulations with J. Finkel, R.J. Webber, D.S. Abbot, and E.P. Gerber, Monthly Weather Review, 149(11) [2021], 3649-3669 Long-timescale predictions from short-trajectory data: A benchmark analysis of the trp-cage miniprotein with J. Strahan, A. Antoszewski, C. Lorpaiboon, B. Vani, and A.R. Dinner, Journal of Chemical Theory and Computation, 17(5) [2021], 2948-2963 Error bounds for dynamical spectral estimation with R.J. Webber, E.H. Thiede, D. Dow, and A.R. Dinner, SIAM Journal on Mathematics of Data Science, 3(1) [2021], 225-252 Integrated VAC: A robust strategy for identifying eigenfunctions of dynamical operators with C. Lorpaiboon, E.H. Thiede, R.J. Webber, and A.R. Dinner, Journal of Physical Chemistry B, 124(42) [2020], 9354-9364 Galerkin approximation of dynamical quantities using trajectory data with E.H. Thiede, D. Giannakis, and A.R. Dinner, Journal of Chemical Physics, 150 [2019], 24111 Distinguishing meanders of the Kuroshio using machine learning with D. Plotkin and D. Abbot, Journal of Geophysical Research - Oceans, 119(10) [2014], 6593-6604 Software
Fast Randomized Iteration for Electronic Structure (FRIES) S.M. Greene (I am not an author) C++ implementations of various methods within the Fast Randomized Iteration (FRI) framework for performing Full Configuration Interaction calculations on molecular systems and the Hubbard model. pyEDGAR E.H. Thiede (I am not an author) Python implementation of Dynamic Galerkin Approximation (DGA) which builds predictions of long-timescale phenomena from short trajectory data. Eigenvector Method for Umbrella Sampling (EMUS) E.H. Thiede (I am not an author) Python implementation of a stratification approach to MCMC Umbrella Sampling for Data Science Applications C. Matthews (I am not an author) Lightweight Python implementation of EMUS for data science applications A very nice EMUS tutorial in Python G.J. Gilbert (I am not an author) Ensemble QuasiNewton MCMC (EQN) C. Matthews (I am not an author) Python implementation of an emsemble preconditioning approach to MCMC Fast Randomized Iteration (FRI) with J. Dama Demonstration C++ implementation of randomized power iteration. Enhanced Sampling Toolkit J. Tempkin (I am not an author) The Enhanced Sampling Toolkit provides a flexible and extensible toolkit for rapidly prototyping rare event simulation algorithms. The code is written entirely in Python and acts as a wrapper to various well-established molecular dynamics codes. Ticketed Diffusion Monte Carlo (TDMC) J. Dama (I am not an author) Demonstration C++ implementation of an improved diffusion Monte Carlo method. emcee: The MCMC Hammer D. Foreman-Mackey, D. Hogg, D. Lang, and J. Goodman (I am not an author) Python implementation of an affine invariant ensemble MCMC scheme. |