Geodesic
Analysis and optimization of weighted ensemble sampling
Aristoff, David1
1 Colorado State University, Colorado 80523, USA
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 52 (2018) no. 4, pp. 1219-1238

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We give a mathematical framework for weighted ensemble (WE) sampling, a binning and resampling technique for efficiently computing probabilities in molecular dynamics. We prove that WE sampling is unbiased in a very general setting that includes adaptive binning. We show that when WE is used for stationary calculations in tandem with a coarse model, the coarse model can be used to optimize the allocation of replicas in the bins.

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DOI : 10.1051/m2an/2017046
Classification : 65C05, 65C20, 65C40, 65Y05, 82C80
Keywords: Molecular dynamics, Markov chains, stationary distributions, long time dynamics, coarse graining, resampling, weighted ensemble

Aristoff, David 1

1 Colorado State University, Colorado 80523, USA 
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Aristoff, David. Analysis and optimization of weighted ensemble sampling. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 52 (2018) no. 4, pp. 1219-1238. doi: 10.1051/m2an/2017046

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