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.
Accepté le :
DOI : 10.1051/m2an/2017046
Mots-clés : Molecular dynamics, Markov chains, stationary distributions, long time dynamics, coarse graining, resampling, weighted ensemble
@article{M2AN_2018__52_4_1219_0,
author = {Aristoff, David},
title = {Analysis and optimization of weighted ensemble sampling},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {1219--1238},
publisher = {EDP-Sciences},
volume = {52},
number = {4},
year = {2018},
doi = {10.1051/m2an/2017046},
mrnumber = {3875284},
zbl = {07006974},
language = {en},
url = {http://archive.numdam.org/articles/10.1051/m2an/2017046/}
}
TY - JOUR AU - Aristoff, David TI - Analysis and optimization of weighted ensemble sampling JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2018 SP - 1219 EP - 1238 VL - 52 IS - 4 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/m2an/2017046/ DO - 10.1051/m2an/2017046 LA - en ID - M2AN_2018__52_4_1219_0 ER -
%0 Journal Article %A Aristoff, David %T Analysis and optimization of weighted ensemble sampling %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2018 %P 1219-1238 %V 52 %N 4 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/m2an/2017046/ %R 10.1051/m2an/2017046 %G en %F M2AN_2018__52_4_1219_0
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. http://archive.numdam.org/articles/10.1051/m2an/2017046/
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