TY - JOUR
T1 - The "weighted ensemble" path sampling method is statistically exact for a broad class of stochastic processes and binning procedures
AU - Zhang, Bin W.
AU - Jasnow, David
AU - Zuckerman, Daniel M.
N1 - Funding Information:
We benefited from many helpful discussions about WE approach with group members Divesh Bhatt and Andrew Petersen. This work was supported by NIH (Grant No. GM070987) (to D.M.Z.).
PY - 2010
Y1 - 2010
N2 - The "weighted ensemble" method, introduced by Huber and Kim [Biophys. J. 70, 97 (1996)], is one of a handful of rigorous approaches to path sampling of rare events. Expanding earlier discussions, we show that the technique is statistically exact for a wide class of Markovian and non-Markovian dynamics. The derivation is based on standard path-integral (path probability) ideas, but recasts the weighted-ensemble approach as simple " resampling" in path space. Similar reasoning indicates that arbitrary nonstatic binning procedures, which merely guide the resampling process, are also valid. Numerical examples confirm the claims, including the use of bins which can adaptively find the target state in a simple model.
AB - The "weighted ensemble" method, introduced by Huber and Kim [Biophys. J. 70, 97 (1996)], is one of a handful of rigorous approaches to path sampling of rare events. Expanding earlier discussions, we show that the technique is statistically exact for a wide class of Markovian and non-Markovian dynamics. The derivation is based on standard path-integral (path probability) ideas, but recasts the weighted-ensemble approach as simple " resampling" in path space. Similar reasoning indicates that arbitrary nonstatic binning procedures, which merely guide the resampling process, are also valid. Numerical examples confirm the claims, including the use of bins which can adaptively find the target state in a simple model.
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U2 - 10.1063/1.3306345
DO - 10.1063/1.3306345
M3 - Article
C2 - 20136305
AN - SCOPUS:76349084308
SN - 0021-9606
VL - 132
JO - Journal of Chemical Physics
JF - Journal of Chemical Physics
IS - 5
M1 - 054107
ER -