The "weighted ensemble" path sampling method is statistically exact for a broad class of stochastic processes and binning procedures

Bin W. Zhang, David Jasnow, Daniel Zuckerman

Research output: Contribution to journalArticle

77 Citations (Scopus)

Abstract

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.

Original languageEnglish (US)
Article number054107
JournalJournal of Chemical Physics
Volume132
Issue number5
DOIs
StatePublished - Feb 16 2010
Externally publishedYes

Fingerprint

stochastic processes
Bins
Random processes
sampling
Sampling
hubs
derivation

ASJC Scopus subject areas

  • Physics and Astronomy(all)
  • Physical and Theoretical Chemistry

Cite this

The "weighted ensemble" path sampling method is statistically exact for a broad class of stochastic processes and binning procedures. / Zhang, Bin W.; Jasnow, David; Zuckerman, Daniel.

In: Journal of Chemical Physics, Vol. 132, No. 5, 054107, 16.02.2010.

Research output: Contribution to journalArticle

@article{56630b0669f444b69e0d21234cf64448,
title = "The {"}weighted ensemble{"} path sampling method is statistically exact for a broad class of stochastic processes and binning procedures",
abstract = "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.",
author = "Zhang, {Bin W.} and David Jasnow and Daniel Zuckerman",
year = "2010",
month = "2",
day = "16",
doi = "10.1063/1.3306345",
language = "English (US)",
volume = "132",
journal = "Journal of Chemical Physics",
issn = "0021-9606",
publisher = "American Institute of Physics Publising LLC",
number = "5",

}

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

PY - 2010/2/16

Y1 - 2010/2/16

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.

UR - http://www.scopus.com/inward/record.url?scp=76349084308&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=76349084308&partnerID=8YFLogxK

U2 - 10.1063/1.3306345

DO - 10.1063/1.3306345

M3 - Article

VL - 132

JO - Journal of Chemical Physics

JF - Journal of Chemical Physics

SN - 0021-9606

IS - 5

M1 - 054107

ER -