Analysis and optimization of weighted ensemble sampling

Abstract

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.

22 pages, 3 figures

References in corpus (2)

• Genealogical particle analysis of rare events
• Exact rate calculations by trajectory parallelization and twisting

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