Complexity Analysis of Normalizing Constant Estimation: from Jarzynski Equality to Annealed Importance Sampling and beyond

Wei Guo, Molei Tao, Yongxin Chen

Given an unnormalized probability density $\pi \propto {\mathrm{e}}^{-V}$, estimating its normalizing constant $Z={\int }_{{\mathbb{R}}^d}{\mathrm{e}}^{-V(x)}\mathrm{d}x$ or free energy $F=-\lo…