Showing math.STShow all
2 papers · 1 filter
math.ST2026
Sampling with collective variables: Relative error analysis for umbrella sampling under general conditions
Holden Lee, Matheau Santana-Gijzen, Jonathan Weare
We consider the problem of estimating the expectation of a function (observable) with respect to a high-dimensional probability distribution, under the assumption that a low-dimens…
math.ST2024
Convergence Bounds for Sequential Monte Carlo on Multimodal Distributions using Soft Decomposition
Holden Lee, Matheau Santana-Gijzen
We prove bounds on the variance of a function under the empirical measure of the samples obtained by the Sequential Monte Carlo (SMC) algorithm, with time complexity depending…