2 papers
math.PR2026
Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting
Carsten Hartmann, Annika Jöster, Christof Schütte +2
Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare tra…
math.PR2024
Risk-neutral limit of adaptive importance sampling of random stopping times
Carsten Hartmann, Annika Jöster
We discuss importance sampling of exit problems that involve unbounded stopping times; examples are mean first passage times, transition rates or committor probabilities in molecul…