An ergodic theorem for the weighted ensemble method

DOI10.1017/jpr.2021.38zbMath1492.65030arXiv1906.00856OpenAlexW4206010689WikidataQ114118010 ScholiaQ114118010MaRDI QIDQ5067216

David Aristoff

Publication date: 1 April 2022

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.00856

zbMATH Keywords

stratificationimportance samplingsteady stateergodic theoremsequential Monte Carlointeracting particle systemweighted ensemble

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)

Related Items (1)

Optimizing Weighted Ensemble Sampling of Steady States

Uses Software

• WESTPA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov state models for rare events in molecular dynamics
• Analysis of the accelerated weighted ensemble methodology
• Unbiasedness of some generalized adaptive multilevel splitting algorithms
• Optimal potential functions for the interacting particle system method
• Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
• Inference in hidden Markov models.
• Genealogical particle analysis of rare events
• Analysis of adaptive multilevel splitting algorithms in an idealized case
• Rare event computation in deterministic chaotic systems using genealogical particle analysis
• Two Mathematical Tools to Analyze Metastable Stochastic Processes
• Convergence properties of weighted particle islands with application to the double bootstrap algorithm
• Sequential Monte Carlo Samplers
• On the Control of an Interacting Particle Estimation of Schrödinger Ground States
• Particle methods: An introduction with applications
• Trajectory Stratification of Stochastic Dynamics
• Probability
• Analysis and optimization of weighted ensemble sampling
• Optimizing Weighted Ensemble Sampling of Steady States
• On parallel implementation of sequential Monte Carlo methods: the island particle model

This page was built for publication: An ergodic theorem for the weighted ensemble method