Optimal Estimation of Free Energies and Stationary Densities from Multiple Biased Simulations

DOI10.1137/120895883zbMath1346.60120arXiv1212.6711OpenAlexW2594822521MaRDI QIDQ5250322

Hao Wu, Frank Noé

Publication date: 19 May 2015

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.6711

zbMATH Keywords

simulationMarkov chainsmaximum likelihood estimationfree energyerror analysisstationary density

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Probabilistic models, generic numerical methods in probability and statistics (65C20) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

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• The Kullback–Leibler Divergence Rate Between Markov Sources
• On the Continuity of the Generalized Inverse
• Extension to the weighted histogram analysis method: combining umbrella sampling with free energy calculations

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