Analysis and optimization of weighted ensemble sampling (1609.05887v3)

Abstract: We give a mathematical framework for weighted ensemble (WE) sampling, a binning and resampling technique for efficiently computing probabilities in molecular dynamics. We prove that WE sampling is unbiased in a very general setting that includes adaptive binning. We show that when WE is used for stationary calculations in tandem with a coarse model, the coarse model can be used to optimize the allocation of replicas in the bins.