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Optimal estimators and asymptotic variances for nonequilibrium path-ensemble averages

机译:非平衡路径整体平均的最优估计和渐近方差

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摘要

Existing optimal estimators of nonequilibrium path-ensemble averages are shown to fall within the framework of extended bridge sampling. Using this framework, we derive a general minimal-variance estimator that can combine nonequilibrium trajectory data sampled from multiple path-ensembles to estimate arbitrary functions of nonequilibrium expectations. The framework is also applied to obtain asymptotic variance estimates, which are a useful measure of statistical uncertainty. In particular, we develop asymptotic variance estimates pertaining to Jarzynski’s equality for free energies and the Hummer–Szabo expressions for the potential of mean force, calculated from uni- or bidirectional path samples. These estimators are demonstrated on a model single-molecule pulling experiment. In these simulations, the asymptotic variance expression is found to accurately characterize the confidence intervals around estimators when the bias is small. Hence, the confidence intervals are inaccurately described for unidirectional estimates with large bias, but for this model it largely reflects the true error in a bidirectional estimator derived by Minh and Adib.
机译:现有的非平衡路径整体平均值的最佳估计值显示在扩展桥采样的框架内。使用这个框架,我们得到了一个通用的最小方差估计器,它可以结合从多个路径集合中采样的非平衡轨迹数据来估计非平衡期望值的任意函数。该框架还适用于获得渐近方差估计值,这是统计不确定性的有用度量。特别是,我们开发了与自由能量的Jarzynski等式有关的渐近方差估计,以及关于单向或双向路径样本计算出的平均力潜力的Hummer-Szabo表达式。这些估计量在模型单分子拉实验中得到证明。在这些模拟中,发现渐近方差表达式可在偏差较小时准确地刻画估计量周围的置信区间。因此,对于具有较大偏差的单向估计,没有准确地描述置信区间,但是对于此模型,它很大程度上反映了Minh和Adib推导的双向估计器中的真实误差。

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