Literature DB >> 19814546

Optimal estimators and asymptotic variances for nonequilibrium path-ensemble averages.

David D L Minh1, John D Chodera.   

Abstract

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.

Mesh:

Year:  2009        PMID: 19814546      PMCID: PMC2771048          DOI: 10.1063/1.3242285

Source DB:  PubMed          Journal:  J Chem Phys        ISSN: 0021-9606            Impact factor:   3.488


  34 in total

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7.  Free energy surfaces from single-molecule force spectroscopy.

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  14 in total

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6.  Eigenvector method for umbrella sampling enables error analysis.

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10.  An Information Theory Approach to Nonlinear, Nonequilibrium Thermodynamics.

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