Trajectory Stratification of Stochastic Dynamics

DOI10.1137/16M1104329zbMath1406.82010arXiv1610.09426WikidataQ128980032 ScholiaQ128980032MaRDI QIDQ4554908

Aaron R. Dinner, Brian van Koten, Jonathan Weare, Jeremy O. B. Tempkin, Jonathan C. Mattingly

Publication date: 12 November 2018

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.09426

zbMATH Keywords

rare eventsMonte Carlo methodsmolecular dynamicscomputational statistical mechanics

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items (5)

An ergodic theorem for the weighted ensemble method ⋮ Aggregation Methods for Computing Steady States in Statistical Physics ⋮ Optimizing Weighted Ensemble Sampling of Steady States ⋮ Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo ⋮ Analysis and optimization of weighted ensemble sampling

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• On the Two Different Aspects of the Representative Method: The Method of Stratified Sampling and the Method of Purposive Selection
• Bayes Factors

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