Convergence analysis of adaptive biasing potential methods for diffusion processes

DOI10.4310/CMS.2019.V17.N1.A4MaRDI QIDQ1999854zbMATH OpenOpenAlexWikidataFDO

Authors Michel Benaïm, Charles-Edouard Bréhier

Publication date 27 June 2019

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.04880

zbMATH Keywords

adaptive biasingfree energy computationself-interacting diffusions

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Diffusion processes (60J60)

Abstract: This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently sample the invariant distribution of the diffusion process, thanks to the approximation of the associated free energy function (relative to a reaction coordinate). The bias which is introduced in the dynamics is computed adaptively; it depends on the past of the trajectory of the process through some time-averages. We give a detailed and general construction of such methods. We prove the consistency of the approach (almost sure convergence of well-chosen weighted empirical probability distribution). We justify the efficiency thanks to several qualitative and quantitative additional arguments. To prove these results , we revisit and extend tools from stochastic approximation applied to self-interacting diffusions, in an original context.

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(4)

• Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias
• Analysis of an adaptive biasing force method based on self-interacting dynamics
• Convergence of adaptive biasing potential methods for diffusions
• An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates

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