Optimal estimation of free energies and stationary densities from multiple biased simulations

DOI10.1137/120895883zbMATH Open1346.60120arXiv1212.6711OpenAlexW2594822521MaRDI QIDQ5250322FDOQ5250322

Authors: Hao Wu, Frank Noé 

Publication date: 19 May 2015

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Abstract: When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these systems have metastable regions or phases, prohibiting to estimate the stationary probabilities by direct simulation. Efficient sampling methods such as umbrella sampling, metadynamics and conformational flooding have developed that perform a number of simulations where the system's potential is biased such as to accelerate the rare barrier crossing events. A joint free energy profile or stationary density can then be obtained from these biased simulations with weighted histogram analysis method (WHAM). This approach (a) requires a few essential order parameters to be defined in which the histogram is set up, and (b) assumes that each simulation is in global equilibrium. Both assumptions make the investigation of high-dimensional systems with previously unknown energy landscape difficult. Here, we introduce the transition matrix unweighting (TMU) method, a simple and efficient estimation method which dismisses both assumptions. The configuration space is discretized into sets, but these sets are not only restricted to the selected slow coordinate but can be clusters that form a partition of high-dimensional state space. The assumption of global equilibrium is replaced by requiring only local equilibrium within the discrete sets, and the stationary density or free energy is extracted from the transitions between clusters. We prove the asymptotic convergence and normality of TMU, give an efficient approximate version of it and demonstrate its usefulness on numerical examples.

Full work available at URL: https://arxiv.org/abs/1212.6711

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zbMATH Keywords

maximum likelihood estimationsimulationerror analysisMarkov chainsfree energystationary density

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cites Work

• Title not available (Why is that?)
• On the Markov chain central limit theorem
• A conjugate gradient method with descent direction for unconstrained optimization
• On the Continuity of the Generalized Inverse
• Extension to the weighted histogram analysis method: combining umbrella sampling with free energy calculations
• The Kullback–Leibler Divergence Rate Between Markov Sources
• On the central limit theorem for geometrically ergodic Markov chains
• Efficient computation, sensitivity, and error analysis of committor probabilities for complex dynamical processes

Cited In (3)

• Optimized convergence for multiple histogram analysis
• Title not available (Why is that?)
• Computation of equilibrium densities in metastable dynamical systems by domain decomposition

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