The "weighted ensemble" path sampling method is statistically exact for a broad class of stochastic processes and binning procedures

  • 10 October 2008
Abstract
We show that the "weighted ensemble" path sampling strategy, introduced by Huber and Kim, is statistically exact for a wide class of Markovian and non-Markovian dynamics. The derivation is based on standard path-integral (path probability) ideas, but recasts the weighted-ensemble approach as simple "resampling" in path space. Similar logic indicates that nearly arbitrary non-static binning procedures are also valid.