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• W3158204069 abstract "We study weighted ensemble, an interacting particle method for sampling distributions of Markov chains that has been used in computational chemistry since the 1990s. Many important applications of weighted ensemble require the computation of long time averages. We establish the consistency of weighted ensemble in this setting by proving an ergodic theorem for time averages. As part of the proof, we derive explicit variance formulas that could be useful for optimizing the method." @default.
• W3158204069 created "2021-05-10" @default.
• W3158204069 creator A5077533810 @default.
• W3158204069 date "2019-06-03" @default.
• W3158204069 modified "2023-09-27" @default.
• W3158204069 title "An ergodic theorem for the weighted ensemble method" @default.
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• W3158204069 hasPublicationYear "2019" @default.
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