Theory of binless multi-state free energy estimation with applications to protein-ligand binding

The weighted histogram analysis method (WHAM) is routinely used for computing free energies and expectations from multiple ensembles. Existing derivations of WHAM require observations to be discretized into a finite number of bins. Yet, WHAM formulas seem to hold even if the bin sizes are made arbitrarily small. The purpose of this article is to demonstrate both the validity and value of the multi-state Bennet acceptance ratio (MBAR) method seen as a binless extension of WHAM. We discuss two statistical arguments to derive the MBAR equations, in parallel to the self-consistency and maximum likelihood derivations already known for WHAM. We show that the binless method, like WHAM, can be used not only to estimate free energies and equilibrium expectations, but also to estimate equilibrium distributions. We also provide a number of useful results from the statistical literature, including the determination of MBAR estimators by minimization of a convex function. This leads to an approach to the computation of MBAR free energies by optimization algorithms, which can be more effective than existing algorithms. The advantages of MBAR are illustrated numerically for the calculation of absolute protein-ligand binding free energies by alchemical transformations with and without soft-core potentials. We show that binless statistical analysis can accurately treat sparsely distributed interaction energy samples as obtained from unmodified interaction potentials that cannot be properly analyzed using standard binning methods. This suggests that binless multi-state analysis of binding free energy simulations with unmodified potentials offers a straightforward alternative to the use of soft-core potentials for these alchemical transformations.