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Marginal Girsanov Reweighting: Stable Variance Reduction for Long-Time-Scale Dynamics from Biased Simulation
Yan Wang1, Hao Wu2, Simon Olsson3
1School of Mathematical Sciences, Tongji University, 200092Shanghai, China.
Abstract:
Recovering unbiased kinetic and thermodynamic observables from enhanced sampling simulations is a central challenge in rare-event sampling. Classical Girsanov Reweighting (GR) offers a principled solution by yielding exact pathwise probability ratios between biased and unbiased processes. However, the variance of GR weights grows rapidly with time, rendering it impractical for long-horizon reweighting. We introduce Marginal Girsanov Reweighting (MGR), which mitigates variance explosion by marginalizing over intermediate paths, producing stable and scalable weights for long-time-scale dynamics. Experiments on various molecular dynamics (MD) systems demonstrate that MGR accurately recovers unbiased kinetic properties from trajectories generated under biased simulations.
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