论文标题
Girsanov重新加权和用于构建分子马尔可夫状态模型的平方根近似的综述
A review of Girsanov Reweighting and of Square Root Approximation for building molecular Markov State Models
论文作者
论文摘要
储层计算是预测湍流的有力工具，其简单的架构具有处理大型系统的计算效率。然而，其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间，然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用，该系统模拟了湍流的若干特征。我们表明，使用径向基函数作为非线性投影器，即使只有部分观测并且不知道控制方程，也能稳健地捕捉复杂的系统非线性。最后，我们表明，当测量稀疏、不完整且带有噪声，甚至控制方程变得不准确时，我们的网络仍然可以产生相当准确的预测，从而为实际湍流系统的无模型预测铺平了道路。
Dynamical reweighting methods permit to estimate kinetic observables of a stochastic process governed by a target potential $\tilde{V}(x)$ from trajectories that have been generated at a different potential $V(x)$. In this article, we present Girsanov reweighting and Square Root Approximation (SqRA): the first method reweights path probabilities exploiting the Girsanov theorem and can be applied to Markov State Models (MSMs) to reweight transition probabilities; the second method was originally developed to discretize the Fokker-Planck operator into a transition rate matrix, but here we implement it into a reweighting scheme for transition rates. We begin by reviewing the theoretical background of the methods, then present two applications relevant to Molecular Dynamics (MD), highlighting their strengths and weaknesses.
