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

@article{Zhang2008TheE,
  title={The "weighted ensemble" path sampling method is statistically exact for a broad class of stochastic processes and binning procedures.},
  author={Bin W. Zhang and David Jasnow and Daniel M. Zuckerman},
  journal={The Journal of chemical physics},
  year={2008},
  volume={132 5},
  pages={
          054107
        }
}
The "weighted ensemble" method, introduced by Huber and Kim [Biophys. J. 70, 97 (1996)], is one of a handful of rigorous approaches to path sampling of rare events. Expanding earlier discussions, we show that the technique 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 reasoning indicates that… CONTINUE READING

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