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The Workshop on Intelligent Computational Methods in Molecular Dynamics 分子动力学研究中的智能计算方法研讨会

Student's Report: Marginal Girsanov Reweighting: Stable Variance Reduction via Neural Ratio Estimation

Speaker

王晏 Yan Wang , 同济大学 Tongji University

Time

22 Nov, 16:50 - 17:00

Abstract

Recovering unbiased properties from biased or perturbed simulations is a central challenge in rare-event sampling. Classical Girsanov Reweighting (GR) offers a principled solution by yielding exact pathwise probability ratios between perturbed and reference 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-timescale dynamics. Experiments demonstrate that MGR accurately recovers kinetic properties from umbrella-sampling trajectories in molecular dynamics.