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Variational Characterization of Free Energy: Theory and Algorithms

Variational Characterization of Free Energy: Theory and Algorithms

The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational …