Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
The eigenvector method for umbrella sampling (EMUS) [E. H. Thiede et al., J. Chem. Phys., 145 (2016), 084115] belongs to a popular class of methods in statistical mechanics which adapt the principle of stratified survey sampling to the computation of free energies. We develop a detailed theoretical analysis of EMUS. …