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We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit theorem for the Adaptive Augmented Inverse-Probability Weighted estimator, which is semiparametric efficient, under weaker assumptions than those previously made in the literature. This central limit theorem enables efficient inference at fixed sample sizes. We then consider a sequential inference setting, deriving both asymptotic and nonasymptotic confidence sequences that are considerably tighter than previous methods. These anytime-valid methods enable inference under data-dependent stopping times (sample sizes). Additionally, we use propensity score truncation techniques from the recent off-policy estimation literature to reduce the finite sample variance of our estimator without affecting the asymptotic variance. Empirical results demonstrate that our methods yield narrower confidence sequences than those previously developed in the literature while maintaining time-uniform error control.
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Understanding the sources of error in MBAR through asymptotic analysis
Many sampling strategies commonly used in molecular dynamics, such as umbrella sampling and alchemical free energy methods, involve sampling from multiple states. The Multistate Bennett Acceptance Ratio (MBAR) formalism is a widely used way of recombining the resulting data. However, the error of the MBAR estimator is not well-understood: previous error analyses of MBAR assumed independent samples. In this work, we derive a central limit theorem for MBAR estimates in the presence of correlated data, further justifying the use of MBAR in practical applications. Moreover, our central limit theorem yields an estimate of the error that can be decomposed into contributions from the individual Markov chains used to sample the states. This gives additional insight into how sampling in each state affects the overall error. We demonstrate our error estimator on an umbrella sampling calculation of the free energy of isomerization of the alanine dipeptide and an alchemical calculation of the hydration free energy of methane. Our numerical results demonstrate that the time required for the Markov chain to decorrelate in individual states can contribute considerably to the total MBAR error, highlighting the importance of accurately addressing the effect of sample correlation.
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- PAR ID:
- 10444884
- Date Published:
- Journal Name:
- The Journal of Chemical Physics
- Volume:
- 158
- Issue:
- 21
- ISSN:
- 0021-9606
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1063/5.0147243
