Gaussian approximations for transition paths in Brownian dynamics
Yulong Lu, Andrew M. Stuart, Hendrik Weber

TL;DR
This paper develops a Gaussian approximation framework for transition paths in overdamped Langevin dynamics, providing explicit formulas and analyzing the low temperature limit to identify the most likely paths and fluctuations.
Contribution
It introduces a variational approach to approximate transition paths with Gaussian measures, including explicit KL divergence expressions and analysis of the low temperature limit.
Findings
Explicit expression for KL divergence in Gaussian approximation
Existence of minimizers for the variational problem
Low temperature limit characterized by a linearized Ornstein-Uhlenbeck process
Abstract
This paper is concerned with transition paths within the framework of the overdamped Langevin dynamics model of chemical reactions. We aim to give an efficient description of typical transition paths in the small temperature regime. We adopt a variational point of view and seek the best Gaussian approximation, with respect to Kullback-Leibler divergence, of the non-Gaussian distribution of the diffusion process. We interpret the mean of this Gaussian approximation as the "most likely path" and the covariance operator as a means to capture the typical fluctuations around this most likely path. We give an explicit expression for the Kullback-Leibler divergence in terms of the mean and the covariance operator for a natural class of Gaussian approximations and show the existence of minimisers for the variational problem. Then the low temperature limit is studied via -convergence…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsGaussian Processes and Bayesian Inference · Statistical Mechanics and Entropy · Statistical Methods and Inference
