Sensitivity Analysis in the Face of Rare Events
John Strahan, Todd R. Gingrich

TL;DR
This paper introduces a computational pipeline combining importance sampling and Markov state models to efficiently estimate sensitivities in systems with rare events, validated on molecular diffusion and motor models.
Contribution
It presents a novel method integrating MSMs and importance sampling with an iterative reweighting algorithm for sensitivity analysis in rare-event systems.
Findings
Validated on diffusion in the Müller-Brown potential with exact sensitivity comparison.
Applied to optimize directional bias in a molecular motor model.
Reduced approximation errors through the RiteWeight iterative reweighting procedure.
Abstract
Molecular motors and other complex nonequilibrium systems are controlled by large sets of design parameters, and optimizing those parameters requires computing sensitivities -- derivatives of dynamical observables with respect to the parameters. When the system's dynamics involves rare events, both the observable and its sensitivity are difficult to estimate from direct simulation. We present a practical computational pipeline that addresses both challenges by combining importance sampling with a Markov state model (MSM). The MSM separately captures the slow, rare-event dynamics and the fast, local dynamics, and the chain rule connects those two pieces to yield an efficient sensitivity estimator. An iterative reweighting procedure based on the RiteWeight algorithm substantially reduces approximation errors from the MSM coarse-graining. We validate the approach on diffusion in the…
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.
