dorsal/arxiv
View SchemaSystematic Finite-Sampling Inaccuracy in Free Energy Differences and Other Nonlinear Quantities
| Authors | Daniel M. Zuckerman, Thomas B. Woolf |
|---|---|
| Categories | |
| ArXiv ID | physics/0208015 |
| URL | https://arxiv.org/abs/physics/0208015 |
Abstract
Systematic inaccuracy is inherent in any computational estimate of a non-linear average, such as the free energy difference (Delta-F) between two states or systems, because of the availability of only a finite number of data values, N. In previous work, we outlined the fundamental statistical description of this ``finite-sampling error.'' We now give a more complete presentation of (i) rigorous general bounds on the free energy and other nonlinear averages, which underscore the universality of the phenomenon; (ii) asymptotic N->infinity expansions of the average behavior of the finite-sampling error in Delta-F estimates; (iii) illustrative examples of large-N behavior, both in free-energy and other calculations; and (iv) the universal, large-N relation between the average finite-sampling error and the fluctuation in the error. An explicit role is played by Levy and Gaussian limiting distributions.
{
"annotation_id": "f06fad60-aede-446a-a03d-f36ad4dd7689",
"date_created": "2026-03-02T18:00:39.659000Z",
"date_modified": "2026-03-02T18:00:39.659000Z",
"file_hash": "0f72fe65f79c46984f22e022994e314aca0b7d5892f4be34c1e461e5221d8a53",
"private": false,
"record": {
"abstract": "Systematic inaccuracy is inherent in any computational estimate of a\nnon-linear average, such as the free energy difference (Delta-F) between two\nstates or systems, because of the availability of only a finite number of data\nvalues, N. In previous work, we outlined the fundamental statistical\ndescription of this ``finite-sampling error.\u0027\u0027 We now give a more complete\npresentation of (i) rigorous general bounds on the free energy and other\nnonlinear averages, which underscore the universality of the phenomenon; (ii)\nasymptotic N-\u003einfinity expansions of the average behavior of the\nfinite-sampling error in Delta-F estimates; (iii) illustrative examples of\nlarge-N behavior, both in free-energy and other calculations; and (iv) the\nuniversal, large-N relation between the average finite-sampling error and the\nfluctuation in the error. An explicit role is played by Levy and Gaussian\nlimiting distributions.",
"arxiv_id": "physics/0208015",
"authors": [
"Daniel M. Zuckerman",
"Thomas B. Woolf"
],
"categories": [
"physics.comp-ph",
"physics.chem-ph",
"physics.data-an"
],
"title": "Systematic Finite-Sampling Inaccuracy in Free Energy Differences and Other Nonlinear Quantities",
"url": "https://arxiv.org/abs/physics/0208015"
},
"schema_id": "dorsal/arxiv",
"source": {
"execution_id": "8c57054a-b8f6-48bb-8b68-0838837fe7dd",
"id": "arXiv Dataset IDs",
"type": "Model",
"variant": "snapshot-2026-03-01",
"version": "0.1.0"
},
"user_id": 1000002
}