A WIP collection of algorithms related to optimal importance sampling (OIS).
With a focus on ISOKANN:
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ociso: OIS for Koopman eigen- and chi functions
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isokann: ISOKANN using OIS for the chi approximations
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control: simpler rewrite of ociso
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isonew: rewrite of isokann, uses humboldtsampling
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isokann2: sketch of ISOKANN in higher dimensions
Utils:
- sqra: Square root approximation for the generators of Ito diffusions (copy from Sqra.jl)
- humboldtsample: sample uniform along the reaction coordinate
Experimental implementations:
- logvar: OIS of path functionals with control variates (implements Richter, Nusken 2021)
- reinforce: OIS of functions via REINFORCE
- reinforcepath: like reinfore but on path space (equivalent to logvar)
- fbsde: Forward backward SDE with Neural Controls, learning all times at once (like Kebiri, Hartmann 2019)