[gmx-users] FEP and error estimation

[Maik Goette]

Thank you David

I will discuss the problem with my colleagues first (and try to get an 
appropriate solution), but maybe I will come back to your offer later. ;)

Regards

Maik Goette, Dipl. Biol.
Max Planck Institute for Biophysical Chemistry
Theoretical & computational biophysics department
Am Fassberg 11
37077 Goettingen
Germany
Tel.  : ++49 551 201 2310
Fax   : ++49 551 201 2302
Email : mgoette[at]mpi-bpc.mpg.de
         mgoette2[at]gwdg.de
WWW   : http://www.mpibpc.gwdg.de/groups/grubmueller/


David Mobley wrote:
> Maik,
> 
> The stdev/sqrt(n-1) will be an underestimate of the true error and even 
> of what your estimate *should* be, because it neglects the time 
> correlation in the data series. Depending on what you're doing the 
> correlation time can be long (for example, I have some binding affinity 
> calculations where the ligand can undergo large-scale changes in 
> orientation with a timescale on the order of 1ns). Anyway, the point is, 
> you really need to take this correlation time into account, because 
> otherwise, you *do* have a lot of samples, but they're not independent. 
> What you really want is to compute something like std/sqrt(n_eff) where 
> n_eff is the effective number of independent samples you have.
> 
> Anyway, the best way to do this is to compute the effective statistical 
> inefficiency g from the normalized autocorrelation function. Then you 
> can compute stdev/sqrt((n-1)/g) or some such.
> 
> Check out this recent paper from  our group for some information on 
> this: http://www.dillgroup.ucsf.edu/dl_papers/replica-exchange-wham.pdf. 
> Most of the paper is of course not relevant to what you are doing, but 
> see especially section 2.4 and 5.2. I've personally been using some of 
> the techniques in this paper (and those it references) to do exactly the 
> sort of error analysis you're trying to do, in collaboration with J. 
> Chodera, so get back to us if you need any help or further information 
> after reading the relevant sections of the paper.
> 
> I want to emphasize that this careful accounting of error is *very* 
> important. One thing I've found when doing careful free energy 
> calculations with good error analysis in this way is that it's hard to 
> get good results, and probably a lot of the published results without 
> careful error analysis actually have very large error which the authors 
> are unaware of.
> 
> Thanks,
> David
> 
> 
> On 1/9/06, *Maik Goette* <mgoette at mpi-bpc.mpg.de 
> <mailto:mgoette at mpi-bpc.mpg.de>> wrote:
> 
>     Dear all
> 
>     I was asking myself how to get an adequate error for FEP simulations.
>     g_analyze spits out two values:
>     The standard deviation (which seems to be not good for a correct error
>     estimation) and std.dev./sqrt (n-1).
>     I now think, that the 2nd one is the method, Berk derived in his PhD
>     thesis and therefore the better one(?). But I am not really sure
>     about this.
>     Any comment?
> 
>     Thank you
> 
>     --
>     Maik Goette, Dipl. Biol.
>     Max Planck Institute for Biophysical Chemistry
>     Theoretical & computational biophysics department
>     Am Fassberg 11
>     37077 Goettingen
>     Germany
>     Tel.  : ++49 551 201 2310
>     Fax   : ++49 551 201 2302
>     Email : mgoette[at]mpi- bpc.mpg.de <http://bpc.mpg.de>
>              mgoette2[at]gwdg.de
>     WWW   : http://www.mpibpc.gwdg.de/groups/grubmueller/
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