Finite-sample bias in free energy bridge estimators

Abstract

In practical free energy estimation, the bias is often neglected once it has been shown to vanish in the large-sample limit. Yet finite-sample bias always exists and ought to be considered in any rigorous study. This work develops a metric for bias in a broad class of free energy "bridge estimators" (e.g., Bennett's method). The framework complements existing variance estimation methods and provides a means for comparing systematic and statistical errors. Examples show that, contrary to what is often assumed, the bias can be quite substantial when the sample size is modest.