Zhiqiang Tan writes:

I have created an R package to implement the full likelihood method in Kong et al. (2003). The method can be seen as a binless extension of so-called Weighted Histogram Analysis Method (UWHAM) widely used in physics and chemistry. The method has also been introduced to the physics literature and called the Multivariate Bennet Acceptance Ratio (MBAR) method. But a key point of my implementation is to compute the free energy estimates by minimizing a convex function, instead of solving nonlinear equations by the self-consistency or the Newton-Raphson algorithm.

I was wondering when WHAM and MBAR would cross back over into statistical practice.

What’s the most common method for simulating normalizing constants in statistics, thermodynamic integration? I’ve seen Andrew/Xiao-Li’s 1998 paper, but this isn’t my focus, so I haven’t looked far beyond that review.