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A WIP collection of algorithms related to optimal importance sampling (OIS).

With a focus on ISOKANN:

• ociso: OIS for Koopman eigen- and chi functions

• isokann: ISOKANN using OIS for the chi approximations

• control: simpler rewrite of ociso

• isonew: rewrite of isokann, uses humboldtsampling

• 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)