The article surveys and extends variational formulations of the thermodynamic
free energy and discusses their information-theoretic content from the
perspective of mathematical statistics. We revisit the well-known Jarzynski
equality for nonequilibrium free energy sampling within the framework of
importance sampling and Girsanov change-of-measure transformations. The
implications of the different variational formulations for designing efficient
stochastic optimization and nonequilibrium simulation algorithms for computing
free energies are discussed and illustrated. View Full-Tex
