A Doeblin-Anchored Contrastive Chart for Learning Markov Transition Kernels

Most molecular transitions occur on timescales far beyond direct molecular dynamics simulations. The committor, the probability that a configuration reaches a product state before a reactant state, is a central kinetic statistic, providing a mechanism-independent reaction coordinate and a foundation for transition path theory and the calculation of rates. This review surveys modern approaches for estimating the committor and related kinetic statistics from molecular simulations, with an emphasis on self-supervised methods that learn solutions of their defining dynamical equations rather than relying on labeled shooting data. We develop a common operator viewpoint connecting generator-based partial differential equations, variational principles, Markov state models, dynamical Galerkin approximation, and neural networks. Empirical and theoretical evidence points to the efficiency of these methods. We provide theoretical and practical guidance for realizing their full potential in applications, including strategies for treating non-Markovian effects and for sampling. We conclude by identifying opportunities for further research, including connections to reinforcement learning and generative modeling.

Engression is a recently proposed and effective framework for conditional distribution learning. Its multi-step Reverse Markov extension further improves generative flexibility by decomposing complex conditional sampling into sequential reverse transitions. Despite their strong empirical performance, rigorous finite-sample statistical guarantees for these methods remain unavailable. In this paper, under deep neural network parameterizations, we establish nonasymptotic convergence bounds for Engression by directly controlling the Energy Distance between the learned and target conditional distributions. For the Reverse Markov framework, we further develop an Energy-Distance-based chain rule that enables a rigorous analysis of error propagation across reverse steps. Our analysis yields corresponding excess-risk bounds that are near-optimal up to logarithmic factors relative to the classical minimax rate over a general Hölder class.

We study what can be recovered about the transition probabilities of a Markov decision process from optimal actions alone. This is closely related to the inverse problem considered by Letcher et al., who ask when the dynamics can be recovered from numerical $Q$-values. Here the numerical values themselves are not observed; only the optimal actions are known, for every reward in a given class. For state-action rewards $r(s,a)$, knowing the optimal actions for every reward also tells us how much better one action is than another when each is followed by the same fixed policy. This is still not enough to determine the transition probabilities uniquely. We prove that two kernels give the same optimal actions for every reward exactly when $$Q_{s,a} = \Bigl(P_{s,a}+\tfrac1γe_s^{\mathsf T}(L-I)\Bigr)L^{-1}$$ for one invertible matrix $L$ satisfying $L\mathbf 1=\mathbf 1$. Near a kernel with strictly positive entries, there is an $n(n-1)$-dimensional family of different kernels with this property. The result is unchanged if we consider only rewards having a unique optimal action at every state. We then compare this with rewards of the forms $r(s)$ and $r(s,a,s')$. Rewards that depend on the next state can usually recover the transition kernel itself: every row at a state with at least two actions is determined, and we describe exactly when a row at a state with one action can remain hidden. State rewards reveal less: two kernels give the same optimal actions exactly when every deterministic policy is optimal for the same set of rewards. The results show how the form of the reward affects what can be learned about the dynamics from optimal actions alone.