Gundermann et al "Improved predictions of rare events using the Crooks fluctuation theorem"

Gundermann, J., Siegert, S., & Kantz, H. (2014). Improved predictions of rare
events using the Crooks fluctuation theorem. Physical Review E, 89(3),
032112.

This article explores the applicability of concepts from nonequilibrium
thermodynamics to rare event prediction. The Crooks fluctuation theorem is an
equality constraint on the probability distribution of a thermodynamical
observable. We consider as a prediction target the exceedance of a threshold of
such an observable, where the magnitude of the threshold modulates the rareness
of the event. A probability forecast is constructed for this event based on a
small observational data set. A simple method is proposed that exploits the
Crooks fluctuation theorem to estimate this probability. It is shown that this
estimator has improved predictive skill compared to the relative frequency of
exceedance in the data set. We quantify this improvement in two examples, and
study its dependence on the threshold magnitude and sample size in different
systems. Further improvements are achieved by combining the Crooks estimator
with the frequency estimator.