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Coarse-grained (CG) models provide a computationally efficient method for rapidly investigating the long time-and length-scale processes that play a critical role in many important biological and soft matter processes. Recently, Izvekov and Voth introduced a new multiscale coarse-graining (MS-CG) method [J. Phys. Chem. B 109, 2469 (2005); J. Chem. Phys. 123, 134105 (2005)] for determining the effective interactions between CG sites using information from simulations of atomically detailed models. The present work develops a formal statistical mechanical framework for the MS-CG method and demonstrates that the variational principle underlying the method may, in principle, be employed to determine the many-body potential of mean force (PMF) that governs the equilibrium distribution of positions of the CG sites for the MS-CG models. A CG model that employs such a PMF as a “potential energy function” will …