A key theoretical challenge posed by single-molecule studies is the inverse problem of deducing the underlying molecular dynamics from the time evolution of low-dimensional experimental observables. Toward this goal, a variety of low-dimensional models have been proposed as descriptions of single-molecule signals, including random walks with or without conformational memory and/or with static or dynamics disorder. Differentiating among different models presents a challenge, as many distinct physical scenarios lead to similar experimentally observable behaviors such as anomalous diffusion and nonexponential relaxation. Here we show that information-theory-based analysis of single-molecule time series, inspired by Shannon's work studying the information content of printed English, can differentiate between Markov (memoryless) and non-Markov single-molecule signals and between static and dynamic disorder. In particular, non-Markov time series are more predictable and thus can be compressed and transmitted within shorter messages (i.e. have a lower entropy rate) than appropriately constructed Markov approximations, and we demonstrate that in practice the LZMA compression algorithm reliably differentiates between these entropy rates across several simulated dynamical models.

Single-molecule and single-particle tracking experiments are typically unable to resolve fine details of thermal motion at short timescales where trajectories are continuous. We show that, when a diffusive trajectory [Formula: see text] is sampled at finite time intervals δt, the resulting error in measuring the first passage time to a given domain can exceed the time resolution of the measurement by more than an order of magnitude. Such surprisingly large errors originate from the fact that the trajectory may enter and exit the domain while being unobserved, thereby lengthening the apparent first passage time by an amount that is larger than δt. Such systematic errors are particularly important in single-molecule studies of barrier crossing dynamics. We show that the correct first passage times, as well as other properties of the trajectories such as splitting probabilities, can be recovered via a stochastic algorithm that reintroduces unobserved first passage events probabilistically.

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Whether single-molecule trajectories, observed experimentally or in molecular simulations, can be described using simple models such as biased diffusion is a subject of considerable debate. Memory effects and anomalous diffusion have been reported in a number of studies, but directly inferring such effects from trajectories, especially given limited temporal and/or spatial resolution, has been a challenge. Recently, we proposed that this can be achieved with information-theoretical analysis of trajectories, which is based on the general observation that non-Markov effects make trajectories more predictable and, thus, more “compressible” by lossless compression algorithms. Toy models where discrete molecular states evolve in time were shown to be amenable to such analysis, but its application to continuous trajectories presents a challenge: the trajectories need to be digitized first, and digitization itself introduces non-Markov effects that depend on the specifics of how trajectories are sampled. Here we develop a milestoning-based method for information-theoretical analysis of continuous trajectories and show its utility in application to Markov and non-Markov models and to trajectories obtained from molecular simulations.