2020
DOI: 10.1103/physrevx.10.031018
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Building General Langevin Models from Discrete Datasets

Abstract: Many living and complex systems exhibit second-order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appear to be generated by a non-Markovian process. This limitation poses a challenge in the quantitative reconstruction of the model from experimental data, even in the simple case of equilibrium Langevin dynamics of Hamiltonian systems. We develop a novel Bayesian inference approach to learn the parameters of such stochastic effective models from di… Show more

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Cited by 36 publications
(42 citation statements)
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“…The entropy rate changes dramatically as missing (and predictive) velocity information is incorporated into the state ( K > 2 frames). Notably, the reconstructed state is not fully Markovian at K = 2 frames, a memory effect induced by the Euler-scheme used for simulation [57, 59, 60]. As expected for this continuous stochastic process h ( K, N ) → ∞ with increasing N , except when finite size effects result in the underestimation of the entropy rate.…”
Section: Resultsmentioning
confidence: 98%
See 1 more Smart Citation
“…The entropy rate changes dramatically as missing (and predictive) velocity information is incorporated into the state ( K > 2 frames). Notably, the reconstructed state is not fully Markovian at K = 2 frames, a memory effect induced by the Euler-scheme used for simulation [57, 59, 60]. As expected for this continuous stochastic process h ( K, N ) → ∞ with increasing N , except when finite size effects result in the underestimation of the entropy rate.…”
Section: Resultsmentioning
confidence: 98%
“…S5(A), indicative of the finite memory sitting in the measurement time series from the missing degree of freedom. Notably, the dynamics is not fully memoryless with K = 2 delays, as one would naively expect, a result due to the Euler-scheme update which induces memory effects on the infinitesimal propagator P (x k+1 |x k , x k−1 ) [61][62][63][64]. We choose K * = 7 frames = 0.35 s for subsequent analysis, which recovers the equipartition theorem, showing that momentum information is accurately captured by the reconstructed state, Fig.…”
Section: Brownian Particle In a Double Well Potentialmentioning
confidence: 95%
“…From the short-timescale dynamics of the measured cell trajectories , we infer the second-order stochastic differential equation that governs the motion ( 26 , 27 , 44 , 60 ). Specifically, to infer the terms of our model ( Eq.…”
Section: Methodsmentioning
confidence: 99%
“…Many approaches have been developed to face this kind of problem, most of which are based on the assumption that a relatively simple stochastic differential equation properly describes the dynamics. The coefficients can be found by mean of a careful analysis of conditioned moments 17,18 , even in the case of memory kernels 19 , or via a Bayesian approach 20 . This kind of strategy has been successfully em-ployed in many fields of physics, including turbulence, soft matter and biophysics 18,[21][22][23] .…”
Section: Introductionmentioning
confidence: 99%