2015
DOI: 10.1103/physreve.92.052109
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Recovering a stochastic process from super-resolution noisy ensembles of single-particle trajectories

Abstract: Recovering a stochastic process from noisy ensembles of single-particle trajectories is resolved here using the coarse-grained Langevin equation as a model. The massive redundancy contained in single-particle tracking data allows recovering local parameters of the underlying physical model. We use several parametric and nonparametric estimators to compute the first and second moments of the process, to recover the local drift, its derivative, and the diffusion tensor, and to deconvolve the instrumental from th… Show more

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Cited by 18 publications
(21 citation statements)
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“…Even when Dx and Dg are uncorrelated, and gðtÞ represents the effects of white noise, we are left with (Hoze and Holeman, 2015) DðyÞ…”
Section: Influence Of Random Errormentioning
confidence: 99%
“…Even when Dx and Dg are uncorrelated, and gðtÞ represents the effects of white noise, we are left with (Hoze and Holeman, 2015) DðyÞ…”
Section: Influence Of Random Errormentioning
confidence: 99%
“…2C), where a Gaussian error of amplitude σ is added to the physical position Z phys , so that the measured position is Z measured = Z phys + σξ. Such localization error affects the value of the effective diffusion coefficient compared to the physical diffusion coefficient D phys , leading to shift D measured = D phys + σ 2 2∆t + Aσ 2 divf , where A is a constant and f is the force applied to the tagged loci [37]. The noise localization error influences differently the values of the four biophysical parameters, in particular, the anomalous exponent α should not vary when ∆t changes because…”
Section: Influence Of the Sampling Time Step ∆T On The Four Measured mentioning
confidence: 99%
“…In this section, we present the construction of empirical estimators that serve to recover physical properties from parametric [37,41,87] and non-parametric statistics [4]. Retrieving statistical parameters of a diffusion process from one-dimensional time series statistics have been studied using Bayesian inference in [30,65].…”
Section: Empirical Estimation Of the Drift And Diffusion Tensor Of A mentioning
confidence: 99%
“…where η n are i.i.d m-dimensional standard gaussian variable and σ is a small parameter. Then, the estimator for the drift is [41]…”
Section: Generalization In Dimension Mmentioning
confidence: 99%