Likelihood-Based Estimation of Multidimensional Langevin Models and Its Application to Biomolecular Dynamics
DOI10.1137/070687451zbMath1180.35175MaRDI QIDQ3183343
Christof Schütte, Illia Horenko
Publication date: 19 October 2009
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/fae27ed5893e8985f7abcab6a2c3027f4423f691
parameter estimation; model reduction; hidden Markov models; molecular dynamics; hypoelliptic diffusion; effective dynamics; maximum-likelihood principle; multidimensional Langevin equation; conformations; exponential estimators
62M05: Markov processes: estimation; hidden Markov models
35Q92: PDEs in connection with biology, chemistry and other natural sciences
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
37M10: Time series analysis of dynamical systems
35H10: Hypoelliptic equations
