Likelihood-Based Estimation of Multidimensional Langevin Models and Its Application to Biomolecular Dynamics

DOI10.1137/070687451zbMath1180.35175OpenAlexW1986238555MaRDI QIDQ3183343

Illia Horenko, Christof Schütte

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

zbMATH Keywords

parameter estimationmodel reductionhidden Markov modelsmolecular dynamicshypoelliptic diffusioneffective dynamicsmaximum-likelihood principlemultidimensional Langevin equationconformationsexponential estimators

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Time series analysis of dynamical systems (37M10) Hypoelliptic equations (35H10)

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