Inferring the parameters of a Markov process from snapshots of the steady state
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Publication:4964482
DOI10.1088/1742-5468/AAA8EAzbMATH Open1459.82160arXiv1707.04114OpenAlexW2736032725MaRDI QIDQ4964482FDOQ4964482
Authors: Simon L. Dettmer, Johannes Berg 
Publication date: 2 March 2021
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Abstract: We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is generally unknown and hard to compute, which prevents the application of established equilibrium inference methods. We propose a quantity we call propagator likelihood, which takes on the role of the likelihood in equilibrium processes. This propagator likelihood is based on fictitious transitions between those configurations of the system which occur in the samples. The propagator likelihood can be derived by minimising the relative entropy between the empirical distribution and a distribution generated by propagating the empirical distribution forward in time. Maximising the propagator likelihood leads to an efficient reconstruction of the parameters of the underlying model in different systems, both with discrete configurations and with continuous configurations. We apply the method to non-equilibrium models from statistical physics and theoretical biology, including the asymmetric simple exclusion process (ASEP), the kinetic Ising model, and replicator dynamics.
Full work available at URL: https://arxiv.org/abs/1707.04114
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Cites Work
- On Information and Sufficiency
- Time-Dependent Statistics of the Ising Model
- Phase transitions in driven diffusive systems with random rates
- Exact steady states of disordered hopping particle models with parallel and ordered sequential dynamics
- Generalized mean field approximation for parallel dynamics of the Ising model
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