Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data

DOI10.1007/S10955-012-0597-4zbMath1259.82074OpenAlexW1963741653MaRDI QIDQ691017

Daan Crommelin

Publication date: 29 November 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/21056

zbMATH Keywords

stochastic differential equationparameter estimationdiffusion processsubsamplingnon-equilibrium data

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

A new framework for extracting coarse-grained models from time series with multiscale structure ⋮ Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data

Cites Work

• Reconstructing free energy profiles from nonequilibrium relaxation trajectories
• Maximum likelihood drift estimation for multiscale diffusions
• Reconstruction of diffusion using spectral data from time series
• Parameter estimation for multiscale diffusions
• Diffusion Estimation from Multiscale Data by Operator Eigenpairs
• Data-Based Inference of Generators for Markov Jump Processes Using Convex Optimization
• Multiscale Methods

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