Michael Andersen Lomholt

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the possibility of measurement noise in both models. We find that for trajectories of a few hundred time points the procedure is able to resolve well the true model and parameters. Using the prior of the synthetic data generation process also for the inference, the approach is optimal based on decision theory. We include a comparison with inference using a prior different from the data generating one.

We present a Bayesian inference scheme for scaled Brownian motion, and investigate its performance on synthetic data for parameter estimation and model selection in a combined inference with fractional Brownian motion. We include the possibility of measurement noise in both models. We find that for trajectories of a few hundred time points the procedure is able to resolve well the true model and parameters. Using the prior of the synthetic data generation process also for the inference, the approach is optimal based on decision theory. We include a comparison with inference using a prior different from the data generating one.

The Lévy walk (LW) is a non-Brownian random walk model that has been found to describe anomalous dynamic phenomena in diverse fields ranging from biology over quantum physics to ecology. Recurrently occurring problems are to examine whether observed data are successfully quantified by a model classified as LWs or not and extract the best model parameters in accordance with the data. Motivated by such needs, we propose a hidden Markov model for LWs and computationally realize and test the corresponding Bayesian inference method. We introduce a Markovian decomposition scheme to approximate a renewal process governed by a power-law waiting time distribution. Using this, we construct the likelihood function of LWs based on a hidden Markov model and the forward algorithm. With the LW trajectories simulated at various conditions, we perform the Bayesian inference for parameter estimation and model classification. We show that the power-law exponent of the flight-time distribution can be successfully extracted even at the condition that the mean-squared displacement does not display the expected scaling exponent due to the noise or insufficient trajectory length. It is also demonstrated that the Bayesian method performs remarkably inferring the LW trajectories from given unclassified trajectory data set if the noise level is moderate.

For both Lévy flight and Lévy walk search processes we analyse the full distribution of first-passage and first-hitting (or first-arrival) times. These are, respectively, the times when the particle moves across a point at some given distance from its initial position for the first time, or when it lands at a given point for the first time. For Lévy motions with their propensity for long relocation events and thus the possibility to jump across a given point in space without actually hitting it (‘leapovers’), these two definitions lead to significantly different results. We study the first-passage and first-hitting time distributions as functions of the Lévy stable index, highlighting the different behaviour for the cases when the first absolute moment of the jump length distribution is finite or infinite. In particular we examine the limits of short and long times. Our results will find their application in the mathematical modelling of random search processes as well as computer algorithms.

Nanochannels provide a means for detailed experiments on the effect of confinement on biomacromolecules, such as DNA. Here we introduce a model for the complete unfolding of DNA from the circular to linear configuration. Two main ingredients are the entropic unfolding force and the friction coefficient for the unfolding process, and we describe the associated dynamics by a non-linear Langevin equation. By analyzing experimental data where DNA molecules are photo-cut and unfolded inside a nanochannel, our model allows us to extract values for the unfolding force as well as the friction coefficient for the first time. In order to extract numerical values for these physical quantities, we employ a recently introduced Bayesian inference framework. We find that the determined unfolding force is in agreement with estimates from a simple Flory-type argument. The estimated friction coefficient is in agreement with theoretical estimates for motion of a cylinder in a channel. We further validate the estimated friction constant by extracting this parameter from DNA’s center-of-mass motion before and after unfolding, yielding decent agreement. We provide publically available software for performing the required image and Bayesian analysis.

We employ Bayesian statistics using the nested-sampling algorithm to compare and rank multiple models of ergodic diffusion (including anomalous diffusion) as well as to assess their optimal parameters for in silico-generated and real time-series. We focus on the recently-introduced model of Brownian motion with “diffusing diffusivity”—giving rise to widely-observed non-Gaussian displacement statistics—and its comparison to Brownian and fractional Brownian motion, also for the time-series with some measurement noise. We conduct this model-assessment analysis using Bayesian statistics and the nested-sampling algorithm on the level of individual particle trajectories. We evaluate relative model probabilities and compute best-parameter sets for each diffusion model, comparing the estimated parameters to the true ones. We test the performance of the nested-sampling algorithm and its predictive power both for computer-generated (idealised) trajectories as well as for real single-particle-tracking trajectories. Our approach delivers new important insight into the objective selection of the most suitable stochastic model for a given time-series. We also present first model-ranking results in application to experimental data of tracer diffusion in polymer-based hydrogels.

We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match well with the underlying true parameters, while for model selection the approach has a preference for simple models when the trajectories are finite. The approach is applied to observed trajectories of vesicles diffusing in Chinese hamster ovary cells. Here it is supplemented with a goodness-of-fit test, which is able to reveal statistical discrepancies between the observed trajectories and model predictions.

Time-dependent ensemble averages, i.e., trajectory-based averages of some observable, are of importance in many fields of science. A crucial objective when interpreting such data is to fit these averages (for instance, squared displacements) with a function and extract parameters (such as diffusion constants). A commonly overlooked challenge in such function fitting procedures is that fluctuations around mean values, by construction, exhibit temporal correlations. We show that the only available general purpose function fitting methods, correlated chi-square method and the weighted least squares method (which neglects correlation), fail at either robust parameter estimation or accurate error estimation. We remedy this by deriving a new closed-form error estimation formula for weighted least square fitting. The new formula uses the full covariance matrix, i.e., rigorously includes temporal correlations, but is free of the robustness issues, inherent to the correlated chi-square method. We demonstrate its accuracy in four examples of importance in many fields: Brownian motion, damped harmonic oscillation, fractional Brownian motion and continuous time random walks. We also successfully apply our method, weighted least squares including correlation in error estimation (WLS-ICE), to particle tracking data. The WLS-ICE method is applicable to arbitrary fit functions, and we provide a publically available WLS-ICE software.