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Single-particle tracking allows to infer the motion of single molecules in living cells. When we observe a long trajectory (more than 100 points), it is possible that the particle switches mode of motion over time. Then, fitting a single…
We introduce a new approach to model and analyze \emph{Mobility}. It is fully based on discrete mathematics and yields a class of mobility models, called the \emph{Markov Trace} Model. This model can be seen as the discrete version of the…
In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC)…
It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…
Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…
We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…
We derive low-dimensional, data-driven models for transitions among exact coherent states (ECSs) in one of the most studied canonical shear flows, the plane Couette flow. These one- or two-dimensional nonlinear models represent the…
Coherent spin resonance techniques, such as nuclear and electron spin resonance spectroscopy, have revolutionized non-invasive imaging by providing spectrally resolved information about spin dynamics. Motivated by the recent emergence of…
In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stationary assumption on the underlying continuous process. By…
Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
Based on multiple simulation trajectories, which started from dispersively selected initial conformations, the weighted ensemble dynamics method is designed to robustly and systematically explore the hierarchical structure of complex…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
We present an algorithm for learning mixtures of Markov chains and Markov decision processes (MDPs) from short unlabeled trajectories. Specifically, our method handles mixtures of Markov chains with optional control input by going through a…
Molecular dynamics simulations yield large amounts of trajectory data. For their durable storage and accessibility an efficient compression algorithm is paramount. State of the art domain-specific algorithms combine quantization, Huffman…
We present a model-independent measure of dynamical complexity based on simulating complex quantum dynamics using stroboscopic Markovian dynamics. Tools from classical signal processing enable us to infer the Hilbert space dimension of a…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
We present a didactic introduction to spectral Dynamic Causal Modelling (DCM), a Bayesian state-space modelling approach used to infer effective connectivity from non-invasive neuroimaging data. Spectral DCM is currently the most widely…
Let $\{\boldsymbol{X}_n\}$ be a discrete-time $d$-dimensional process on $\mathbb{Z}_+^d$ with a supplemental (background) process $\{J_n\}$ on a finite set and assume the joint process $\{\boldsymbol{Y}_n\}=\{(\boldsymbol{X}_n,J_n)\}$ to…
Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe…