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We present an approach to the estimate of the potential of mean force along a generic reaction coordinate based on maximum likelihood methods and path-ensemble averages in systems driven far from equilibrium. Following similar arguments,…

Computational Physics · Physics 2008-03-05 Riccardo Chelli , Simone Marsili , Piero Procacci

Quadratic trapping potentials are widely used to experimentally probe biopolymers and molecular machines and drive transitions in steered molecular-dynamics simulations. Approximating energy landscapes as locally quadratic, we design…

Statistical Mechanics · Physics 2022-08-11 Steven Blaber , David A. Sivak

Variational system identification is a new formulation of maximum likelihood for estimation of parameters of dynamical systems subject to process and measurement noise, such as aircraft flying in turbulence. This formulation is an…

Applications · Statistics 2025-10-31 Dimas Abreu Archanjo Dutra

We consider a class of particle systems which appear in various applications such as approximation theory, plasticity, potential theory and space-filling designs. The positions of the particles on the real line are described as a global…

Analysis of PDEs · Mathematics 2022-10-05 Patrick van Meurs , Ken'ichiro Tanaka

In this article, we study the parameter estimation of interacting particle systems subject to the Newtonian aggregation and Brownian diffusion. Specifically, we construct an estimator $\widehat{\nu}$ with partial observed data to…

Analysis of PDEs · Mathematics 2018-10-11 Hui Huang , Jian-Guo Liu , Jianfeng Lu

Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and…

Statistics Theory · Mathematics 2013-10-30 Peter Bickel , David Choi , Xiangyu Chang , Hai Zhang

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Statistics Theory · Mathematics 2020-07-31 Fei Lu , Mauro Maggioni , Sui Tang

Within the frame of macroscopic quantum electrodynamics in causal media, the van der Waals interaction between an atomic system and an arbitrary arrangement of dispersing and absorbing dielectric bodies including metals is studied. It is…

Quantum Physics · Physics 2007-05-23 Stefan Yoshi Buhmann , Ho Trung Dung , Dirk-Gunnar Welsch

We address the interaction-time optimization for frequency estimation in a two-level system. The goal is to estimate with maximum precision a stochastic perturbation. Our approach is valid for any figure of merit used to define optimality,…

Mesoscale and Nanoscale Physics · Physics 2021-02-17 Angel Gutierrez-Rubio , Peter Stano , Daniel Loss

We consider two models of deterministic active particles in an external potential. In the limit where the speed of a particle is fixed, both models coincide and can be formulated as a Hamiltonian system, but only if the potential is…

Chaotic Dynamics · Physics 2024-07-19 Arkady Pikovsky

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose a novel method based on martingale estimating functions…

Numerical Analysis · Mathematics 2024-01-30 Grigorios A. Pavliotis , Andrea Zanoni

Directly interacting particles are considered in the multitime formalism of predictive relativistic mechanics. When the equations of motion leave a phase-space volume invariant, it turns out that the phase average of any first integral,…

High Energy Physics - Theory · Physics 2009-10-30 Ph. Droz-Vincent

In this work, we study the probability distribution for the force and potential energy of a test particle interacting with $N$ point random sources in the limit $N\rightarrow\infty$. The interaction is given by a central potential…

Mathematical Physics · Physics 2023-08-17 E. L. S. Silva , L. H. Miranda-Filho , A. Figueiredo

Many-particle simulations of vehicle interactions have been quite successful in the qualitative reproduction of observed traffic patterns. However, the assumed interactions could not be measured, as human interactions are hard to quantify…

Statistical Mechanics · Physics 2009-11-10 Milan Krbalek , Dirk Helbing

The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation or variance reduction methods are needed. We focus on one of these methods which is the interacting…

Statistics Theory · Mathematics 2020-11-06 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…

Functional Analysis · Mathematics 2019-04-30 Costel Peligrad

We consider the statistical mechanics of a classical particle in a one-dimensional box subjected to a random potential which constitutes a Wiener process on the coordinate axis. The distribution of the free energy and all correlation…

Condensed Matter · Physics 2009-10-28 Kurt Broderix , Reiner Kree

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likelihood estimation in the framework of sublinear expectation. We…

Probability · Mathematics 2023-01-16 Xinpeng Li , Yue Liu , Jiaquan Lu