English

Parameter inference and nonequilibrium identification for Markovian systems based on coarse-grained observations

Statistical Mechanics 2024-12-16 v2 Mathematical Physics math.MP Data Analysis, Statistics and Probability

Abstract

Most experiments can only detect a set of coarse-grained clusters of a molecular system, while the internal microstates are often inaccessible. Here, based on an infinitely long coarse-grained trajectory, we obtain a set of sufficient statistics which extracts all statistic information of coarse-grained observations. Based on these sufficient statistics, we set up a theoretical framework of parameter inference and nonequilibrium identification for a general Markovian system with an arbitrary number of microstates and arbitrary coarse-grained partitioning. Our framework can identify whether the sufficient statistics are enough for empirical estimation of all unknown parameters and we can also provide a quantitative criterion that reveals nonequilibrium. Our nonequilibrium criterion generalizes the one obtained [J. Chem. Phys. 132:041102 (2010)] for a three-state system with two coarse-grained clusters, and is capable of detecting a larger nonequilibrium region compared to the classical criterion based on autocorrelation functions.

Keywords

Cite

@article{arxiv.2406.19586,
  title  = {Parameter inference and nonequilibrium identification for Markovian systems based on coarse-grained observations},
  author = {Bingjie Wu and Chen Jia},
  journal= {arXiv preprint arXiv:2406.19586},
  year   = {2024}
}
R2 v1 2026-06-28T17:22:06.677Z