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Accueil du site > Seminars > Séminaires théorie > Theory Club Thursday October 8 2020 at 12pm (Zoom). Federica Ferretti: "Bayesian inference for inertial Langevin dynamics".

Theory Club Thursday October 8 2020 at 12pm (Zoom). Federica Ferretti: "Bayesian inference for inertial Langevin dynamics"

Unless otherwise stated, seminars and defences take place at 11:30 in room 454A of Condorcet building.


Bayesian inference for inertial Langevin dynamics

Many living and complex systems exhibit second-order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appear to be generated by a non-Markovian process. This limitation poses a challenge in the quantitative reconstruction of the model from experimental data, even in the simple case of equilibrium Langevin dynamics of Hamiltonian systems. We develop - to the best of our knowledge - a novel analytical Bayesian approach to learn the parameters of such stochastic effective models from discrete finite-length trajectories. We first discuss the failure of naive inference approaches based on the estimation of derivatives through finite differences, regardless of the time resolution and the length of the sampled trajectories. We then derive, adopting higher-order discretization schemes, maximum- likelihood estimators for the model parameters that provide excellent results even with moderately long trajectories. We apply our method to nonlinear and nonstationary processes as well as to second-order models of collective motion, showing that reliable parameter estimators can be built also in the presence of interactions and for out-of-equilibrium systems.


Contact : Équipe séminaires / Seminar team - Published on / Publié le 14 December 2020


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