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Only through perturbation can relaxation times be estimated

Susanne Ditlevsen and Petr Lansky
Phys. Rev. E 86, 050102(R) – Published 7 November 2012


Estimation of model parameters is as important as model building, but is often neglected in model studies. Here we show that despite the existence of well known results on parameter estimation in a simple homogenous Ornstein-Uhlenbeck process, in most practical situations the methods suffer greatly from finite sample sizes and especially the estimator of the time constant of the system is degraded. Therefore an alternative solution is of paramount importance. We present such a solution based on perturbation of the system, observing trajectories far from equilibrium. The results are illustrated on computer experiments based on applications in neuroscience and pharmacokinetics, which show a striking improvement of the quality of estimation. The results are important for judicious designs of experiments to obtain maximal information from each data point, especially when samples are expensive or difficult to obtain.

  • Figure
  • Received 22 July 2012


©2012 American Physical Society

Authors & Affiliations

Susanne Ditlevsen*

  • Department of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK 2100 Copenhagen, Denmark

Petr Lansky

  • Institute of Physiology, Academy of Sciences of the Czech Republic, Videnska 1083, 142 20 Prague 4, Czech Republic

  • *susanne@math.ku.dk
  • lansky@biomed.cas.cz

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Vol. 86, Iss. 5 — November 2012

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Physical Review E Scope Description to Include Biological Physics
January 14, 2016

The editors of Physical Review E are pleased to announce that the journal’s stated scope has been expanded to explicitly include the term “Biological Physics.”

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