title: Bayesian framework for modeling diffusion processes with nonlinear drift based on nonlinear and incomplete observations.
abstract: Diffusion processes are relevant for a variety of phenomena in the natural sciences, including diffusion of cells or biomolecules within cells, diffusion of molecules on a membrane or surface, and diffusion of a molecular conformation within a complex energy landscape. Many experimental tools exist now to track such diffusive motions in single cells or molecules, including high-resolution light microscopy, optical tweezers, fluorescence quenching, and Förster resonance energy transfer (FRET). Experimental observations are most often indirect and incomplete: (1) They do not directly reveal the potential or diffusion constants that govern the diffusion process, (2) they have limited time and space resolution, and (3) the highest-resolution experiments do not track the motion directly but rather probe it stochastically by recording single events, such as photons, whose properties depend on the state of the system under investigation. Here, we propose a general Bayesian framework to model diffusion processes with nonlinear drift based on incomplete observations as generated by various types of experiments. A maximum penalized likelihood estimator is given as well as a Gibbs sampling method that allows to estimate the trajectories that have caused the measurement, the nonlinear drift or potential function and the noise or diffusion matrices, as well as uncertainty estimates of these properties. The approach is illustrated on numerical simulations of FRET experiments where it is shown that trajectories, potentials, and diffusion constants can be efficiently and reliably estimated even in cases with little statistics or nonequilibrium measurement conditions.
authors.affiliation: DFG Research Center Matheon, FU Berlin, Arnimallee 6, D-14159 Berlin, Germany. hwu@math.fu-berlin.de
authors.forename: Hao
authors.initials: H
authors.lastname: Wu
authors.forename: Frank
authors.initials: F
authors.lastname: Noé
mesh_terms: D001499:Bayes Theorem; D004058:Diffusion; D031541:Fluorescence Resonance Energy Transfer; D016013:Likelihood Functions; D017711:Nonlinear Dynamics; D052898:Optical Tweezers; D035501:Uncertainty