title: Fast Bayesian inference of optical trap stiffness and particle diffusion.
abstract: Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the Ornstein-Uhlenbeck process and can be observed directly in experiment. Here we present Bayesian methods for inferring the parameters of this process, the trap stiffness and the particle diffusion coefficient, that use exact likelihoods and sufficient statistics to arrive at simple expressions for the maximum a posteriori estimates. This obviates the need for Monte Carlo sampling and yields methods that are both fast and accurate. We apply these to experimental data and demonstrate their advantage over commonly used non-Bayesian fitting methods.
authors.affiliation: Dept of Physical Sciences, Indian Institute of Science Education and Research, Kolkata, Mohanpur 741246, India.
authors.forename: Sudipta
authors.initials: S
authors.lastname: Bera
authors.affiliation: Dept of Physical Sciences, Indian Institute of Science Education and Research, Kolkata, Mohanpur 741246, India.
authors.forename: Shuvojit
authors.initials: S
authors.lastname: Paul
authors.affiliation: The Institute of Mathematical Sciences-HBNI, CIT Campus, Taramani, Chennai 600113, India.
authors.forename: Rajesh
authors.initials: R
authors.lastname: Singh
authors.affiliation: Dept of Chemical Engineering, Jadavpur University, Kolkata 700032, India.
authors.forename: Dipanjan
authors.initials: D
authors.lastname: Ghosh
authors.affiliation: Dept of Physical Sciences, Indian Institute of Science Education and Research, Kolkata, Mohanpur 741246, India.
authors.forename: Avijit
authors.initials: A
authors.lastname: Kundu
authors.affiliation: Dept of Physical Sciences, Indian Institute of Science Education and Research, Kolkata, Mohanpur 741246, India.
authors.forename: Ayan
authors.initials: A
authors.lastname: Banerjee
authors.affiliation: The Institute of Mathematical Sciences-HBNI, CIT Campus, Taramani, Chennai 600113, India.
authors.forename: R
authors.initials: R
authors.lastname: Adhikari