1. Bayesian model selection with fractional Brownian motion
- Author
-
Krog, Jens, Jacobsen, Lars H., Lund, Frederik W., Wüstner, Daniel, and Lomholt, Michael A.
- Subjects
Physics - Data Analysis, Statistics and Probability ,Condensed Matter - Statistical Mechanics - Abstract
We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match well with the underlying true parameters, while for model selection the approach has a preference for simple models when the trajectories are finite. The approach is applied to observed trajectories of vesicles diffusing in Chinese hamster ovary cells. Here it is supplemented with a goodness-of-fit test, which is able to reveal statistical discrepancies between the observed trajectories and model predictions., Comment: 10 pages, 5 figures
- Published
- 2018