Document Detail

Only through perturbation can relaxation times be estimated.
MedLine Citation:
PMID:  23214727     Owner:  NLM     Status:  In-Data-Review    
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.
Susanne Ditlevsen; Petr Lansky
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Publication Detail:
Type:  Journal Article     Date:  2012-11-07
Journal Detail:
Title:  Physical review. E, Statistical, nonlinear, and soft matter physics     Volume:  86     ISSN:  1550-2376     ISO Abbreviation:  Phys Rev E Stat Nonlin Soft Matter Phys     Publication Date:  2012 Nov 
Date Detail:
Created Date:  2012-12-11     Completed Date:  -     Revised Date:  -    
Medline Journal Info:
Nlm Unique ID:  101136452     Medline TA:  Phys Rev E Stat Nonlin Soft Matter Phys     Country:  United States    
Other Details:
Languages:  eng     Pagination:  050102     Citation Subset:  IM    
Department of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK 2100 Copenhagen, Denmark.
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