Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation.

Modern experiments routinely produce extensive data of the diffusive dynamics of tracer particles in a large range of systems. Often, the measured diffusion turns out to deviate from the laws of Brownian motion, i.e., it is anomalous. Considerable effort has been put in conceiving methods to extract the exact parameters underlying the diffusive dynamics. Mostly, this has been done for unconfined motion of the tracer particle. Here, we consider the case when the particle is confined by an external harmonic potential, e.g., in an optical trap. The anomalous particle dynamics is described by the fractional Ornstein-Uhlenbeck process, for which we establish new estimators for the parameters. Specifically, by calculating the empirical quadratic variation of a single trajectory, we are able to recover the subordination process governing the particle motion and use it as a basis for the parameter estimation. The statistical properties of the estimators are evaluated from simulations.

Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion.

Single-particle tracking (SPT) has become a popular tool to study the intracellular transport of molecules in living cells. Inferring the character of their dynamics is important, because it determines the organization and functions of the cells. For this reason, one of the first steps in the analysis of SPT data is the identification of the diffusion type of the observed particles. The most popular method to identify the class of a trajectory is based on the mean-square displacement (MSD). However, due to its known limitations, several other approaches have been already proposed. With the recent advances in algorithms and the developments of modern hardware, the classification attempts rooted in machine learning (ML) are of particular interest. In this work, we adopt two ML ensemble algorithms, i.e., random forest and gradient boosting, to the problem of trajectory classification. We present a new set of features used to transform the raw trajectories data into input vectors required by the classifiers. The resulting models are then applied to real data for G protein-coupled receptors and G proteins. The classification results are compared to recent statistical methods going beyond MSD.

Time-dependent classification of protein diffusion types: A statistical detection of mean-squared-displacement exponent transitions.

In this paper, we have proposed a statistical procedure for detecting transitions of the mean-square-displacement exponent value within a single trajectory. With this procedure, we have identified three regimes of proteins dynamics on a cell membrane, namely, subdiffusion, free diffusion, and immobility. The fourth considered dynamics type, namely, superdiffusion was not detected. We show that the analyzed protein trajectories are not stationary and not ergodic. Moreover, classification of the dynamics type performed without prior detection of transitions may lead to the overestimation of the proportion of subdiffusive trajectories.

Statistical testing approach for fractional anomalous diffusion classification.

Taking advantage of recent single-particle tracking data, we compare the popular standard mean-squared displacement method with a statistical testing hypothesis procedure for three testing statistics and for two particle types: membrane receptors and the G proteins coupled to them. Each method results in different classifications. For this reason, more rigorous statistical tests are analyzed here in detail. The main conclusion is that the statistical testing approaches might provide good results even for short trajectories, but none of the proposed methods is "the best" for all considered examples; in other words, one needs to combine different approaches to get a reliable classification.

Identifying ergodicity breaking for fractional anomalous diffusion: Criteria for minimal trajectory length.

In this paper, we study ergodic properties of α-stable autoregressive fractionally integrated moving average (ARFIMA) processes which form a large class of anomalous diffusions. A crucial practical question is how long trajectories one needs to observe in an experiment in order to claim that the analyzed data are ergodic or not. This will be solved by checking the asymptotic convergence to 0 of the empirical estimator F(n) for the dynamical functional D(n) defined as a Fourier transform of the n-lag increments of the ARFIMA process. Moreover, we introduce more flexible concept of the ε-ergodicity.

Ergodicity testing using an analytical formula for a dynamical functional of alpha-stable autoregressive fractionally integrated moving average processes.

In this paper we study asymptotic behavior of a dynamical functional for an α-stable autoregressive fractionally integrated moving average (ARFIMA) process. We find an analytical formula for this important statistics and show its usefulness as a diagnostic tool for ergodic properties. The obtained results point to the very fast convergence of the dynamical functional and show that even for short trajectories one may obtain reliable conclusions on the ergodic properties of the ARFIMA process. Moreover we use the obtained theoretical results to illustrate how the dynamical functional statistics can be used in the verification of the proper model for an analysis of some biophysical experimental data.

Ergodicity testing for anomalous diffusion: small sample statistics.

The analysis of trajectories recorded in experiments often requires calculating time averages instead of ensemble averages. According to the Boltzmann hypothesis, they are equivalent only under the assumption of ergodicity. In this paper, we implement tools that allow to study ergodic properties. This analysis is conducted in two classes of anomalous diffusion processes: fractional Brownian motion and subordinated Ornstein-Uhlenbeck process. We show that only first of them is ergodic. We demonstrate this by applying rigorous statistical methods: mean square displacement, confidence intervals, and dynamical functional test. Our methodology is universal and can be implemented for analysis of many experimental data not only if a large sample is available but also when there are only few trajectories recorded.

Universal algorithm for identification of fractional Brownian motion. A case of telomere subdiffusion.

We present a systematic statistical analysis of the recently measured individual trajectories of fluorescently labeled telomeres in the nucleus of living human cells. The experiments were performed in the U2OS cancer cell line. We propose an algorithm for identification of the telomere motion. By expanding the previously published data set, we are able to explore the dynamics in six time orders, a task not possible earlier. As a result, we establish a rigorous mathematical characterization of the stochastic process and identify the basic mathematical mechanisms behind the telomere motion. We find that the increments of the motion are stationary, Gaussian, ergodic, and even more chaotic--mixing. Moreover, the obtained memory parameter estimates, as well as the ensemble average mean square displacement reveal subdiffusive behavior at all time spans. All these findings statistically prove a fractional Brownian motion for the telomere trajectories, which is confirmed by a generalized p-variation test. Taking into account the biophysical nature of telomeres as monomers in the chromatin chain, we suggest polymer dynamics as a sufficient framework for their motion with no influence of other models. In addition, these results shed light on other studies of telomere motion and the alternative telomere lengthening mechanism. We hope that identification of these mechanisms will allow the development of a proper physical and biological model for telomere subdynamics. This array of tests can be easily implemented to other data sets to enable quick and accurate analysis of their statistical characteristics.