Fast and precise inference on diffusivity in interacting particle systems

Abstract

Particle systems made up of interacting agents is a popular model used in a vast array of applications, not the least in biology where the agents can represent everything from single cells to animals in a herd. Usually, the particles are assumed to undergo some type of random movements, and a popular way to model this is by using Brownian motion. The magnitude of random motion is often quantified using mean squared displacement, which provides a simple estimate of the diffusion coefficient. However, this method often fails when data is sparse or interactions between agents frequent.