Drift Estimation of Multiscale Diffusions Based on Filtered Data

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating the drift coefficient of the homogenized equation requires pre-processing of the data, often in the form of subsampling; this is because the two-scale equation and the homogenized single-scale equation are incompatible at small scales, generating mutually singular measures on the path space. We avoid subsampling and work instead with filtered data, found by application of an appropriate kernel function, and compute maximum likelihood estimators based on the filtered process. We show that the estimators we propose are asymptotically unbiased and demonstrate numerically the advantages of our method with respect to subsampling. Finally, we show how our filtered data methodology can be combined with Bayesian techniques and provide a full uncertainty quantification of the inference procedure.

Drift correction in localization microscopy using entropy minimization

Localization microscopy offers resolutions down to a single nanometer, but currently requires additional dedicated hardware or fiducial markers to reduce resolution loss from drift of the sample. Drift estimation without fiducial markers is typically implemented using redundant cross correlation (RCC). We show that RCC has sub-optimal precision and bias, which leaves room for improvement. Here, we minimize a bound on the entropy of the obtained localizations to efficiently compute a precise drift estimate. Within practical compute-time constraints, simulations show a 5x improvement in drift estimation precision over the widely used RCC algorithm. The algorithm operates directly on fluorophore localizations and is tested on simulated and experimental datasets in 2D and 3D. An open source implementation is provided, implemented in Python and C++, and can utilize a GPU if available.