We review here {\it Maximum Caliber} (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of {\it Maximum Entropy} (Max Ent) is to equilibrium states or stationary populations. In Max Cal, you maximize a path entropy over all possible pathways, subject to dynamical constraints, in order to predict relative path weights. Many well-known relationships of Non-Equilibrium Statistical Physics -- such as the Green-Kubo fluctuation-dissipation relations, Onsager's reciprocal relations, and Prigogine's Minimum Entropy Production -- are limited to near-equilibrium processes. Max Cal is more general. While it can readily derive these results under those limits, Max Cal is also applicable far from equilibrium. We give recent examples of MaxCal as a method of inference about trajectory distributions from limited data, finding reaction coordinates in bio-molecular simulations, and modeling the complex dynamics of non-thermal systems such as gene regulatory networks or the collective firing of neurons. We also survey its basis in principle, and some limitations.
Maximum Caliber (Max Cal) is purported to be a general variational principle for Non-Equilibrium Statistical Physics (NESP). But recently, Jack and Evans and Maes have raised concerns about how Max Cal handles dissipative processes. Here, we show that the problem does not lie in Max Cal; the problem is in the use of insufficient constraints. We also present an exactly solvable single-particle model of dissipation, valid far from equilibrium, and its solution by Maximum Caliber. The model illustrates how the influx and efflux of work and heat into a flowing system alters the distribution of tra…
There has been interest in finding a general variational principle for non-equilibrium statistical mechanics. We give evidence that Maximum Caliber (Max Cal) is such a principle. Max Cal, a variant of Maximum Entropy, predicts dynamical distribution functions by maximizing a path entropy subject to dynamical constraints, such as average fluxes. We first show that Max Cal leads to standard near-equilibrium results -including the Green-Kubo relations, Onsager's reciprocal relations of coupled flows, and Prigogine's principle of minimum entropy production -in a way that is particularly simple. Mo…
A statistical, path-dependent framework to describe time-dependent macroscopic theories using the Principle of Maximum Caliber is presented. By means of this procedure, it is possible to infer predictive non-equilibrium statistical mechanical models from a variational principle, provided that the adequate time-dependent constraints and the state of the system at some specific times are given. The approach is exemplified by obtaining the description of a time-dependent Brownian particle from kinetic restrictions. We relate the predictive nature of a model to the structure of the prior distribut…
We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we maximize the path entropy over discrete time step trajectories subject to normalization, stationarity, and detailed balance constraints together with a path-dependent dynamical information constraint reflecting a given average global behavior of the complex system. A general expression for the transition probability values associated with the stationary rando…
We present a principled approach for estimating the matrix of microscopic rates among states of a Markov process, given only its stationary state population distribution and a single average global kinetic observable. We adapt Maximum Caliber, a variational principle in which a path entropy is maximized over the distribution of all the possible trajectories, subject to basic kinetic constraints and some average dynamical observables. We show that this approach leads, under appropriate conditions, to the continuous-time master equation and a Smoluchowski-like equation that is valid for both equ…
Application of the information-theoretic Maximum Caliber principle to the microtrajectories of a two-state system shows that the determination of key dynamical quantities can be mapped onto the evaluation of properties of the 1-D Ising model. The strategy described here is equivalent to an earlier Maximum Caliber formulation of the two-state problem, but reveals a different way of imposing the constraints which determine the probability distribution of allowed microtrajectories. The theoretical calculations of second moments, covariances, and correlation times that are obtained from Maximum Ca…
Inferential methods can be used to integrate experimental informations and molecular simulations. The maximum entropy principle provides a framework for using equilibrium experimental data and it has been shown that replica-averaged simulations, restrained using a static potential, are a practical and powerful implementation of such principle. Here we show that replica-averaged simulations restrained using a time-dependent potential are equivalent to the principle of maximum caliber, the dynamic version of the principle of maximum entropy, and thus may allow to integrate time-resolved data in …
We present a maximum-caliber method for inferring transition rates of a Markov State Model (MSM) with perturbed equilibrium populations, given estimates of state populations and rates for an unperturbed MSM. It is similar in spirit to previous approaches but given the inclusion of prior information it is more robust and simple to implement. We examine its performance in simple biased diffusion models of kinetics, and then apply the method to predicting changes in folding rates for several highly non-trivial protein folding systems for which non-native interactions play a significant role, incl…
The foundations of Statistical Mechanics can be recovered almost in their entirety from the Principle of Maximum Entropy. In this work we show that its non-equilibrium generalization, the Principle of Maximum Caliber (Jaynes, 1980), when applied to the unknown trajectory followed by a particle, leads to Newton's second law under two quite intuitive assumptions (the expected square displacement in one step and the spatial probability distribution of the particle are known at all times). Our derivation explicitly highlights the role of mass as an emergent measure of the fluctuations in velocity …
Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible dynamical trajectories in a time-homogeneous process, then the only type of process that maximizes the path entropy, for any given singlet statistics, is a sequence of identical, independently distributed (i.i.d.) random variables, which is the simplest Markov process. If the data is in the form of sequentially pairwise statistics, then maximizing the caliber di…
MaxCal is a variational principle that can be used to infer distributions of paths in the phase space of dynamical systems. It has been successfully applied to different areas of classical physics, in particular statistical mechanics in and out of equilibrium. In this work, guided by the analogy of the formalism of MaxCal with that of the path integral formulation of quantum mechanics, we explore the extension of its applications to the realm of quantum physics, and show how the Lagrangians of both relativistic and non-relativistic quantum fields can be built from MaxCal, with a suitable set o…
Rate processes are often modeled using Markov-State Models (MSM). Suppose you know a prior MSM, and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them, while also giving the wrong overall folding rate, when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C2M2): an approach based on the principle of maximum entropy for updating a Markov model by imposing stat…
We describe a simple framework for teaching the principles that underlie the dynamical laws of transport: Fick's law of diffusion, Fourier's law of heat flow, the Newtonian viscosity law, and mass-action laws of chemical kinetics. In analogy with the way that the maximization of entropy over microstates leads to the Boltzmann law and predictions about equilibria, maximizing a quantity that E. T. Jaynes called "Caliber" over all the possible microtrajectories leads to these dynamical laws. The principle of Maximum Caliber also leads to dynamical distribution functions which characterize the rel…
European Molecular Biology Laboratory（欧洲分子生物学实验室）；Heidelberg University（海德堡大学）；Utrecht University（乌得勒支大学）；Politecnico di Torino（都灵理工大学）；INFN, Sezione di Torino（意大利国家核物理研究所都灵分部）
A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory, we add constraints on the transition probability distribution which lead to a path probability of the Onsager-Machlup form. Additional constraints derived from energy and momentum conservation laws then introduce heat exchange and external driving forces into the system, with Lagrange multipliers related to the temperature and pressure of an external thermos…
In the global framework of finding an axiomatic derivation of nonequilibrium Statistical Mechanics from fundamental principles, such as the maximum path entropy -- also known as Maximum Caliber principle -- , this work proposes an alternative derivation of the well-known Jarzynski equality, a nonequilibrium identity of great importance today due to its applications to irreversible processes: biological systems (protein folding), mechanical systems, among others. This equality relates the free energy differences between two equilibrium thermodynamic states with the work performed when going bet…
The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|μ)$ there is a "universal" relation among the entropy rate and the functions appearing in the constraint. It is shown that the recently proposed variational formulation of the entropic functional can be obtained as a consequence of this relation, that is from the maximum entropy principle. This resolves certain puzzling points appeared in the variational approach.
We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a "best" approximation from within a family of trial distributions, and (b) to quantify the extent to which non-optimal trial distributions are ruled out. The Bogoliuvob variational method is shown to be included as a special case. As an illustration we apply our method to simple fluids. In a first use of the ME method the "exact" canonical distribution is appro…
Computer simulations generate microscopic trajectories of complex systems at a single thermodynamic state point. We recently introduced a Maximum Caliber (MaxCal) approach for dynamical reweighting. Our approach mapped these trajectories to a Markovian description on the configurational coordinates, and reweighted path probabilities as a function of external forces. Trajectory probabilities can be dynamically reweighted both from and to equilibrium or non-equilibrium steady states. As the system's dimensionality increases, an exhaustive description of the microtrajectories becomes prohibitive-…
I propose a variational approach to maximum pseudolikelihood inference of the Ising model. The variational algorithm is more computationally efficient, and does a better job predicting out-of-sample correlations than $L_2$ regularized maximum pseudolikelihood inference as well as mean field and isolated spin pair approximations with pseudocount regularization. The key to the approach is a variational energy that regularizes the inference problem by shrinking the couplings towards zero, while still allowing some large couplings to explain strong correlations. The utility of the variational pseu…
