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I need to find the likelihood that a set of molecules was instantaneously released at time $t_0$, say $t_0=0$.

Toy System Example:

Let $N$ be the set of molecules released from a specific point in a 3D environment. The released molecules diffuse in the environment according to the following:

$$ r[t] = r[t-1] + (\Delta r_1, \Delta r_2, \Delta r_3)$$ $$ \Delta r_i \sim \mathcal{N}(0,\, 2D\Delta t)$$ where $r[t]$, $r_i$, $D$, and $\Delta t$ are the location vector at time $t$, $i$-th component of the location vector, diffusion coefficient, and the time step, respectively.

If there is an absorbing spherical body at a distance $d$, the hitting rate of the molecules until time $t>0$ is:

$$ f_{hit}(t)= \frac{r_{bod}}{d+r_{bod}} \, \text{erfc} \left( \frac{d}{\sqrt{4Dt}} \right) $$ where $r_{bod}$ is the radius of the absorbing spherical body.

I need to estimate $t_0$ using the information of $f_{hit}$.

So, I thought of using the optimal maximum likelihood technique. I am not very familiar with the maximum likelihood technique. As per this article, I have come up with this likelihood function.

$$L(\hat{t_0}|t) = \arg\max\limits_{t_0} f_{hit}(t|t_0)\\ =\prod f_{hit}(t|t_0)$$

But knowing that $t_0$ is not a parameter, this does not seem correct, right? I am really confused. How do I work around this to find $\hat{t_0}$?

Any help would be appreciated.

nashynash
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  • It is the stepped differences $\Delta r_i$ for which you should be maximizing a zero-mean normal distribution (estimate the SD). This is just a function of $\Delta t$. There should be no reference to $t$ or $t_0$. $\hat{t}_0$ notationally makes no sense: (hat means estimate... why estimate $t_0$?). It is an epistemiological argument like the big bang... empirical data won't support it. You can project backward in time based on any distribution until you reach a theoretical point mass. – AdamO Jul 03 '19 at 16:03
  • @AdamO I need to estimate the time at which the molecules were released based on the times at which they arrive. That is why I use the notation $\hat{t_0}$. – nashynash Jul 03 '19 at 16:21
  • You miss my later point. It's an epistemiogic question. *any* distribution can be projected back to a theoretical point mass. – AdamO Jul 03 '19 at 17:29
  • @AdamO Pardon me, but I do not understand what you mean by `any distribution can be projected back to a theoretical point mass`. – nashynash Jul 04 '19 at 01:53

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