Ab initio uncertainty quantification in scattering analysis of microscopy

Estimating parameters from data is a fundamental problem in physics, customarily done by minimizing a loss function between a model and observed statistics. In scattering-based analysis, it is common to work in the reciprocal space. Researchers often employ their domain expertise to select a specific range of wavevectors for analysis, a choice that can vary depending on the specific case. We introduce another paradigm that defines a probabilistic generative model from the beginning of data processing and propagates the uncertainty for parameter estimation, termed the ab initio uncertainty quantification (AIUQ). As an illustrative example, we demonstrate this approach with differential dynamic microscopy (DDM) that extracts dynamical information through minimizing a loss function for the squared differences of the Fourier-transformed intensities, at a selected range of wavevectors. We first show that DDM is equivalent to fitting a temporal variogram in the reciprocal space using a latent factor model as the generative model. Then we derive the maximum marginal likelihood estimator, which optimally weighs information at all wavevectors, therefore eliminating the need to select the range of wavevectors. Furthermore, we reduce the computational cost of computing the likelihood function by more than a hundred thousand times, without approximation, by utilizing the generalized Schur algorithm for Toeplitz covariances. Simulated studies of a wide range of dynamical systems validate that the AIUQ method substantially improves estimation accuracy and enables model selection with automated analysis. The utility of AIUQ is also demonstrated by three distinct sets of experiments: first in an isotropic Newtonian fluid, pushing limits of optically dense systems compared to multiple particle tracking; next in a system undergoing a sol-gel transition, automating the determination of gelling points and critical exponent; and lastly, in discerning anisotropic diffusive behavior of colloids in a liquid crystal. These outcomes collectively underscore AIUQ's versatility to capture system dynamics in an efficient and automated manner.