A familiar frustration in nonequilibrium physics is that entropy production is the quantity you want, but in high dimensions it is often the quantity you cannot estimate: the state space is huge, the dynamics are partially observed, memory effects creep in, and the usual estimators collapse under computational or statistical load.
We just had a paper accepted in Physical Review Letters that takes a different route:
Infer dissipation without reconstructing the full dynamics — by combining a nonequilibrium analogue of Maximum Entropy with convex duality, using only samples of trajectory observables. Instead of estimating high-dimensional probability currents or rate matrices, the method:
- works directly with trajectory-level observables (e.g., spatiotemporal correlations),
- yields trajectory-level entropy production and lower bounds on average entropy production,
- extends naturally to non-Markovian settings with long memory,
- and supports a hierarchical decomposition of dissipation into contributions from different interaction structures.
There is also an intuitive physical reading: the construction connects to a thermodynamic-uncertainty-relation-like interpretation, where dissipation is constrained by measurable fluctuations/correlations.
Our method suggests a pragmatic workflow for real high-dimensional data:
In the paper, we demonstrate its performance on 1) a disordered nonequilibrium spin model with 1000 spins, and 2) a large neural spike-train dataset.
Abstract
We propose a method for inferring entropy production (EP) in high-dimensional stochastic systems, including many-body systems and non-Markovian systems with long memory. Standard techniques for estimating EP become intractable in such systems due to computational and statistical limitations. We infer trajectory-level EP and lower bounds on average EP by exploiting a nonequilibrium analogue of the maximum entropy principle, along with convex duality. Our approach uses only samples of trajectory observables, such as spatiotemporal correlations. It does not require reconstruction of high-dimensional probability distributions or rate matrices, nor impose any special assumptions such as discrete states or multipartite dynamics. In addition, it may be used to compute a hierarchical decomposition of EP, reflecting contributions from different interaction orders, and it has an intuitive physical interpretation as a “thermodynamic uncertainty relation.” We demonstrate its numerical performance on a disordered nonequilibrium spin model with 1000 spins and a large neural spike-train dataset.
Written on February 18th, 2026 by Miguel Aguilera