Inferring entropy production in many-body systems using nonequilibrium MaxEnt

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 correlation functions). It does not require reconstruction of high-dimensional probability distributions or rate matrices, nor any special assumptions such as discrete states or multipartite dynamics. It may be used to compute a hierarchical decomposition of EP, reflecting contributions from different kinds of interactions, 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.