Statistical Parameter Calibration via the Generalized Fluctuation Dissipation Theorem and Generative Modeling

Abstract

We introduce a response-theoretic framework that recasts parameter calibration of ergodic stochastic differential equations as a fluctuation-dissipation problem. Our central result is that the full Jacobian of any stationary observable with respect to drift and diffusion parameters admits an exact linear-response representation as a time-correlation integral evaluated along unperturbed dynamics alone, without perturbed simulations, adjoint derivations, or tangent-linear models. The key idea is to interpret infinitesimal parameter variations as causal perturbations of the dynamics, thereby bringing the Generalized Fluctuation-Dissipation Theorem to inverse problems. The resulting kernels couple observables to the score of the invariant density, for which modern score-estimation methods provide practical non-Gaussian estimators. We validate the framework across a hierarchy of models, from analytically tractable processes to stochastic parameterization in the chaotic Lorenz-96 system, and show that a single baseline trajectory can recover parameter sensitivities and calibration updates with accuracy comparable to finite-difference approaches. More broadly, the framework opens a new route to model calibration, statistical inverse problems, and uncertainty quantification when the quantities of interest are long-time statistics of complex dynamical systems.