Single-particle tracking is a powerful technique to investigate the motion of molecules or particles. Here, we review the methods for analyzing the reconstructed trajectories, a fundamental step for deciphering the underlying mechanisms driving the motion. First, we review the traditional analysis based on the mean squared displacement (MSD), highlighting the sometimes-neglected factors potentially affecting the accuracy of the results. We then report methods that exploit the distribution of parameters other than displacements, e.g., angles, velocities, and times and probabilities of reaching a target, discussing how they are more sensitive in characterizing heterogeneities and transient behaviors masked in the MSD analysis. Hidden Markov Models are also used for this purpose, and these allow for the identification of different states, their populations and the switching kinetics. Finally, we discuss a rapidly expanding field-trajectory analysis based on machine learning. Various approaches, from random forest to deep learning, are used to classify trajectory motions, which can be identified by motion models or by model-free sets of trajectory features, either previously defined or automatically identified by the algorithms. We also review free software available for some of the analysis methods. We emphasize that approaches based on a combination of the different methods, including classical statistics and machine learning, may be the way to obtain the most informative and accurate results.
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