Related papers: Timing Observations of Diffusions
This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…
We develop a principled framework for analyzing and designing noise schedules in diffusion models. We show that one can recast this design problem as an optimal control problem, whose state is the Fisher information of the diffusion process…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
The analysis of diffusion processes in real-world propagation scenarios often involves estimating variables that are not directly observed. These hidden variables include parental relationships, the strengths of connections between nodes,…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…
We describe how a single-particle tracking experiment should be designed in order for its recorded trajectories to contain the most information about a tracked particle's diffusion coefficient. The precision of estimators for the diffusion…
We study the Bayesian problems of detecting a change in the drift rate of an observable diffusion process with linear and exponential penalty costs for a detection delay. The optimal times of alarms are found as the first times at which the…
Let $X_1,X_2,\ldots $ be independent random variables observed sequentially and such that $X_1,\ldots,X_{\theta-1}$ have a common probability density $p_0$, while $X_\theta,X_{\theta+1},\ldots $ are all distributed according to $p_1\neq…
Wet-lab experiments, in which the dynamics within living cells are observed, are usually costly and time consuming. This is particularly true if single-cell measurements are obtained using experimental techniques such as flow-cytometry or…
To make decisions organisms often accumulate information across multiple timescales. However, most experimental and modeling studies of decision-making focus on sequences of independent trials. On the other hand, natural environments are…
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility for subject-specific modeling. This complexity challenges…
Diffusive transport is characterized by the scaling law $(length)^{2}\propto(time)$. In this letter we show that this relationship is significantly altered in curved analogue spacetimes. This circumstance provides an opportunity to tailor…
Inference-time controllable generation is essential for real-world applications of unconditional diffusion models. However, most existing techniques focus on individual samples, struggling in applications that require the sample population…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…
For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…