Partial derivatives for the first-passage time distribution in Wiener diffusion models

DOI10.1016/J.JMP.2021.102550zbMath1475.91062OpenAlexW3167962023MaRDI QIDQ97071

Raphae Hartmann, Karl Christoph Klauer, Raphael Hartmann, Karl Christoph Klauer

Publication date: August 2021

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2021.102550

zbMATH Keywords

error boundspartial derivativesPDFCDFerror approximationWiener diffusion model

Mathematics Subject Classification ID

Decision theory (91B06) Cognitive psychology (91E10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (4)

Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods ⋮ fddm ⋮ WienR ⋮ dwWienerPDF

Uses Software

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• WinBUGS
• JAGS
• Fast-dm
• Stan
• numDeriv
• Cubature
• rtdists
• GitHub
• RWiener
• jags-wiener

Cites Work

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• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
• The first-passage time distribution for the diffusion model with variable drift
• A note on modeling accumulation of information when the rate of accumulation changes over time
• Dynamic stochastic models for decision making under time constraints.
• Adaptive Rejection Sampling for Gibbs Sampling
• A Family of Variable-Metric Methods Derived by Variational Means
• Analytic Inequalities
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• A Simplex Method for Function Minimization

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