Optimal design for estimation in diffusion processes from first hitting times

DOI10.1137/16M1060376MaRDI QIDQ5269855zbMATH OpenOpenAlexFDO

Authors Alexandre Iolov, Susanne Ditlevsen, A. Longtin

Publication date 28 June 2017

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1137/16m1060376

zbMATH Keywords

design of experimentsmutual informationOrnstein-Uhlenbeck processFokker-Planck equationleaky integrate-and-fire neuronal modelsprobability density function control method

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Diffusion processes (60J60) Population dynamics (general) (92D25) Neural biology (92C20) Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Optimal stochastic control (93E20)

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• Introduction to Theoretical Neurobiology
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Cited in

(11)

• Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
• Timing observations of diffusions
• Approximating the first passage time density from data using generalized Laguerre polynomials
• OPTIMUM DESIGN OF SAMPLING TIMES FOR INFERENCE OF COMPARTMENT MODELS BASED ON CURVATURE
• A Fokker-Planck control framework for stochastic systems
• Transient dynamics of Pearson diffusions facilitates estimation of rate parameters
• Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations
• Uncertainty quantification of unsteady flows generated by line-sources through heterogeneous geological formations
• Inference of a mesoscopic population model from population spike trains
• Optimization models for the first arrival target distribution function in discrete time
• Experimental design for partially observed Markov decision processes

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