Optimal design for estimation in diffusion processes from first hitting times
DOI10.1137/16M1060376zbMATH Open1365.62305OpenAlexW2577287874MaRDI QIDQ5269855FDOQ5269855
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)
Full work available at URL: https://doi.org/10.1137/16m1060376
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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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Cited In (11)
- Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations
- Experimental Design for Partially Observed Markov Decision Processes
- OPTIMUM DESIGN OF SAMPLING TIMES FOR INFERENCE OF COMPARTMENT MODELS BASED ON CURVATURE
- Inference of a Mesoscopic Population Model from Population Spike Trains
- A Fokker-Planck control framework for stochastic systems
- Transient dynamics of Pearson diffusions facilitates estimation of rate parameters
- Timing observations of diffusions
- Approximating the first passage time density from data using generalized Laguerre polynomials
- Optimization models for the first arrival target distribution function in discrete time
- Uncertainty Quantification of Unsteady Flows Generated by Line-Sources Through Heterogeneous Geological Formations
- Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
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