Bayesian inference of Lévy walks via hidden Markov models

DOI10.1088/1751-8121/AC31A1OpenAlexW3207049276MaRDI QIDQ5878076FDOQ5878076

Authors: Seongyu Park, Samudrajit Thapa, Yeongjin Kim, Michael A. Lomholt, Jae-Hyung Jeon 

Publication date: 17 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.05390

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zbMATH Keywords

parameter estimationBayesian inferencemodel classificationLévy walks

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

Cites Work

• Fractional Brownian Motions, Fractional Noises and Applications
• An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S.
• Title not available (Why is that?)
• Superstatistics
• Random Walks on Lattices. III. Calculation of First-Passage Times with Application to Exciton Trapping on Photosynthetic Units
• Quantifying the non-ergodicity of scaled Brownian motion
• Bayesian model selection with fractional Brownian motion
• Fluctuations de courant thermionique et le « Flicker effect »

Cited In (5)

• Preface: characterisation of physical processes from anomalous diffusion data
• Bayesian inference of scaled versus fractional Brownian motion
• Unsupervised learning of anomalous diffusion data: an anomaly detection approach
• Lévy walk dynamics in non-static media
• Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions

Uses Software

• BayesDA

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