Fast and accurate calculations for first-passage times in Wiener diffusion models
DOI10.1016/J.JMP.2009.02.003zbMATH Open1176.60071OpenAlexW2052477427MaRDI QIDQ97063FDOQ97063
Daniel J. Navarro, Ian G. Fuss, Ian G. Fuss, Daniel J. Navarro
Publication date: August 2009
Published in: Journal of Mathematical Psychology (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2440/60405
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of statistics to psychology (62P15) Diffusion processes (60J60) Psychophysics and psychophysiology; perception (91E30)
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Cited In (21)
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- A tutorial on joint models of neural and behavioral measures of cognition
- Exact simulation of the first-passage time of diffusions
- Goal achieving probabilities of constrained mean-variance strategies
- Numerical approximation of the first-passage time distribution of time-varying diffusion decision models: a mesh-free approach
- Linking cognitive and reaching trajectories via intermittent movement control
- On time-triggered and event-based control of integrator systems over a shared communication system
- Extreme hitting probabilities for diffusion*
- A latent variable approach to potential outcomes for emergency department admission decisions
- Expressions for Bayesian confidence of drift diffusion observers in fluctuating stimuli tasks
- A cognitive latent variable model for the simultaneous analysis of behavioral and personality data
- fddm
- Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
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- The first-passage time distribution for the diffusion model with variable drift
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes
- Approximate Bayesian computation with differential evolution
- A martingale analysis of first passage times of time-dependent Wiener diffusion models
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