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

DOI10.1016/J.JMP.2021.102550MaRDI QIDQ97071zbMATH OpenOpenAlexFDO

Authors 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

CDFerror approximationerror boundspartial derivativesPDFWiener diffusion model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3560404 (Why is no real title available?)
• scientific article; zbMATH DE number 3238721 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
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• A Simplex Method for Function Minimization
• A new approach to variable metric algorithms
• A note on modeling accumulation of information when the rate of accumulation changes over time
• Adaptive Rejection Sampling for Gibbs Sampling
• Analytic Inequalities
• Conditioning of Quasi-Newton Methods for Function Minimization
• Dynamic stochastic models for decision making under time constraints.
• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
• Fast and accurate calculations for first-passage times in Wiener diffusion models
• MCMC using Hamiltonian dynamics
• The Convergence of a Class of Double-rank Minimization Algorithms
• The first-passage time distribution for the diffusion model with variable drift

Cited in

(8)

• RT-MPTs: process models for response-time distributions with diffusion-model kernels
• fddm
• dwWienerPDF
• WienR
• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Diffusion models with time-dependent parameters: an analysis of computational effort and accuracy of different numerical methods
• A martingale analysis of first passage times of time-dependent Wiener diffusion models

Describes a project that uses

Uses Software

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

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