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

DOI10.1016/J.JMP.2021.102550zbMATH Open1475.91062OpenAlexW3167962023MaRDI QIDQ97071FDOQ97071

Raphael Hartmann, Raphae Hartmann, Karl Christoph Klauer, 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)

Cites Work

• Fast and accurate calculations for first-passage times in Wiener diffusion models
• Even faster and even more accurate first-passage time densities and distributions for the Wiener diffusion model
• The first-passage time distribution for the diffusion model with variable drift
• A Simplex Method for Function Minimization
• A note on modeling accumulation of information when the rate of accumulation changes over time
• Dynamic stochastic models for decision making under time constraints.
• Adaptive Rejection Sampling for Gibbs Sampling
• A Family of Variable-Metric Methods Derived by Variational Means
• Analytic Inequalities
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
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Cited In (6)

• RT-MPTs: process models for response-time distributions with diffusion-model kernels
• fddm
• dwWienerPDF
• WienR
• 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

Uses Software

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

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