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Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In this work, we show ...
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
We study the problem of distributed estimation over adaptive networks where communication delays exist between nodes. In particular, we investigate the diffusion Least-Mean-Square (LMS) strategy where delayed intermediate estimates (due to the communicatio ...
We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we make an additional ...
A new expression for the spectral d. function of cross-correlated dipole-dipole interference is proposed. It allows one to assess to what extent anisotropic rotational diffusion results in complications in the interpretation of cross-correlation rates. The ...
Decisions about noisy stimuli require evidence integration over time. Traditionally, evidence integration and decision making are described as a one-stage process: a decision is made when evidence for the presence of a stimulus crosses a threshold. However ...
We study the problem of learning unknown parameters in stochastic interacting particle systems with polynomial drift, interaction, and diffusion functions from the path of one single particle in the system. Our estimator is obtained by solving a linear sys ...
In 1977, D. G. Kendall [J. Appl. Probab. 28 (1991), no. 1, 225--230; MR1090460 (92f:60135)] considered diffusions of shape induced by independent Brownian motions in Euclidean space. In this paper, we consider a different class of diffusions of shape, indu ...
Decisions about noisy stimuli require evidence integration over time. Traditionally, evidence integration and decision making are described as a one-stage process: a decision is made when evidence for the presence of a stimulus crosses a threshold. Here, w ...
