2018
DOI: 10.1088/1742-5468/aadb0e
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Bayesian model selection with fractional Brownian motion

Abstract: We implement Bayesian model selection and parameter estimation for the case of fractional Brownian motion with measurement noise and a constant drift. The approach is tested on artificial trajectories and shown to make estimates that match well with the underlying true parameters, while for model selection the approach has a preference for simple models when the trajectories are finite. The approach is applied to observed trajectories of vesicles diffusing in Chinese hamster ovary cells.Here it is supplemented… Show more

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Cited by 30 publications
(47 citation statements)
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References 38 publications
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“…Methods were classified based on the type of approach (as machine learning (ML), or classical statistics (Stat)); their input data (as raw/lightly preprocessed trajectories (Traj), or features (Feat)); and their training procedure (as length-specific ( L -specific, Yes), or not (No)). Label Team name Method Class Input Tasks L -specific A Anomalous Unicorns Ensemble of CNN and RNN 45 , 76 ML Traj T1(1D), T2(1D) No B BIT Bayesian inference 77 , 78 Stat Traj All No C DecBayComp Graph neural networks 79 ML Traj + Feat T1, T2(1D, 2D) No D DeepSPT ResNet + XGBoost 80 , 81 ML Traj + Feat T1(1D), T2(1D) No E eduN RNN + Dense NN 82 ML Traj All Yes F Erasmus MC bi-LSTM + Dense NN 31 ML Feat T1, T2 Yes G HNU LSTM 83 ML Traj T1 Yes H NOA CNN + bi-LSTM 84 ML Traj T1(1D) No I QUBI ELM 85 ML Feat T1(1D), T2(1D) …”
Section: Resultsmentioning
confidence: 99%
“…Methods were classified based on the type of approach (as machine learning (ML), or classical statistics (Stat)); their input data (as raw/lightly preprocessed trajectories (Traj), or features (Feat)); and their training procedure (as length-specific ( L -specific, Yes), or not (No)). Label Team name Method Class Input Tasks L -specific A Anomalous Unicorns Ensemble of CNN and RNN 45 , 76 ML Traj T1(1D), T2(1D) No B BIT Bayesian inference 77 , 78 Stat Traj All No C DecBayComp Graph neural networks 79 ML Traj + Feat T1, T2(1D, 2D) No D DeepSPT ResNet + XGBoost 80 , 81 ML Traj + Feat T1(1D), T2(1D) No E eduN RNN + Dense NN 82 ML Traj All Yes F Erasmus MC bi-LSTM + Dense NN 31 ML Feat T1, T2 Yes G HNU LSTM 83 ML Traj T1 Yes H NOA CNN + bi-LSTM 84 ML Traj T1(1D) No I QUBI ELM 85 ML Feat T1(1D), T2(1D) …”
Section: Resultsmentioning
confidence: 99%
“…For the case of fractional Brownian motion, techniques to infer both the anomalous diffusion coefficient (α) and the generalized diffusion coefficient (D α ) have been proposed. The former approach [71] takes into account noise (localization error) and drift, and uses Bayesian inference. The latter [72] relies on squared displacements and uses least squares to estimate D α .…”
Section: Inferring Anomalous Diffusionmentioning
confidence: 99%
“…We have demonstrated that hierarchical copulas offer a straightforward method in the study of meta-analysis of diagnostic tests, where the accuracy of the tests depends on thresholds, while also taking into account the stochastic relationship of sensitivity and specificity [47,48].…”
Section: Conclusion and Remarksmentioning
confidence: 99%