Race Lévy flights: A mathematically tractable framework for studying heavy-tailed accumulation noise
Lévy flights is a particular exemplar of the generalised random walk processes, in which the
jump lengths are drawn from a power-law asymptote ($\alpha $-stable) distribution. While …
jump lengths are drawn from a power-law asymptote ($\alpha $-stable) distribution. While …
Race lévy flights: a mathematically tractable framework for studying heavy-tailed accumulation noise
Lévy flights is a particular exemplar of the generalised random walk processes, in which the
jump lengths are drawn from a power-law asymptote ($\alpha $-stable) distribution. While …
jump lengths are drawn from a power-law asymptote ($\alpha $-stable) distribution. While …
Lévy Versus Wiener: Assessing the Effects of Model Misspecification on Diffusion Model Parameters
The Lévy Flight Model (LFM; Voss et al., 2019) modifies the Diffusion Decision Model (DDM;
Ratcliff, 1978) by integrating a heavy-tailed noise distribution into evidence accumulation …
Ratcliff, 1978) by integrating a heavy-tailed noise distribution into evidence accumulation …
Bayesian inference of Lévy walks via hidden Markov models
The Lévy walk (LW) is a non-Brownian random walk model that has been found to describe
anomalous dynamic phenomena in diverse fields ranging from biology over quantum …
anomalous dynamic phenomena in diverse fields ranging from biology over quantum …
Random Walks with Tweedie: A Unified Framework for Diffusion Models
We present a simple template for designing generative diffusion model algorithms based on
an interpretation of diffusion sampling as a sequence of random walks. Score-based …
an interpretation of diffusion sampling as a sequence of random walks. Score-based …
Sequential sampling models with variable boundaries and non-normal noise: A comparison of six models
One of the most prominent response-time models in cognitive psychology is the diffusion
model, which assumes that decision-making is based on a continuous evidence …
model, which assumes that decision-making is based on a continuous evidence …
Parameter estimation and random number generation for student Lévy processes
To address the challenges in estimating parameters of the widely applied Student-Lévy
process, the study introduces two distinct methods: a likelihood-based approach and a data …
process, the study introduces two distinct methods: a likelihood-based approach and a data …
[HTML][HTML] Optimally thresholded realized power variations for Lévy jump diffusion models
JE Figueroa-López, J Nisen - Stochastic Processes and their Applications, 2013 - Elsevier
Thresholded Realized Power Variations (TPVs) are one of the most popular nonparametric
estimators for general continuous-time processes with a wide range of applications. In spite …
estimators for general continuous-time processes with a wide range of applications. In spite …
Power laws derived from a bayesian decision-making model in non-stationary environments
S Shinohara, N Manome, Y Nakajima, YP Gunji… - Symmetry, 2021 - mdpi.com
The frequency of occurrence of step length in the migratory behaviour of various organisms,
including humans, is characterized by the power law distribution. This pattern of behaviour is …
including humans, is characterized by the power law distribution. This pattern of behaviour is …
Understanding the complexity of the Levy-walk nature of human mobility with a multi-scale cost/benefit model
N Scafetta - Chaos: An Interdisciplinary Journal of Nonlinear …, 2011 - pubs.aip.org
Probability distributions of human displacements have been fit with exponentially truncated
Lévy flights or fat tailed Pareto inverse power law probability distributions. Thus, people …
Lévy flights or fat tailed Pareto inverse power law probability distributions. Thus, people …