11:00 - 12:30
Mon—HZ_10—Talks2—13
Mon-Talks2
Room:
Room: HZ_10
Chair/s:
Markus Janczyk, Valentin Koob
Accelerated parameter identification and maximum likelihood estimation for diffusion models
Mon—HZ_10—Talks2—1304
Presented by: Thomas Richter
Thomas Richter 1*Markus Janczyk 2Valentin Koob 2
1 Otto-von-Guericke Universität Magdeburg, 2 Universität Bremen

Diffusion models are important tools to investigate the processes underlying simple tasks. Common ways to estimate these models leverage the likelihood function (i.e., the probability of the parameters given the data). In this talk, we will present an approach to compute the exact gradients of the diffusion model with time-dependent parameters (as in many conflict task diffusion models), when it is formulated as either a differential or integral equation. Using these exact gradients enables a shift from commonly used derivative-free optimization methods like Nelder-Mead to more efficient gradient-based methods, such as Gradient Descent, BFGS, or Newton's method. These techniques significantly accelerate the parameter identification process. Additionally, they allow for more exact model diagnostics and statistical inference.
Keywords: