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Results tagged with diffusion
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user 164061
2
votes
Why reverse diffusion process is not a gaussian distribution?
The forward process is a blurring process and a stochastic random process. The output is noisy.
The reverse process is a de-noising process and a deterministic process. The output is not noisy.
- 86.5k
2
votes
simplified form for CDF of inverse Gaussian function, as function of the drift parameter
The probability of passage can be expressed with $\Phi$ the CDF of the normal distribution
$$\begin{array}{}
P(T>t) &=&\Phi\left(\sqrt{\frac{\lambda}{t}} \left(\frac{t}{\mu}-1\right)\right) +\exp \lef …
- 86.5k
3
votes
Reparameterization of Poisson Distribution
You can re-parameterize $x$ by using the quantile function of the Poisson distribution.
$$x = Q(\epsilon;\lambda) \qquad \text{where $\epsilon \sim U(0,1)$}$$
If you also want the function to be diffe …
- 86.5k
2
votes
Accepted
What is the distribution of the peak time of the first hitting time process
Description as multinomial distribution
You could view the distribution of the particles in the different time bins as a multinomial distribution where the mean amount of particles $\lambda_k$ in a p …
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