Mathematical Finance, Stochastic Analysis, and Machine Learning Seminar by Randolph Altmeyer: Statistical Inference for SPDEs Applied to an Example in Cell Biology

Speaker:

Randolf Altmeyer, Cambridge University

Title:

Statistical Inference for SPDEs Applied to an Example in Cell Biology

Abstract:

In this talk we propose an extension of a classical reaction-diffusion model for cell repolarization by adding dynamic noise. This stochastic partial differential equation (SPDE) generates data, which differ qualitatively from the deterministic PDE model corrupted by measurement errors. The dynamic noise has interesting effects on the repolarisation behavior, such as larger noise levels speeding up the time to repolarisation instead of destroying the pattern formation. Apart from a qualitative description of the SPDE model, results on parameter estimation are presented to calibrate the model to data.

Mathematical Finance, Stochastic Analysis, and Machine Learning