Parameter Inference for Degenerate Diffusion Processes

Code accompanying the paper Parameter Inference for Degenerate Diffusion Processes

Example notebook

Each notebook corresponds to the simulation studies in Section 5 in the paper:

1. Hypo_FirstExample.ipynb: Section 5.1

Parameter estimation of linear hypo-elliptic diffusion under partial observations regime.

2. GLE_HarmonicPotential.ipynb: Section 5.2

Parameter estimation of three dimensional quasi-Markovian Generalised Langevin Equations (q-GLE) with harmonic potential.

3. GLE_DoubleWellPotential.ipynb: Section 5.2

Parameter estimation of three dimensional q-GLE with double-well potential.

4. GLE_ProteinFolding.ipynb: Section 5.3

Parameter estimation of four dimensional q-GLE motivated by modelling protein folding kinetics.