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arXiv · 2503.14978

Inferring diffusivity from killed diffusion

Abstract

We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop diffusing in dependence of a given `binding potential'. The binding process can be modeled by an additive random functional corresponding to the canonical construction of a `killed' diffusion Markov process. We study the problem of conducting inference on the infinite-dimensional diffusion parameter from a histogram plot of the `killing' positions of the process. We show first that these positions follow a Poisson point process whose intensity measure is determined by the solution of a certain Schrödinger equation. The inference problem can then be re-cast as a non-linear inverse problem for this PDE, which we show to be consistently solvable in a Bayesian way under natural conditions on the initial state of the diffusion, provided the binding potential is not too `aggressive'. In the course of our proofs we obtain novel posterior contraction rate results for high-dimensional Poisson count data that are of independent interest. A numerical illustration of the algorithm by standard MCMC methods is also provided.

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BibTeXRIS

Richard Nickl, Fanny Seizilles. 2026-09-09. Inferring diffusivity from killed diffusion. https://arxiv.org/abs/2503.14978

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