Bei-Lin Xiang

Recovering nonlinear dynamics from first-passage events: A Markov process inversion approach with application to gene expression variability.

Stochastic nonlinear systems, from gene circuits to financial markets, are ubiquitous. A key challenge is inferring their governing parameters from sparse event times rather than continuous trajectories. We introduce a Markov process inversion approach (MPIA) that recovers drift and diffusion coefficients of nonlinear...