Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Bayesian inference of scaled versus fractional Brownian motion   We present a Bayesian inference scheme for scaled Brownian motion, and
investigate its performance on synthetic data for parameter estimation and
model selection in a combined inference with fractional Brownian motion. We
include the possibility of measurement noise in both models. We find that for
trajectories of a few hundred time points the procedure is able to resolve well
the true model and parameters. Using the prior of the synthetic data generation
process also for the inference, the approach is optimal based on decision
theory. We include a comparison with inference using a prior different from the
data generating one.

8
The categories of this paper are: hep-ex
26
The categories of this paper are: bayes-an
36
The categories of this paper are: cmp-lg
24
The categories of this paper are: dg-ga
17
The categories of this paper are: q-fin
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
35
The categories of this paper are: mtrl-th
25
The categories of this paper are: patt-sol
12
The categories of this paper are: nucl-th
37
The categories of this paper are: supr-con
18
The categories of this paper are: econ
1
The categories of this paper are: cs
6
The categories of this paper are: astro-ph
7
The categories of this paper are: hep-th
9
The categories of this paper are: nlin