Ornstein Uhlenbeck Process, Cellular Differentiation, EM algorithm
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Ornstein Uhlenbeck process
If the parameter is given, and initial condition is provided, then the the distribution at time t > 0 is following Normal distribution whose mean and variance can be calculated.
And also it's fokker planck equation can be solved analytically.
Concept of EM algorithm is parameter estimation by repeating estimating process or model to make likelihood function in E step, and calculating maximum of the likelihood to get parameter in M step.
Comment : Ornstein Uhlenbeck Process is interesting in both mathematics and biology.
Its analytic property is very attractive. There is further research related to this.
https://journals.aps.org/pre/abstract/10.1103/PhysRevE.107.054129
