Publications related to Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Sensitivity Analysis of the Lumped Thermal Model of the EU 170 GHz Gyrotron Magnetron Injection Gun

The ITER Electron Cyclotron Resonance Heating and Current Drive (ECRH&CD) system relies on 1 MW 170 GHz Gyrotrons to provide the mm-wave power needed for plasma heating, current drive, and magneto-hydrodynamic control. The design and modeling of the contro ...

Piscataway2024

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Michel Bierlaire, Timothy Michael Hillel, Janody Pougala

Activity-based models offer the potential of a far deeper understanding of daily mobility behaviour than trip-based models. However, activity-based models used both in research and practice have often relied on applying sequential choice models between sub ...

2023

Unbiased likelihood-based estimation of Wright-Fisher diffusion processes

In this paper we propose an unbiased Monte Carlo maximum likelihood estimator for discretely observed Wright-Fisher diffusions. Our approach is based on exact simulation techniques that are of special interest for diffusion processes defined on a bounded d ...

MCQMC2023

Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems

Soumaya Elkantassi

Higher-order asymptotics provide accurate approximations for use in parametric statistical modelling. In this thesis, we investigate using higher-order approximations in two-specific settings, with a particular emphasis on the tangent exponential model. Th ...

EPFL2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Amsterdam2023

An equilibrated flux a posteriori error estimator for defeaturing problems

Annalisa Buffa, Denise Grappein, Rafael Vazquez Hernandez, Ondine Gabrielle Chanon

An a posteriori error estimator based on an equilibrated flux reconstruction is proposed for defeaturing problems in the context of finite element discretizations. Defeaturing consists in the simplification of a geometry by removing features that are consi ...

2023

Distributional Regression and Autoregression via Optimal Transport

Laya Ghodrati

We present a framework for performing regression when both covariate and response are probability distributions on a compact and convex subset of

\R^d

. Our regression model is based on the theory of optimal transport and links the conditional Fr'echet m ...

EPFL2023

Interpretable statistical representations of neural population dynamics and geometry

Pierre Vandergheynst, Adám Gosztolai, Alexis Arnaudon

The dynamics of neuron populations during diverse tasks often evolve on low-dimensional manifolds. However, it remains challenging to discern the contributions of geometry and dynamics for encoding relevant behavioural variables. Here, we introduce an unsu ...

2023

The elliptical Ornstein-Uhlenbeck process

Sofia Charlotta Olhede

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

We Need Subject Matter Expertise to Choose and Identify Causal Estimands: Comment on "Estimands for Recurrent Event Endpoints in the Presence of a Terminal Event"

Mats Julius Stensrud, Matias Janvin

We summarize what we consider to be the two main limitations of the "Estimands for Recurrent Event Endpoints in the Presence of a Terminal Event" (Schmidli et al. 2022). First, the authors did not give detailed guidance on how to choose an appropriate esti ...

TAYLOR & FRANCIS INC2023

Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes

Graph Chatbot

Chat with Graph Search

Sensitivity Analysis of the Lumped Thermal Model of the EU 170 GHz Gyrotron Magnetron Injection Gun

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Unbiased likelihood-based estimation of Wright-Fisher diffusion processes

Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

An equilibrated flux a posteriori error estimator for defeaturing problems

Distributional Regression and Autoregression via Optimal Transport

Interpretable statistical representations of neural population dynamics and geometry

The elliptical Ornstein-Uhlenbeck process

We Need Subject Matter Expertise to Choose and Identify Causal Estimands: Comment on "Estimands for Recurrent Event Endpoints in the Presence of a Terminal Event"

Unbiased likelihood-based estimation of Wright-Fisher diffusion processes

Sensitivity Analysis of the Lumped Thermal Model of the EU 170 GHz Gyrotron Magnetron Injection Gun

Higher Order Asymptotics: Applications to Satellite Conjunction and Boundary Problems

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

An equilibrated flux a posteriori error estimator for defeaturing problems

The elliptical Ornstein-Uhlenbeck process

OASIS: Optimisation-based Activity Scheduling with Integrated Simultaneous choice dimensions

Interpretable statistical representations of neural population dynamics and geometry

Distributional Regression and Autoregression via Optimal Transport

We Need Subject Matter Expertise to Choose and Identify Causal Estimands: Comment on "Estimands for Recurrent Event Endpoints in the Presence of a Terminal Event"