Publications de Sophie Myriam Hautphenne

Parameter estimation for discretely observed linear birth-and-death processes

Anthony Christopher Davison, Sophie Myriam Hautphenne, Andrea Kraus

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, as the likelihood can become numerically unstable when data arise fro ...

WILEY2021

Linking micro and macroevolution in the presence of migration

Sophie Myriam Hautphenne, Laurent Lehmann, Nicolas Salamin

Understanding macroevolutionary patterns is central to evolutionary biology. This involves the process of divergence within a species, which starts at the microevolutionary level, for instance, when two sub populations evolve towards different phenotypic o ...

ACADEMIC PRESS LTD- ELSEVIER SCIENCE LTD2020

The time-dependent expected reward and deviation matrix of a finite QBD process

Sophie Myriam Hautphenne

Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process, moti ...

ELSEVIER SCIENCE INC2019

A pathwise approach to the extinction of branching processes with countably many types

Sophie Myriam Hautphenne

We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to sho ...

ELSEVIER SCIENCE BV2019

Extinction In Lower Hessenberg Branching Processes With Countably Many Types

Sophie Myriam Hautphenne

We consider a class of branching processes with countably many types which we refer to as Lower Hessenberg branching processes. These are multitype Galton-Watson processes with typeset X = {0, 1, 2,...}, in which individuals of type i may give birth to off ...

INST MATHEMATICAL STATISTICS2019

Fitting Markovian binary trees using global and individual demographic data

Sophie Myriam Hautphenne, Katharine Felicity Turner

We consider a class of continuous-time branching processes called Markovian binary trees (MBTs), in which the individuals lifetime and reproduction epochs are modelled using a transient Markovian arrival process (TMAP). We develop methods for estimating th ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2019

The roles of coupling and the deviation matrix in determining the value of capacity in M/M/1/C queues

Sophie Myriam Hautphenne

In an M/M/1/C queue, customers are lost when they arrive to find C customers already present. Assuming that each arriving customer brings a certain amount of revenue, we are interested in calculating the value of an extra waiting place in terms of the expe ...

Springer Verlag2016

Lyapunov Exponents for Branching Processes in a Random Environment: The Effect of Information

Sophie Myriam Hautphenne

We consider multitype branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence of random matrices, which ...

Springer Verlag2016