304 citations
- University of TurinIT160 papers
- Politecnico di TorinoIT60 papers
- Italian institute for Genomic MedicineIT36 papers
- Istituto Nazionale di Fisica Nucleare, Sezione di TorinoIT34 papers
- Centre National de la Recherche ScientifiqueFR17 papers
- Sorbonne UniversitéFR14 papers
- University of OxfordGB12 papers
- University of BolognaIT11 papers
- University of PaviaIT11 papers
- Imperial College LondonGB10 papers
- University of Milano-BicoccaIT10 papers
- Bocconi UniversityIT9 papers
20 papers · 1 filter
Filtering coupled Wright-Fisher diffusions
Chiara Boetti, Matteo Ruggiero
Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimens…
Approximate filtering via discrete dual processes
Guillaume Kon Kam King, Andrea Pandolfi, Marco Piretto +1
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal l…
Approximating the first passage time density from data using generalized Laguerre polynomials
Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini
This paper analyzes a method to approximate the first passage time probability density function which turns to be particularly useful if only sample data are available. The method…
On the continuity of optimal stopping surfaces for jump-diffusions
Cheng Cai, Tiziano De Angelis, Jan Palczewski
We show that optimal stopping surfaces arising from time-inhomogeneous optimal stopping problems on two-dimensional jump-diffusions are continuous (…
Prabhakar discrete-time generalization of the time-fractional Poisson process and related random walks
Thomas M. Michelitsch, Federico Polito, Alejandro P. Riascos
In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was…
A fractional generalization of the Dirichlet distribution and related distributions
Elvira Di Nardo, Federico Polito, Enrico Scalas
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the partitions of the int…