4 papers
PDE-limits of stochastic SIS epidemics on networks
Francesco Di Lauro, Jean-Charles Croix, Luc Berthouze +1
Stochastic epidemic models on networks are inherently high-dimensional and the resulting exact models are intractable numerically even for modest network sizes. Mean-field models p…
Nonparametric Bayesian inference of discretely observed diffusions
Jean-Charles Croix, Masoumeh Dashti, Istvàn Zoltàn Kiss
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of…
Network Inference from Population-Level Observation of Epidemics
F. Di Lauro, J. -C. Croix, M. Dashti +2
Using the continuous-time susceptible-infected-susceptible (SIS) model on networks, we investigate the problem of inferring the class of the underlying network when epidemic data i…
Karhunen-Loève decomposition of Gaussian measures on Banach spaces
Xavier Bay, Jean-Charles Croix
The study of Gaussian measures on Banach spaces is of active interest both in pure and applied mathematics. In particular, the spectral theorem for self-adjoint compact operators o…