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q-bio.PE2020
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…
math.ST2020
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…