13 citations · 15 across the 12 of their papers we have counts for
13 papers
Statistical Inference for Fractional Diffusions
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first…
Path Signatures Enable Model-Free Mapping of RNA Modifications
Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio +10
Detecting chemical modifications on RNA molecules remains a key challenge in epitranscriptomics. Traditional reverse transcription-based sequencing methods introduce enzyme- and se…
Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven b…
The Inverse Problem for Single Trajectories of Rough Differential Equations
Thomas Morrish, Theodore Papamarkou, Anastasia Papavasiliou +1
Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geo…
Diffusion Parameter Estimation for the Homogenized Equation
Theodoros Manikas, Anastasia Papavasiliou
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow…
Approximate Likelihood Construction for Rough Differential Equations
Anastasia Papavasiliou, Kasia B. Taylor
The paper is split in two parts: in the first part, we construct the exact likelihood for a discretely observed rough differential equation, driven by a piecewise linear path. In t…