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math.ST2025
Quasi-likelihood inference for SDE with mixed-effects observed at high frequency
Maud Delattre, Hiroki Masuda
We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously de…
math.ST2023
Efficient preconditioned stochastic gradient descent for estimation in latent variable models
Charlotte Baey, Maud Delattre, Estelle Kuhn +2
Latent variable models are powerful tools for modeling complex phenomena involving in particular partially observed data, unobserved variables or underlying complex unknown structu…
math.ST2020
A review on asymptotic inference in stochastic differential equations with mixed-effects
Maud Delattre
This paper is a survey of recent contributions on estimation in stochastic differential equations with mixed-effects. These models involve N stochastic differential equations with…