4 citations · 6 across the 25 of their papers we have counts for
28 papers
Drift parameter estimation for interacting particle systems with singular repulsion
Chiara Amorino, Jacek Malecki, Radomyra Shevchenko
We study the estimation of the interaction parameter in singular interacting particle systems from continuous and discrete observations over a fixed time horizon. The singularity o…
Nonparametric Estimation of the Diffusion-Interaction Function in Particle Systems
Chiara Amorino, Francisco Pina, Mark Podolskij
We study the problem of nonparametric estimation of the interaction function in particle systems whose interaction enters through the diffusion coefficient. The particle system is…
Parameter estimation for graphon-interacting particle systems from discrete observations
Chiara Amorino, Matteo Sfragara
In this paper, we address the joint parameter estimation of drift and diffusion coefficients for heterogeneously interacting particle systems. Unlike the homogeneous setting, the i…
On the role of symmetry for staircase mechanisms in local differential privacy efficiency across different privacy regimes
Chiara Amorino, Arnaud Gloter
We investigate the structural foundations of statistical efficiency under -local differential privacy, with a focus on maximizing Fisher information. Building on the role of con…
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning
Chiara Amorino, Christian Brownlees, Ankita Ghosh
This paper develops a general concentration inequality for the suprema of empirical processes with dependent data. The concentration inequality is obtained by combining generic cha…
Factorization by extremal privacy mechanisms: new insights into efficiency
Chiara Amorino, Arnaud Gloter
We study the problem of efficiency under local differential privacy ( LDP) in both discrete and continuous settings. Building on a factorization lemma, which shows that any…
Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise
Chiara Amorino, Laure Coutin, Nicolas Marie
We investigate the problem of estimating the drift parameter from independent copies of the solution of a stochastic differential equation driven by a multiplicative fractional…
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
Chiara Amorino, Ivan Nourdin, Radomyra Shevchenko
We address the problem of estimating the drift parameter in a system of interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Con…
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
Chiara Amorino, Charlotte Dion-Blanc, Arnaud Gloter +1
We investigate the nonparametric estimation problem of the density , representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X…
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations
Chiara Amorino, Vytautė Pilipauskaitė
In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential eq…
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
Chiara Amorino, Eulalia Nualart, Fabien Panloup +1
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter . We first focus on continuous observati…
Sampling effects on Lasso estimation of drift functions in high-dimensional diffusion processes
Chiara Amorino, Francisco Pina, Mark Podolskij
In this paper, we address high-dimensional parametric estimation of the drift function in diffusion models, specifically focusing on a -dimensional ergodic diffusion process obs…
Evolving privacy: drift parameter estimation for discretely observed i.i.d. diffusion processes under LDP
Chiara Amorino, Arnaud Gloter, Hélène Halconruy
The problem of estimating a parameter in the drift coefficient is addressed for discretely observed independent and identically distributed stochastic differential equations (S…
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs
Chiara Amorino, Denis Belomestny, Vytautė Pilipauskaitė +2
This paper investigates the estimation of the interaction function for a class of McKean-Vlasov stochastic differential equations. The estimation is based on observations of the as…
Minimax rate for multivariate data under componentwise local differential privacy constraints
Chiara Amorino, Arnaud Gloter
Our research delves into the balance between maintaining privacy and preserving statistical accuracy when dealing with multivariate data that is subject to \textit{componentwise lo…
Quantitative and stable limits of high-frequency statistics of Lévy processes: a Stein's method approach
Chiara Amorino, Arturo Jaramillo, Mark Podolskij
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional Lévy processes and that…
Optimal estimation of local time and occupation time measure for an α-stable Levy process
Chiara Amorino, Arturo Jaramillo, Mark Podolskij
We present a novel theoretical result on estimation of local time and occupation time measure of an α-stable Lévy process with α in (1, 2). Our approach is based upon computing the…
Parameter estimation of discretely observed interacting particle systems
Chiara Amorino, Akram Heidari, Vytautė Pilipauskaitė +1
In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of in…
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
Chiara Amorino, Arnaud Gloter
Let be solution of a one-dimensional stochastic differential equation. Our aim is to study the convergence rate for the estimation of the invariant density in int…
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity
Chiara Amorino, Arnaud Gloter
We aim at estimating in a non-parametric way the density of the stationary distribution of a -dimensional stochastic differential equation , for $d \ge…
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes
Chiara Amorino, Arnaud Gloter
We study the problem of the nonparametric estimation for the density of the stationary distribution of a -dimensional stochastic differential equation …
Optimal convergence rates for the invariant density estimation of jump-diffusion processes
Chiara Amorino, Eulalia Nualart
We aim at estimating the invariant density associated to a stochastic differential equation with jumps in low dimension, which is for and . We consider a class of jump d…
On the nonparametric inference of coefficients of self-exciting jump-diffusion
Chiara Amorino, Charlotte Dion, Arnaud Gloter +1
In this paper, we consider a one-dimensional diffusion process with jumps driven by a Hawkes process. We are interested in the estimations of the volatility function and of the jum…
Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes
Chiara Amorino
We study the problem of the non-parametric estimation for the density of the stationary distribution of the multivariate stochastic differential equation with jumps (Xt) , when the…