16 papers · 1 filter
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…
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…