9 citations · 17 across the 12 of their papers we have counts for
4 papers · 1 filter
Homogenization results for the generator of multiscale Langevin dynamics in weighted Sobolev spaces
Andrea Zanoni
We study the homogenization of the Poisson equation with reaction term and of the eigenvalue problem associated to the generator of multiscale Langevin dynamics. Our analysis exten…
Eigenfunction martingale estimators for interacting particle systems and their mean field limit
Grigorios A. Pavliotis, Andrea Zanoni
We study the problem of parameter estimation for large exchangeable interacting particle systems when a sample of discrete observations from a single particle is known. We propose…
Robust Estimation of Effective Diffusions from Multiscale Data
Giacomo Garegnani, Andrea Zanoni
We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric fr…
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions
Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni
We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potenti…