28 citations · 92 across the 16 of their papers we have counts for
17 papers
Optimal parameter estimation for linear SPDEs from multiple measurements
Randolf Altmeyer, Anton Tiepner, Martin Wahl
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the…
Polynomial time guarantees for sampling based posterior inference in high-dimensional generalised linear models
Randolf Altmeyer
The problem of computing posterior functionals in general high-dimensional statistical models with possibly non-log-concave likelihood functions is considered. Based on the proof s…
Optimal L2 -approximation of occupation and local times for symmetric stable processes
Randolf Altmeyer, Ronan Le Guével
The L2-approximation of occupation and local times of a symmetric -stable L{é}vy process from high frequency discrete time observations is studied. The standard Riemann sum esti…
Parameter Estimation in an SPDE Model for Cell Repolarisation
Randolf Altmeyer, Till Bretschneider, Josef Janák +1
As a concrete setting where stochastic partial differential equations (SPDEs) are able to model real phenomena, we propose a stochastic Meinhardt model for cell repolarisation and…
Parameter estimation for semilinear SPDEs from local measurements
Randolf Altmeyer, Igor Cialenco, Gregor Pasemann
This work contributes to the limited literature on estimating the diffusivity or drift coefficient of nonlinear SPDEs driven by additive noise. Assuming that the solution is measur…
Central limit theorems for discretized occupation time functionals
Randolf Altmeyer
The approximation of integral type functionals is studied for discrete observations of a continuous Itô semimartingale. Based on novel approximations in the Fourier domain, central…
Nonparametric estimation for linear SPDEs from local measurements
Randolf Altmeyer, Markus Reiß
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on…
Testing for Balance in Social Networks
Derek Feng, Randolf Altmeyer, Derek Stafford +2
Friendship and antipathy exist in concert with one another in real social networks. Despite the role they play in social interactions, antagonistic ties are poorly understood and i…
Approximation of occupation time functionals
Randolf Altmeyer
The strong -approximation of occupation time functionals is studied with respect to discrete observations of a -dimensional càdlàg process. Upper bounds on the error are ob…
Estimation error for occupation time functionals of stationary Markov processes
Randolf Altmeyer, Jakub Chorowski
The approximation of integral functionals with respect to a stationary Markov process by a Riemann-sum estimator is studied. Stationarity and the functional calculus of the infinit…
Functional stable limit theorems for quasi-efficient spectral covolatility estimators
Randolf Altmeyer, Markus Bibinger
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-f…
Hadronic Coupling Constants in Lattice QCD
R. L. Altmeyer, M. Gockeler, R. Horsley +3
We calculate the hadronic coupling constants and in QCD, including dynamical quarks in the framework of staggered fermions in the lattice approach. For the nucl…
Hadronic coupling constants in lattice QCD
R. Altmeyer, M. Goeckeler, R. Horsley +3
We report on calculations of the hadronic coupling constants and based on lattice QCD with four flavors of dynamical staggered fermions. By computing 2--point a…
The pi-N Sigma term - an evaluation using staggered fermions
R. Altmeyer, M. Goeckeler, R. Horsley +2
A lattice calculation of the pi-N sigma term is described using dynamical staggered fermions. Preliminary results give a sea term comparable in magnitude to the valence term.
The ``Spin'' Structure of the Nucleon - a lattice investigation
R. Altmeyer, M. Goeckeler, R. Horsley +2
We will discuss here an indirect lattice evaluation of the baryon axial singlet current matrix element. This quantity may be related to the fraction of nucleon spin carried by the…
The Spin Content of the Nucleon
R. Altmeyer, M. Göckeler, R. Horsley +2
The fraction of the nucleon spin that is carried by the quarks, , is computed in lattice QCD with dynamical staggered fermions. We obtain the value .
Renormalisation of lattice currents and the calculation of decay constants for dynamical staggered fermions
R. Altmeyer, K. D. Born, M. Goeckeler +3
A numerical calculation of the lattice staggered renormalisation constants at , is presented. It is seen that there are considerable non-perturbative effects pr…