3 papers
stat.ME2026
Splitting schemes and estimators for stochastic differential equations with Hölder multiplicative noise
Bowen Fang, Dario Spanò, Massimiliano Tamborrino
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and Hölder continuous multiplicative diffusion, a class commonly arisin…
stat.ME2026
Exact inference via quasi-conjugacy in two-parameter Poisson-Dirichlet hidden Markov models
Marco Dalla Pria, Matteo Ruggiero, Dario Spanò
We introduce a nonparametric model for inferring time-evolving, unobserved probability distributions from discrete-time data consisting of unlabelled partitions. The latent process…
math.ST2026
Subordinated Wright-Fisher Priors
Nathan A. Judd, Dario Spanò
A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markov…