3 papers
math.ST2026
Identifiability and Estimation in Continuous Lyapunov Models
Cecilie Olesen Recke, Niels Richard Hansen
Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process…
math.ST2026
Identifiability in Graphical Discrete Lyapunov Models
Cecilie Olesen Recke, Sarah Lumpp, Nataliia Kushnerchuk +4
In this paper, we study discrete Lyapunov models, which consist of steady-state distributions of first-order vector autoregressive models. The parameter matrix of such a model enco…
math.ST2023
Completions to Discrete Probability Distributions in Log-linear Models
May Cai, Cecilie Olesen Recke, Thomas Yahl
Completion problems, of recovering a point from a set of observed coordinates, are abundant in applications to image reconstruction, phylogenetics, and data science. We consider a…