4 papers · 1 filter
On statistical inference for non-linear dynamical systems evolving in their global attractor
Dimitri Konen, Richard Nickl
We consider a two-dimensional periodic reaction-diffusion system under natural conditions on the reaction function and with initial condition . We show that on the global attra…
Inferring diffusivity from killed diffusion
Richard Nickl, Fanny Seizilles
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop d…
On gradient stability in nonlinear PDE models and inference in interacting particle systems
Aurélien Castre, Richard Nickl
We consider general parameter to solution maps of non-linear partial differential equations and describe an approach based on a Banach space version of t…
On low frequency inference for diffusions without the hot spots conjecture
Giovanni S. Alberti, Douglas Barnes, Aditya Jambhale +1
We remove the dependence on the `hot-spots' conjecture in two of the main theorems of the recent paper of Nickl (2024, Annals of Statistics). Specifically, we characterise the mini…