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math.PR2024
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
Katharina Schuh, Iain Souttar
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist…
stat.CO2024
A Multiscale Perspective on Maximum Marginal Likelihood Estimation
O. Deniz Akyildiz, Michela Ottobre, Iain Souttar
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood e…