3 papers
stat.ME2026
Strang splitting estimator for nonlinear multivariate stochastic differential equations with Pearson-type multiplicative noise
Predrag Pilipović, Adeline Samson, Susanne Ditlevsen
Multivariate Pearson diffusions are characterized by a linear drift and a diffusion matrix that is quadratic in the state variables. We derive closed-form expressions for the mean…
stat.AP2025
Spatial constraints improve filtering of measurement noise from animal tracks
Alexandre Delporte, Susanne Ditlevsen, Adeline Samson
Advances in tracking technologies for animal movement require new statistical tools to better exploit the increasing amount of data. Animal positions are usually calculated using t…
stat.AP2024
A time warping model for seasonal data with application to age estimation from narwhal tusks
Lars Nørtoft Reiter, Adam Gorm Hoffmann, Mads Peter Heide-Jørgensen +3
Signals with varying periodicity frequently appear in real-world phenomena, necessitating the development of efficient modelling techniques to map the measured nonlinear timeline t…