11 papers
Fixed-Point Estimation of the Drift Parameter in Stochastic Differential Equations Driven by Rough Multiplicative Fractional Noise
Chiara Amorino, Laure Coutin, Nicolas Marie
We investigate the problem of estimating the drift parameter from independent copies of the solution of a stochastic differential equation driven by a multiplicative fractional…
Kinetic interacting particle system: parameter estimation from complete and partial discrete observations
Chiara Amorino, VytautÄ PilipauskaitÄ
In this paper, we study the estimation of drift and diffusion coefficients in a two dimensional system of N interacting particles modeled by a degenerate stochastic differential eq…
On the role of symmetry for staircase mechanisms in local differential privacy efficiency across different privacy regimes
Chiara Amorino, Arnaud Gloter
We investigate the structural foundations of statistical efficiency under -local differential privacy, with a focus on maximizing Fisher information. Building on the role of co…
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning
Chiara Amorino, Christian Brownlees, Ankita Ghosh
This paper develops a general concentration inequality for the suprema of empirical processes with dependent data. The concentration inequality is obtained by combining generic cha…
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
Chiara Amorino, Eulalia Nualart, Fabien Panloup +1
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter . We first focus on continuous observati…
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
Chiara Amorino, Ivan Nourdin, Radomyra Shevchenko
We address the problem of estimating the drift parameter in a system of interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Con…