38 citations · 68 across the 8 of their papers we have counts for
12 papers
Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations
Anna Melnykova, Patricia Reynaud-Bouret, Adeline Samson
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]…
Optimal control for parameter estimation in partially observed hypoelliptic stochastic differential equations
Quentin Clairon, Adeline Samson
We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic…
Parameter estimation and treatment optimization in a stochastic model for immunotherapy of cancer
Modibo Diabate, Loren Coquille, Adeline Samson
Adoptive Cell Transfer therapy of cancer is currently in full development and mathematical modeling is playing a critical role in this area. We study a stochastic model developed b…
Hypoelliptic diffusions: discretization, filtering and inference from complete and partial observations
Susanne Ditlevsen, Adeline Samson
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise struct…
Stochastic Proximal Gradient Algorithms for Penalized Mixed Models
Gersende Fort, Edouard Ollier, Adeline Samson
Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression…
Multivariate inhomogeneous diffusion models with covariates and mixed effects
Mareile Große Ruse, Adeline Samson, Susanne Ditlevsen
Modeling of longitudinal data often requires diffusion models that incorporate overall time-dependent, nonlinear dynamics of multiple components and provide sufficient flexibility…