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stat.ME2025
Network inference via approximate Bayesian computation. Illustration on a stochastic multi-population neural mass model
Susanne Ditlevsen, Massimiliano Tamborrino, Irene Tubikanec
In this article, we propose an adapted sequential Monte Carlo approximate Bayesian computation (SMC-ABC) algorithm for network inference in coupled stochastic differential equation…
stat.ME2025
Strang Splitting for Parametric Inference in Second-order Stochastic Differential Equations
Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
We address parameter estimation in second-order stochastic differential equations (SDEs), which are prevalent in physics, biology, and ecology. The second-order SDE is converted to…
stat.ME2024
Parameter Estimation in Nonlinear Multivariate Stochastic Differential Equations Based on Splitting Schemes
Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
The likelihood functions for discretely observed nonlinear continuous-time models based on stochastic differential equations are not available except for a few cases. Various param…