4 papers
Statistical Inference for Fractional Diffusions
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first…
The Inverse Problem for Single Trajectories of Rough Differential Equations
Thomas Morrish, Theodore Papamarkou, Anastasia Papavasiliou +1
Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geo…
Path Signatures Enable Model-Free Mapping of RNA Modifications
Maud Lemercier, Paola Arrubarrena, Salvatore Di Giorgio +10
Detecting chemical modifications on RNA molecules remains a key challenge in epitranscriptomics. Traditional reverse transcription-based sequencing methods introduce enzyme- and se…
Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven b…