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11/22/2022
Bayesian estimation in a multidimensional diffusion model with high frequency data
We consider nonparametric Bayesian inference in a multidimensional diffu...
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10/03/2022
Statistical inference for rough volatility: Central limit theorems
In recent years, there has been substantive empirical evidence that stoc...
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10/03/2022
Statistical inference for rough volatility: Minimax Theory
Rough volatility models have gained considerable interest in the quantit...
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05/12/2022
The LAN property for McKean-Vlasov models in a mean-field regime
We establish the local asymptotic normality (LAN) property for estimatin...
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03/09/2022
A continuous multiple hypothesis testing framework for optimal exoplanet detection
The detection of exoplanets is hindered by the presence of complex astro...
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08/30/2021
Individual and population approaches for calibrating division rates in population dynamics: Application to the bacterial cell cycle
Modelling, analysing and inferring triggering mechanisms in population r...
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08/11/2021
Dispersal density estimation across scales
We consider a space structured population model generated by two point c...
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11/07/2020
Nonparametric estimation for interacting particle systems : McKean-Vlasov models
We consider a system of N interacting particles, governed by transport a...
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01/22/2020
Estimating the reach of a manifold via its convexity defect function
The reach of a submanifold is a crucial regularity parameter for manifol...
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10/18/2019
Density estimation on an unknown submanifold
We investigate density estimation from a n-sample in the Euclidean space...
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03/02/2019
Nonparametric adaptive inference of birth and death models in a large population limit
Motivated by improving mortality tables from human demography databases,...
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11/26/2018
Efficient volatility estimation in a two-factor model
We statistically analyse a multivariate HJM diffusion model with stochas...
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12/12/2017
Statistical estimation in a randomly structured branching population
We consider a binary branching process structured by a stochastic trait ...
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10/19/2017