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pro vyhledávání: '"Melnykova, Anna"'
Multivariate Hawkes processes (MHPs) are versatile probabilistic tools used to model various real-life phenomena: earthquakes, operations on stock markets, neuronal activity, virus propagation and many others. In this paper, we focus on MHPs with exp
Externí odkaz:
http://arxiv.org/abs/2309.02027
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 $[0,T]$ sampled with a time step $\Delta$. Our main contribution is to contr
Externí odkaz:
http://arxiv.org/abs/2307.10888
Publikováno v:
In Stochastic Processes and their Applications July 2024 173
Oscillatory systems of interacting Hawkes processes with Erlang memory kernels were introduced in Ditlevsen (2017). They are piecewise deterministic Markov processes (PDMP) and can be approximated by a stochastic diffusion. First, a strong error boun
Externí odkaz:
http://arxiv.org/abs/2003.10710
Autor:
Calvez, Vincent, Iglesias, Susely Figueroa, Hivert, Hélène, Méléard, Sylvie, Melnykova, Anna, Nordmann, Samuel
Horizontal gene Transfer (HT) denotes the transmission of genetic material between two living organisms, while the vertical transmission refers to a DNA transfer from parents to their offspring. Consistent experimental evidence report that this pheno
Externí odkaz:
http://arxiv.org/abs/1906.11679
Autor:
Melnykova, Anna
Multidimensional hypoelliptic diffusions arise naturally in different fields, for example to model neuronal activity. Estimation in those models is complex because of the degenerate structure of the diffusion coefficient. In this paper we consider hy
Externí odkaz:
http://arxiv.org/abs/1802.02943
Publikováno v:
Advances in Applied Probability, 2021 Sep 01. 53(3), 716-756.
Externí odkaz:
https://www.jstor.org/stable/48654422
Akademický článek
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Autor:
Calvez Vincent, Figueroa Iglesias Susely, Hivert Hélène, Méléard Sylvie, Melnykova Anna, Nordmann Samuel
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 67, Pp 135-160 (2020)
Horizontal gene Transfer (HT) denotes the transmission of genetic material between two living organisms, while the vertical transmission refers to a DNA transfer from parents to their offspring. Consistent experimental evidence report that this pheno
Externí odkaz:
https://doaj.org/article/351425b4f66648958c6c8e0ff26c1989
Autor:
Melnykova, Anna
Publikováno v:
Probability [math.PR]. Cergy Paris Université, 2020. English
Probability [math.PR]. Cergy Paris Université, 2020. English. ⟨NNT : ⟩
Probability [math.PR]. Cergy Paris Université, 2020. English. ⟨NNT : ⟩
In the first part of this thesis we are studying the link between individual-based stochastic models (birth-and-death processes, Hawkes processes) and their respective continuous approximations (stochastic diffusions, partial differential equations),
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::6d027530c4baef7a69d701c671eea050
https://tel.archives-ouvertes.fr/tel-03152122/file/main.pdf
https://tel.archives-ouvertes.fr/tel-03152122/file/main.pdf