Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting)

DOI10.4171/OWR/2021/48zbMATH Open1506.00082OpenAlexW4310040176MaRDI QIDQ2693045FDOQ2693045

Author name not available (Why is that?)

Publication date: 17 March 2023

Published in: Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/owr/2021/48

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Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Statistics on manifolds (62R30) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Proceedings of conferences of miscellaneous specific interest (00B25) Diffusion processes and stochastic analysis on manifolds (58J65) Proceedings, conferences, collections, etc. pertaining to global analysis (58-06) Collections of abstracts of lectures (00B05)

Cites Work

• Langevin diffusions on the torus: estimation and applications
• Shapes and diffeomorphisms
• Title not available (Why is that?)
• Stochastic Equations in Infinite Dimensions
• Simulation of Multivariate Diffusion Bridges
• Simple simulation of diffusion bridges with application to likelihood inference for diffusions
• Stochastic Differential Equations in Infinite Dimensions
• Title not available (Why is that?)
• Conditioning as disintegration
• Title not available (Why is that?)
• Large sample theory of intrinsic and extrinsic sample means on manifolds. II.
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
• Statistics on Riemannian manifolds: asymptotic distribution and curvature
• Nonparametric estimation for linear SPDEs from local measurements
• Adaptive nonparametric drift estimation of an integrated jump diffusion process
• Disintegration of Gaussian measures and average-case optimal algorithms
• Continuous-discrete smoothing of diffusions
• A Dirichlet form approach to MCMC optimal scaling
• A geometric framework for stochastic shape analysis
• An Optimal Polynomial Approximation of Brownian Motion
• Omnibus CLTs for Fréchet means and nonparametric inference on non-Euclidean spaces
• A smeary central limit theorem for manifolds with application to high-dimensional spheres
• Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions
• Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
• A semicircle law and decorrelation phenomena for iterated Kolmogorov loops

Cited In (2)

• Working session: Rigidity of stationary measure. Abstracts from the working session held October 7--12, 2018
• Working session: Quantitative stochastic homogenization. Abstracts from the working session held October 16--22, 2022

Uses Software

• AMPL
• Chebfun

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