Related papers: The identification of diffusions from imperfect ob…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
We consider the problem of inference for nonlinear, multivariate diffusion processes, satisfying It\^o stochastic differential equations (SDEs), using data at discrete times that may be incomplete and subject to measurement error. Our…
We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguish three cases: subcritical, critical and supercritical. For…
We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(\phi)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(\phi))\leq R)$. This result is obtained under the hypothesis that the strong H\"{o}rmander condition of…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
Recent works on predictive uncertainty estimation have shown promising results on Out-Of-Distribution (OOD) detection for semantic segmentation. However, these methods struggle to precisely locate the point of interest in the image, i.e,…
When subjected to monochromatic incident light a nanoparticle will emit light which then interferes with the incident beam. With sufficient contrast and sufficiently close to the particle this interference pattern may be recorded with a…
This paper is a natural continuation of \cite{Kr_20_2}, where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
Incomplete data are common in real-world tabular applications, where numerical, categorical, and discrete attributes coexist within a single dataset. This heterogeneous structure presents significant challenges for existing diffusion-based…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
Out-of-distribution (OOD) detection is crucial for the safety and reliability of artificial intelligence algorithms, especially in the medical domain. In the context of the Medical OOD (MOOD) detection challenge 2023, we propose a pipeline…
Industrial defect detection systems face critical limitations when confined to one-class anomaly detection paradigms, which assume uniform outlier distributions and struggle with data scarcity in real-world manufacturing environments. We…
Out-of-Distribution (OoD) detection aims to justify whether a given sample is from the training distribution of the classifier-under-protection, i.e., In-Distribution (InD), or from OoD. Diffusion Models (DMs) are recently utilized in OoD…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
This paper contains the technical foundations from stochastic differential geometry for the construction of geometrically intrinsic nonlinear recursive filters. A diffusion X on a manifold N is run for a time interval T, with a random…
This paper is a natural continuation of \cite{Kr_20_2} and \cite{Kr_21_1} where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…
Out-of-distribution (OOD) detection is essential to improve the reliability of machine learning models by detecting samples that do not belong to the training distribution. Detecting OOD samples effectively in certain tasks can pose a…
We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes, and the diffusion coefficient is a nuisance function which…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
We research adaptive maximum likelihood-type estimation for an ergodic diffusion process where the observation is contaminated by noise. This methodology leads to the asymptotic independence of the estimators for the variance of observation…