相关论文: Semi-parametric inference for the absorption featu…
In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…
We present a novel method to improve pharmacokinetics modeling, an essential step of drug development. Conventional models frequently fail to fully represent the intricacies of drug absorption and distribution, which limits their predictive…
In this work, we present a mathematical model to describe the adsorption-diffusion process on fractal porous materials. This model is based on the fractal continuum approach and considers the scale-invariant properties of the surface and…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
This paper proposes consistent estimators for transformation parameters in semiparametric models. The problem is to find the optimal transformation into the space of models with a predetermined regression structure like additive or…
This paper is devoted to the estimation of the shift parameter in a semiparametric regression model when the distribution of the observation times is unknown. Hence, we propose to use a stochastic algorithm which takes into account the…
In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…
Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…
In this paper we develop an encounter-based model of reaction-subdiffusion in a domain $\Omega$ with a partially absorbing interior trap $\calU\subset \Omega$. We assume that the particle can freely enter and exit $\calU$, but is only…
Inference on the parametric part of a semiparametric model is no trivial task. If one approximates the infinite dimensional part of the semiparametric model by a parametric function, one obtains a parametric model that is in some sense…
We consider the subdiffusion--absorption process in a system which consists of two different media separated by a thin membrane. The process is described by subdiffusion--absorption equations with fractional Riemann--Liouville time…
The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…
The characteristic feature of semi-selfsimilar process is the invariance of its finite dimensional distributions by certain dilation for specific scaling factor. Estimating the scale parameter $\lambda$ and the Hurst index of such processes…
The theory of semiparametric estimation offers an elegant way of computing the Cram\'er-Rao bound for a parameter of interest in the midst of infinitely many nuisance parameters. Here I apply the theory to the problem of moment estimation…
We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…
The growth-fragmentation equation arises in many different contexts, ranging from cell division, protein polymerization, biopolymers, neurosciences etc. Direct observation of temporal dynamics being often difficult, it is of main interest…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
The aim of this study is to generalise recent results of the two last authors on en-tropy methods for measure solutions of the renewal equation to other classes of structured population problems. Specifically, we develop a generalised…