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Browsing Mathematics (Faculty of) by Supervisor "Lysy, Martin"
Now showing items 1-8 of 8
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Bayesian Sample Size Determination for Single-Particle Tracking of Pathogens in Biological Fluids
(University of Waterloo, 2018-01-17)Single-particle tracking (SPT) experiments measure 2-dimensional particle position with a high-resolution digital camera, capturing microsecond motion. SPT has allowed novel investigation of membrane dynamics, enzymology, ... -
Computationally Efficient Multi-Asset Stochastic Volatility Modeling
(University of Waterloo, 2018-08-24)Stochastic volatility (SV) models are popular in financial modeling, because they capture the inherent uncertainty of the asset volatility. Since assets are observed to co-move together, multi-asset SV (mSV) models are ... -
A Differentiable Particle Filter for Jump-Diffusion Stochastic Volatility Models
(University of Waterloo, 2024-05-28)Stochastic volatility with jumps has emerged as a crucial tool for understanding and modelling the stochastic and intermittently discontinuous nature of many processes in finance. Due to the highly nonlinear structure of ... -
Empirical Likelihood Quantile Regression for Right-Censored Data
(University of Waterloo, 2018-12-17)Quantile estimation of time-to-event data plays a key role in many medical applications, especially conditional on covariates of interest. In such settings, bias due to model misspecification is an important concern. As ... -
Inferring Chemical Reaction Rates from a Sequence of Infrared Spectra
(University of Waterloo, 2016-01-22)Many chemical compounds used by the energy and agricultural industries introduce large amounts of arsenic into the environment. As this poses serious health and environmental risks, designing safe and effective decontaminating ... -
A Particle Filter Method of Inference for Stochastic Differential Equations
(University of Waterloo, 2022-05-31)Stochastic Differential Equations (SDE) serve as an extremely useful modelling tool in areas including ecology, finance, population dynamics, and physics. Yet, parameter inference for SDEs is notoriously difficult due ... -
Single-Particle Dynamics in Nanoscopic Systems: Statistical Modeling and Inference
(University of Waterloo, 2022-05-24)Our work aims to solve some of the most significant and fundamental theoretical problems involved in the current statistical modeling of stochastic processes in single-molecule experiments, for which a well recognized yet ... -
Superfast Inference for Stationary Gaussian Processes in Particle Tracking Microrheology
(University of Waterloo, 2019-12-18)Particle tracking of passive microscopic species has become the experimental measurement of choice in diverse applications, where either the material volumes are limited, or the materials themselves are so soft that they ...