Claudia Strauch | DeepAI

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Featured Co-authors

Markus Reiß
8 publications
Sören Christensen
7 publications
Lukas Trottner
5 publications
Niklas Dexheimer
3 publications
Cathrine Aeckerle-Willems
2 publications
Cathrine Aeckerle
1 publication

∙ 07/20/2023

Change point estimation for a stochastic heat equation

We study a change point model based on a stochastic partial differential...

0 Markus Reiß, et al. ∙

∙ 06/07/2022

Concentration analysis of multivariate elliptic diffusion processes

We prove concentration inequalities and associated PAC bounds for contin...

0 Cathrine Aeckerle-Willems, et al. ∙

∙ 05/16/2022

On Lasso and Slope drift estimators for Lévy-driven Ornstein–Uhlenbeck processes

We investigate the problem of estimating the drift parameter of a high-d...

0 Niklas Dexheimer, et al. ∙

∙ 09/27/2021

Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations

We consider nonparametric invariant density and drift estimation for a c...

0 Niklas Dexheimer, et al. ∙

∙ 04/23/2021

Learning to reflect: A unifying approach for data-driven stochastic control strategies

Stochastic optimal control problems have a long tradition in applied pro...

0 Sören Christensen, et al. ∙

∙ 10/31/2020

Mixing it up: A general framework for Markovian statistics beyond reversibility and the minimax paradigm

Up to now, the nonparametric analysis of multidimensional continuous-tim...

0 Niklas Dexheimer, et al. ∙

∙ 09/20/2019

Nonparametric learning for impulse control problems

One of the fundamental assumptions in stochastic control of continuous t...

0 Sören Christensen, et al. ∙

∙ 08/31/2018

Sup-norm adaptive simultaneous drift estimation for ergodic diffusions

We consider the question of estimating the drift and the invariant densi...

0 Cathrine Aeckerle-Willems, et al. ∙

∙ 07/30/2018

Concentration of scalar ergodic diffusions and some statistical implications

We derive uniform concentration inequalities for continuous-time analogu...

0 Cathrine Aeckerle, et al. ∙

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