SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.google.com/url?q=https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date%3D2019-09-01&source=gmail-imap&ust=1732719071000000&usg=AOvVaw1_VfRy4qDP_HHioNc49JU_
Venerdì 09/05/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
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12.00-13.00
Speaker: Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE)
Title: some questions in mathematical statistics linked to evolution PDEs
Abstract: Evolution models in applications are often analyzed via PDEs, interpreted as a macroscopic description of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires an underlying stochastic model. This is usually treated via some addition of noise, sometimes artificially and always a bit arbitrarily.
Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasize the interest of our approach.
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Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 07/05/2025* a matteo.giordano@unito.it mailto:matteo.giordano@unito.it
Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto.
Cordiali saluti,
Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com https://matteogiordano.weebly.com/