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Professor Anastasia Papavasiliou

I got my PhD from Princeton University in 2002, working under the supervision of Professor Rene Carmona on stability questions for stochastic filtering and particle filters. In my final year as a PhD student, I had the opportunity to visit Professor Terry Lyons in Oxford, where I was introduced to the theory of rough paths. While working as a postdoctoral research associate for Professor Yannis Kevrekidis, I got interested in problems related to statistical inference and simulation for mutlscale systems. I joined the Department of Statistics as a lecturer in 2005 and my research since combines all these three themes.

Recently, I have been introduced by my sister, Nina Papavasiliou, Professor of Immunology at DKFZ, HeidelbergLink opens in a new window, to the world of RNA modifications, which is an emerging field in immunology, rich in statistical challenges.

SELECTED PUBLICATIONS

Diffusion Parameter Estimation for the Homogenized Equation (with T Manikas). Multiscale Models and Simulations 17(2): 675-695, 2019.

Maximum Likelihood Estimation for Multiscale Ornstein-Uhlenbeck processes (with F Zhang). Stochastics 90(6):807-835, 2018.

RNA editing generates cellular subsets with diverse sequence within populations (with D Harjanto, T Papamarkou, CJ Oates, V Rayon-Estrada, FN Papavasiliou). Nature Communications 7, 12145, 2016.

A Distributed Procedure for Computing Stochastic Expansions with Mathematica. (with C. Ladroue). J. Stat. Softw. 53(11), 2013.

Parameter Estimation for Rough Differential Equations (with C. Ladroue). Annals of Statistics 39(4): 2047–-2073, 2011.

Coarse-grained modeling of multiscale diffusions: the p-variation estimates. Stochastic Analysis 2010, Springer.

Maximum Likelihood Drift Estimation for Multiscale Diffusions, Stoch. Proc. Appl. 119(10): pp. 3173-3210, 2009 (with G.A. Pavliotis and A.M. Stuart).

Particle Filters for Multiscale Diffusions, ESAIM Proceedings, 19: 108-114, 2007.

Variance Reduction for the Equation-Free Simulation of Multiscale Stochastic Systems, Multiscale Model. Simul. 6(1): 70-89, 2007. (with I. G. Kevrekidis)

Parameter Estimation and Asymptotic Stability in Stochastic Filtering, Stoch. Proc. Appl. 116: 1048-1065, 2006.

A Uniformly Convergent Adaptive Particle Filter, J. Appl. Probab. 42(4): 1053-1068, 2005.

 

Dr Anastasia

 

Contact details:

MSB3.04

A.Papavasiliou AT warwick.ac.uk

Office Hours:

Term 3, 2023/24

  • Thursday 12:30-1:30
  • Friday 12:30-1:30