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, Heidelberg, 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.

 

 

Contact details:

MSB3.04

A.Papavasiliou AT warwick.ac.uk

Office Hours:

Term 2, 2022/23

• Monday 1:30-2:30
• Friday 1:30-2:30