Dr Anastasia Papavasiliou
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Dr Anastasia Papavasiliou got her PhD from Princeton University in 2002, working on stability questions for stochastic filtering and particle filters. Before coming to Warwick, she taught at Columbia University for a couple of years and spent another year in Princeton, working on efficient simulation methods for multiscale stochastic systems. Stochastic filtering, multiscale systems and, stochastic simulations are still some of her research interests, while she is also working on applying ideas coming from the theory of rough paths and machine learning to the problem of speech recognition. Anastasia joined the Department of Statistics as a lecturer in 2005. Contact her at: A.Papavasiliou@warwick.ac.uk RECENT PUBLICATIONS Parameter Estimation for Rough Differential Equations (with C. Ladroue) Maximum Likelihood Drift Estimation for Multiscale Diffusions, Stoch. Proc. Appl. (in press). (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.
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