This project examines stochastic delay differential equations in population genetics and ecology, focusing on dormancy in microbial populations. It aims to develop statistical methods for estimating and testing key parameters, including delay presence, in Wright-Fisher type equations with time delay. The challenge is to analyze estimators and test statistics for these complex processes, addressing both parametric and nonparametric inference approaches with an emphasis on statistical efficiency.
Sascha Gaudlitz (HU Berlin)
Pasemann, G., & Reiß, M., 2026. Information bounds for inference in stochastic evolution equations observed under noise. SIAM Journal on Mathematical Analysis, 58(2), 1485–1529. https://doi.org/10.1137/25M1761884
Dexheimer, N., Gaudlitz, S., & Schmidt-Hieber, J., 2026. Spike-timing-dependent Hebbian learning as noisy gradient descent. Advances in Neural Information Processing Systems, 38, 106580–106620. https://proceedings.neurips.cc/paper_files/paper/2025/hash/994a9663c3bef2439e605acf340f3bef-Abstract-Conference.html
Gaudlitz, S., & Gökalp, H. M., 2026. Parameter estimation in a fully coupled partially observed Ornstein-Uhlenbeck process. https://doi.org/10.48550/ARXIV.2606.30443
Altmeyer, R, Gaudlitz, S., 2025. Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations. https://doi.org/10.48550/ARXIV.2507.06857