We consider N independent stochastic processes (Xi(t), t ∈ [0, Ti]), i = 1, . . . , N , defined by a stochastic differential equation with drift term depending on a random variable φi. The distribution of the random effect φi depends on unknown parameters which are to be estimated from the continuous observation of the processes Xi. We give the expression of the exact likelihood. When the drift...

We consider N independent stochastic processes (Xi(t), t ∈ [0, Ti]), i = 1, . . . , N , defined by a stochastic differential equation with drift term depending on a random variable φi. The distribution of the random effect φi depends on unknown parameters which are to be estimated from the continuous observation of the processes Xi. We give the expression of the exact likelihood. When the drift...

The use of stochastic modeling is discussed for analysis/synthesis and transformation of environmental sounds. The method leads to perceptually relevant synthetic sounds based on the analysis of natural sounds. Applications are presented, such as sound effects using parametric signal transformations, or data compression. Moreover, we propose a method which efficiently combines the stochastic mo...

In many social science settings, the data available for analysis span multiple groups. In these settings it is often plausible that any statistical model we might fit to the data will fit need to flexible, so as to capture variation across the groups, typically accomplished by letting some or all of the parameters vary across the groups. Examples include survey data gathered over a set of locat...

In this paper, we analyze the time (viz., the number of cycles) to reach any given crack size in a fatigue life test using a gamma stochastic process. It is assumed that the time increments are nonstationary but independent for each specimen while the shape parameter of the gamma distribution is a function of the crack length. In addition, using a random effect model, the between-specimen varia...

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estima...

Gene inactivation often has little or no apparent consequence for the phenotype of an organism. This property-enetic (or mutational) robustness-is pervasive, and has important implications for disease and evolution, but is not well understood. Dating back to at least Waddington, it has been suggested that mutational robustness may be related to the requirement to withstand environmental or stoc...