Research

1. "Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations", Anna Melnykova, Patricia Reynaud-Bouret, Adeline Samson, "Stochastic Processes and their Applications" 173 (2024): 104372 https://doi.org/10.1016/j.spa.2024.104372

2. "Granger Causal Inference in Multivariate Hawkes Processes with Short Horizons by Minimum Message Length", Katerina Hlavackova-Schindler, Anna Melnykova, Irene Tubikanec, 25(133):1−26, 2024, "Journal of Machine Learning Research", https://jmlr.org/papers/v25/23-1066.html.

3.  "Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis", Julien Chevallier, Anna Melnykova, Irene Tubikanec,  Advances in Applied Probability, 2021, 53 (3), pp.716-756. ⟨10.1017/apr.2020.73⟩

4.   "Parametric inference for hypoelliptic ergodic diffusions with full observations", Anna Melnykova, Statistical Inference for Stochastic Processes, 2020, 23, pp.595-635. ⟨10.1007/s11203-020-09222-4⟩

5.    "Horizontal gene transfer: numerical comparison between stochastic and deterministic approaches"   Vincent Calvez, Susely Figueroa Iglesias, Hélène Hivert, Sylvie Méléard, Anna Melnykova, Samuel Nordmann,  ESAIM: Proceedings and Surveys, 2020, CEMRACS 2018 - Numerical and mathematical modeling for biological and medical applications: deterministic, probabilistic and statistical descriptions, 67, pp.135-160. ⟨10.1051/proc/202067009⟩

My PhD thesis is available here: "Statistical and Numerical Analysis of Jump and Diffusion Processes in biology" (2020)