Diogo Ribeiro

Identifiability of Sequential LLM Rewriting Channels

A document produced by one language model may be rewritten by others beforeanyone sees it, so the observable text is the endpoint of a latent sequence ofstochastic transformations. Modelling each rewriting mechanism as a Markovkernel and a lineage as an ordered composition of ker...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...

Dimensional Asymptotics of Euler-Based Simulated Likelihood for Multidimensional Diffusions

A widely used simulation method for likelihood inference in discretely observed diffusions approximates each transition density by simulating an Euler scheme to one step before the observed endpoint and averaging the final Gaussian density. We show that this endpoint estimator is...