Maximum likelihood estimation in the context of a sub-ballistic random walk in a parametric random environment

We consider a one dimensional sub-ballistic random walk evolving in a parametric i.i.d. random environment. We study the asymptotic properties of the maximum likelihood estimator (MLE) of the parameter based on a single observation of the path till the time it reaches a distant site. In that purpose, we adapt the method developed in the ballistic case by Comets et al (2014) and Falconnet, Loukianova and Matias (2014). Using a supplementary assumption due to the specificity of the sub-ballistic regime, we prove consistency and asymptotic normality as the distant site tends to infinity. To emphazis the role of the additional assumption, we investigate the Temkin model with unknown support, and it turns out that the MLE is consistent but, unlike in the ballistic regime, the Fisher information is infinite. We also explore the numerical performance of our estimation procedure.Comment: arXiv admin note: text overlap with arXiv:1302.042

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

We consider a one dimensional ballistic random walk evolving in a parametric independent and identically distributed random environment. We study the asymptotic properties of the maximum likelihood estimator of the parameter based on a single observation of the path till the time it reaches a distant site. We prove an asymptotic normality result for this consistent estimator as the distant site tends to infinity and establish that it achieves the Cram\'er-Rao bound. We also explore in a simulation setting the numerical behaviour of asymptotic confidence regions for the parameter value

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support

We consider a one-dimensional recurrent random walk in random environment (RWRE) when the environment is i.i.d. with a parametric, finitely supported distribution. Based on a single observation of the path, we provide a maximum likelihood estimation procedure of the parameters of the environment. Unlike most of the classical maximum likelihood approach, the limit of the criterion function is in general a nondegenerate random variable and convergence does not hold in probability. Not only the leading term but also the second order asymptotics is needed to fully identify the unknown parameter. We present different frameworks to illustrate these facts. We also explore the numerical performance of our estimation procedure

Maximum likelihood estimator consistency for ballistic random walk in a parametric random environment

International audienceWe consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment parameters based on a single observation of the path till the time it reaches a distant site, and prove that this estimator is consistent as the distant site tends to infinity. We also explore the numerical performances of our estimation procedure

Sur deux problèmes mathématiques de reconstruction phylogénétique

In this thesis, we deal with two problems of phylogeny reconstruction. First, we consider models of nucleotidic substitution processes where the rate of substitution at a given site depends on the state of the neighbours of the site. We estimate the time elapsed between an ancestral sequence at stationarity and a present sequence. Then, assuming that two sequences are issued from a common ancestral sequence at stationarity, we estimate the time since divergence. In the simplest nontrivial case of a Jukes-Cantor model with CpG influence, we provide and justify mathematically consistent estimators in these two settings. We also provide asymptotic confidence intervals, valid for nucleotidic sequences of finite length, and we compute explicit formulas for the estimators and for their confidence intervals. In the general case of an RN model with YpR influence, we extend these results under a proviso, namely that the equation defining the estimator has a unique solution. Second, we show that the Bayesian star paradox, first proved mathematically by Steel and Matsen for a specific class of prior distribution, occurs in a wider context.Ce travail de thèse traite de deux problèmes liés aux méthodes de reconstruction d'arbres phylogénétiques. Dans une première partie, nous fournissons des estimateurs consistants ainsi que des intervalles de confiance asymptotiques mathématiquement rigoureux pour le temps d'évolution de séquences d'ADN dans des modèles de substitutions plus réalistes que les modèles usuels, prenant en compte les effets de la méthylation des dinucléotides CpG dans le génome des mammifères. Dans une seconde partie, nous étendons un résultat récent de Steel et Matsen en prouvant qu'un des travers bien connu des méthodes Bayésiennes en phylogénie, appelé "star tree paradox", a en fait lieu dans un cadre plus large que celui de Steel et Matsen

Sur deux problèmes mathématiques de reconstruction phylogénétique

In this thesis, we deal with two problems of phylogeny reconstruction. First, we consider models of nucleotidic substitution processes where the rate of substitution at a given site depends on the state of the neighbours of the site. We estimate the time elapsed between an ancestral sequence at stationarity and a present sequence. Then, assuming that two sequences are issued from a common ancestral sequence at stationarity, we estimate the time since divergence. In the simplest nontrivial case of a Jukes-Cantor model with CpG influence, we provide and justify mathematically consistent estimators in these two settings. We also provide asymptotic confidence intervals, valid for nucleotidic sequences of finite length, and we compute explicit formulas for the estimators and for their confidence intervals. In the general case of an RN model with YpR influence, we extend these results under a proviso, namely that the equation defining the estimator has a unique solution. Second, we show that the Bayesian star paradox, first proved mathematically by Steel and Matsen for a specific class of prior distribution, occurs in a wider context.Ce travail de thèse traite de deux problèmes liés aux méthodes de reconstruction d'arbres phylogénétiques. Dans une première partie, nous fournissons des estimateurs consistants ainsi que des intervalles de confiance asymptotiques mathématiquement rigoureux pour le temps d'évolution de séquences d'ADN dans des modèles de substitutions plus réalistes que les modèles usuels, prenant en compte les effets de la méthylation des dinucléotides CpG dans le génome des mammifères. Dans une seconde partie, nous étendons un résultat récent de Steel et Matsen en prouvant qu'un des travers bien connu des méthodes Bayésiennes en phylogénie, appelé "star tree paradox", a en fait lieu dans un cadre plus large que celui de Steel et Matsen