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Author

I. Naskinova

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Open access Sep 2026

Posterior Bias of the Drift Estimator in a Hierarchical Ornstein–Uhlenbeck Model for Adverse Life Events

A hierarchical Ornstein–Uhlenbeck stochastic differential equation with event-conditional drift is fitted to monthly text-derived affect trajectories from a self-disclosure-rich Reddit subreddit (2023–2024; 254,153 users, 324,548 user-months), with the death of a close family member as the adverse life event. Event dat...

I. Naskinova, Mariyan Milev, Nikolay Netov et al. · 0 citations
Open access Sep 2026

A Hierarchical Stochastic Differential Equation Framework with Particle-Filter Inference for Latent-State Dynamics around Life-Event Mentions on Reddit

A hierarchical Ornstein–Uhlenbeck stochastic differential equation with event-conditional drift for latent-state dynamics around life events detected in text and establishes existence and uniqueness of strong solutions, identifiability of the population-level parameters under sparse panel observation, and a posterior-b...

I. Naskinova, Mariyan Milev, Nikolay Netov et al. · 0 citations

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