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Author

Kristian Milev

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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

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