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...