A Hierarchical Stochastic Differential Equation Framework with Particle-Filter Inference for Latent-State Dynamics around Life-Event Mentions on Reddit
We develop a hierarchical Ornstein–Uhlenbeck stochastic differential equation with event-conditional drift for latent-state dynamics around life events detected in text. Three formal results are established: existence and uniqueness of strong solutions; identifiability of the population-level parameters under sparse pa...