| Publication | Date of Publication | Type |
|---|
Infinite swapping using IID samples
ACM Transactions on Modeling and Computer Simulation | 2024-09-08 | Paper |
scientific article; zbMATH DE number 7625192 (Why is no real title available?)
(available as arXiv preprint) | 2022-11-29 | Paper |
| scientific article; zbMATH DE number 7625192 (Why is no real title available?) | 2022-11-29 | Paper |
Large deviations for the single-server queue and the reneging paradox
Mathematics of Operations Research | 2022-05-17 | Paper |
Rare event asymptotics for exploration processes for random graphs
The Annals of Applied Probability | 2022-05-06 | Paper |
Large deviation properties of the empirical measure of a metastable small noise diffusion
Journal of Theoretical Probability | 2022-05-04 | Paper |
Analysis and optimization of certain parallel Monte Carlo methods in the low temperature limit
Multiscale Modeling & Simulation | 2022-03-15 | Paper |
The large deviation principle for interacting dynamical systems on random graphs
Communications in Mathematical Physics | 2022-03-14 | Paper |
Quasistationary distributions and ergodic control problems
Stochastic Processes and their Applications | 2022-02-11 | Paper |
Formulation and properties of a divergence used to compare probability measures without absolute continuity
ESAIM: Control, Optimisation and Calculus of Variations | 2022-01-31 | Paper |
Splitting algorithms for rare event simulation over long time intervals
The Annals of Applied Probability | 2021-11-04 | Paper |
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
The Annals of Applied Probability | 2021-11-04 | Paper |
Robust bounds and optimization at the large deviations scale for queueing models via Rényi divergence
The Annals of Applied Probability | 2021-11-04 | Paper |
Variational representations and neural network estimation of Rényi divergences
SIAM Journal on Mathematics of Data Science | 2021-11-03 | Paper |
Sensitivity analysis for rare events based on Rényi divergence
The Annals of Applied Probability | 2021-03-18 | Paper |
Sensitivity analysis for rare events based on Rényi divergence
The Annals of Applied Probability | 2021-03-18 | Paper |
Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
Electronic Journal of Probability | 2020-05-29 | Paper |
Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
Electronic Journal of Probability | 2020-05-29 | Paper |
| Distributional Robustness and Uncertainty Quantification for Rare Events | 2019-11-21 | Paper |
Uniform large deviation principles for Banach space valued stochastic evolution equations
Transactions of the American Mathematical Society | 2019-11-14 | Paper |
Exit time risk-sensitive control for systems of cooperative agents
MCSS. Mathematics of Control, Signals, and Systems | 2019-09-20 | Paper |
Moderate deviations-based importance sampling for stochastic recursive equations
Advances in Applied Probability | 2019-09-16 | Paper |
Analysis and approximation of rare events. Representations and weak convergence methods
Probability Theory and Stochastic Modelling | 2019-05-13 | Paper |
| Infinite Swapping using IID Samples | 2018-11-04 | Paper |
Large deviations for small noise diffusions in a fast Markovian environment
Electronic Journal of Probability | 2018-11-01 | Paper |
Large deviations for small noise diffusions in a fast Markovian environment
Electronic Journal of Probability | 2018-11-01 | Paper |
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
Applied Mathematics and Optimization | 2018-09-05 | Paper |
Large deviations for the empirical measure of a diffusion via weak convergence methods
Stochastic Processes and their Applications | 2018-06-13 | Paper |
Importance sampling for sums of random variables with regularly varying tails
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
| Large Deviation Principle for the Exploration Process of the Configuration Model | 2017-08-05 | Paper |
Moderate deviation principles for stochastic differential equations with jumps
The Annals of Probability | 2016-07-14 | Paper |
Moderate deviation principles for stochastic differential equations with jumps
The Annals of Probability | 2016-07-14 | Paper |
Path-space information bounds for uncertainty quantification and sensitivity analysis of stochastic dynamics
SIAM ASA Journal on Uncertainty Quantification | 2016-04-06 | Paper |
Moderate deviations for recursive stochastic algorithms
(available as arXiv preprint) | 2016-01-25 | Paper |
| Moderate deviations for recursive stochastic algorithms | 2016-01-25 | Paper |
| Large Deviation Principle For Finite-State Mean Field Interacting Particle Systems | 2016-01-22 | Paper |
Robust bounds on risk-sensitive functionals via Rényi divergence
SIAM/ASA Journal on Uncertainty Quantification | 2015-11-12 | Paper |
Escaping from an attractor: Importance sampling and rest points. I.
The Annals of Applied Probability | 2015-10-20 | Paper |
Escaping from an attractor: Importance sampling and rest points. I.
The Annals of Applied Probability | 2015-10-20 | Paper |
Local stability of Kolmogorov forward equations for finite state nonlinear Markov processes
Electronic Journal of Probability | 2015-08-07 | Paper |
Limits of relative entropies associated with weakly interacting particle systems
Electronic Journal of Probability | 2015-08-07 | Paper |
On the large deviation rate function for the empirical measures of reversible jump Markov processes
The Annals of Probability | 2015-07-06 | Paper |
On the large deviation rate function for the empirical measures of reversible jump Markov processes
The Annals of Probability | 2015-07-06 | Paper |
Analysis of an interacting particle method for rare event estimation
Queueing Systems | 2013-07-05 | Paper |
Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification
ESAIM: Mathematical Modelling and Numerical Analysis | 2013-06-24 | Paper |
On the infinite swapping limit for parallel tempering
Multiscale Modeling & Simulation | 2013-01-24 | Paper |
Large deviations for stochastic partial differential equations driven by a Poisson random measure
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Counting with combined splitting and capture--recapture methods
Stochastic Models | 2012-10-29 | Paper |
Importance sampling for multiscale diffusions
Multiscale Modeling & Simulation | 2012-08-30 | Paper |
Large deviations for multiscale diffusion via weak convergence methods
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Large deviation properties of weakly interacting processes via weak convergence methods
The Annals of Probability | 2012-02-22 | Paper |
Variational representations for continuous time processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-10-11 | Paper |
Importance Sampling for Weighted-Serve-the-Longest-Queue
Mathematics of Operations Research | 2011-04-27 | Paper |
Large deviations for stochastic flows of diffeomorphisms
Bernoulli | 2010-11-12 | Paper |
Importance sampling for Jackson networks
Queueing Systems | 2009-08-11 | Paper |
Large-Deviation Approximations for General Occupancy Models
Combinatorics, Probability and Computing | 2008-12-11 | Paper |
| scientific article; zbMATH DE number 5363765 (Why is no real title available?) | 2008-11-10 | Paper |
Introduction to the Brown University workshop papers
Quarterly of Applied Mathematics | 2008-10-24 | Paper |
SDEs with oblique reflections on nonsmooth domains
The Annals of Probability | 2008-10-20 | Paper |
Explicit Solutions for a Class of Nonlinear PDEs that Arise in Allocation Problems
SIAM Journal on Mathematical Analysis | 2008-09-23 | Paper |
Large deviations for infinite dimensional stochastic dynamical systems
The Annals of Probability | 2008-09-04 | Paper |
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling
Mathematics of Operations Research | 2008-05-27 | Paper |
Large Deviations Principle for Occupancy Problems with Colored Balls
Journal of Applied Probability | 2008-02-22 | Paper |
Dynamic importance sampling for queueing networks
The Annals of Applied Probability | 2008-01-28 | Paper |
Large deviations and importance sampling for a tandem network with slow-down
Queueing Systems | 2008-01-07 | Paper |
Refined large deviation asymptotics for the classical occupancy problem
Methodology and Computing in Applied Probability | 2007-01-29 | Paper |
An Escape-Time Criterion for Queueing Networks: Asymptotic Risk-Sensitive Control via Differential Games
Mathematics of Operations Research | 2005-11-11 | Paper |
On the convergence from discrete to continuous time in an optimal stopping problem.
The Annals of Applied Probability | 2005-07-13 | Paper |
Dynamic importance sampling for uniformly recurrent Markov chains
The Annals of Applied Probability | 2005-04-29 | Paper |
Importance Sampling, Large Deviations, and Differential Games
Stochastics and Stochastic Reports | 2005-03-21 | Paper |
Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}
Electronic Journal of Probability | 2005-03-08 | Paper |
Large deviations for the empirical measures of reflecting {B}rownian motion and related constrained processes in {\(\mathbb R_+\)}
Electronic Journal of Probability | 2005-03-08 | Paper |
A time-reversed representation for the tail probabilities of stationary reflected Brownian motion.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Large deviation asymptotics for occupancy problems.
The Annals of Probability | 2004-12-10 | Paper |
Explicit solution for a network control problem in the large deviation regime
Queueing Systems | 2004-08-10 | Paper |
Explicit Solution to a Robust Queueing Control Problem
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
On positive recurrence of constrained diffusion processes
The Annals of Probability | 2003-05-06 | Paper |
Optimal stopping with random intervention times
Advances in Applied Probability | 2003-04-28 | Paper |
Second Order Numerical Methods for First Order Hamilton--Jacobi Equations
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
A differential game with constrained dynamics and viscosity solutions of a related HJB equation
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2002-11-28 | Paper |
Large deviations and queueing networks: Methods for rate function identification
Stochastic Processes and their Applications | 2002-08-29 | Paper |
| scientific article; zbMATH DE number 1738342 (Why is no real title available?) | 2002-05-07 | Paper |
Risk-sensitive and robust escape control for degenerate diffusion processes
MCSS. Mathematics of Control, Signals, and Systems | 2002-02-19 | Paper |
A variational representation for positive functionals of infinite dimensional Brownian motion
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Robust properties of risk-sensitive control
MCSS. Mathematics of Control, Signals, and Systems | 2001-11-04 | Paper |
Convergence of the optimal feedback policies in a numerical method for a class of deterministic optimal control problems
SIAM Journal on Control and Optimization | 2001-10-29 | Paper |
A multiclass feedback queueing network with a regular Skorokhod problem
Queueing Systems | 2001-06-19 | Paper |
scientific article; zbMATH DE number 1577097 (Why is no real title available?)
Applications of Mathematics | 2001-03-18 | Paper |
Large deviations for small noise diffusions with discontinuous statistics
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-12-03 | Paper |
Minimax optimal control of stochastic uncertain systems with relative entropy constraints
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Convex duality and the Skorokhod problem. I
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-09-13 | Paper |
Convex duality and the Skorokhod problem. II
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-09-13 | Paper |
Variational problems on flows of diffeomorphisms for image matching
Quarterly of Applied Mathematics | 2000-08-24 | Paper |
Large deviation properties of data streams that share a buffer
The Annals of Applied Probability | 2000-07-05 | Paper |
A variational representation for certain functionals of Brownian motion
The Annals of Probability | 2000-05-09 | Paper |
| scientific article; zbMATH DE number 1254157 (Why is no real title available?) | 1999-10-03 | Paper |
Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
SIAM Journal on Applied Mathematics | 1999-09-13 | Paper |
Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control
SIAM Journal on Numerical Analysis | 1999-05-19 | Paper |
A Skorokhod problem formulation and large deviation analysis of a processor sharing model
Queueing Systems | 1998-08-09 | Paper |
| scientific article; zbMATH DE number 1153603 (Why is no real title available?) | 1998-05-18 | Paper |
Rates of Convergence for Approximation Schemes in Optimal Control
SIAM Journal on Control and Optimization | 1998-05-10 | Paper |
Risk-Sensitive and Robust Escape Criteria
SIAM Journal on Control and Optimization | 1998-02-09 | Paper |
The Large Deviation Principle for a General Class of Queueing Systems I
Transactions of the American Mathematical Society | 1997-08-05 | Paper |
A nonstandard form of the rate function for the occupation measure of a Markov chain
Stochastic Processes and their Applications | 1997-01-05 | Paper |
| scientific article; zbMATH DE number 786526 (Why is no real title available?) | 1995-08-16 | Paper |
Lyapunov functions for semimartingale reflecting Brownian motions
The Annals of Probability | 1995-03-12 | Paper |
An optimal control formulation and related numerical methods for a problem in shape reconstruction
The Annals of Applied Probability | 1995-03-01 | Paper |
Dynamical systems and variational inequalities
Annals of Operations Research | 1994-01-06 | Paper |
SDEs with oblique reflection on nonsmooth domains
The Annals of Probability | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 53999 (Why is no real title available?) | 1992-09-18 | Paper |
Large deviations for Markov processes with discontinuous statistics. II: Random walks
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 17490 (Why is no real title available?) | 1992-06-26 | Paper |
On sampling controlled stochastic approximation
IEEE Transactions on Automatic Control | 1992-06-26 | Paper |
On oblique derivative problems for fully nonlinear second-order elliptic PDE's on domains with corners
Hokkaido Mathematical Journal | 1992-06-25 | Paper |
On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
Nonlinear Analysis: Theory, Methods & Applications | 1992-06-25 | Paper |
Large deviations for Markov processes with discontinuous statistics. I: General upper bounds
The Annals of Probability | 1992-06-25 | Paper |
On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
A viscosity solution approach to the asymptotic analysis of queueing systems
The Annals of Probability | 1990-01-01 | Paper |
Minimizing Escape Probabilities: A large Deviations Approach
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
Stochastic Approximation and Large Deviations: Upper Bounds and <scp>w.p.1</scp> Convergence
SIAM Journal on Control and Optimization | 1989-01-01 | Paper |
Large deviations analysis of some recursive algorithms with state dependent noise
The Annals of Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4109768 (Why is no real title available?) | 1987-01-01 | Paper |
Asymptotic behavior of constrained stochastic approximations via the theory of large deviations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
SIAM Journal on Applied Mathematics | 1987-01-01 | Paper |
Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets†
Stochastics | 1987-01-01 | Paper |
Large Deviations Estimates for Systems with Small Noise Effects, and Applications to Stochastic Systems Theory
SIAM Journal on Control and Optimization | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4113792 (Why is no real title available?) | 1986-01-01 | Paper |
Stochastic Approximations via Large Deviations: Asymptotic Properties
SIAM Journal on Control and Optimization | 1985-01-01 | Paper |
