Nikolas Kantas

Available identifiers

zbMath Open kantas.nikolasMaRDI QIDQ254461

List of research outcomes

Publication	Date of Publication	Type
Factor-augmented Bayesian cointegration models: a case-study on the soybean crush spread	2024-11-21	Paper
Stochastic mirror descent for convex optimization with consensus constraints	2024-09-05	Paper
Optimal friction matrix for underdamped Langevin sampling	2024-01-22	Paper
Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation	2023-10-19	Paper
Online parameter estimation for the McKean-Vlasov stochastic differential equation	2023-07-12	Paper
On the Generalized Langevin Equation for Simulated Annealing	2023-06-30	Paper
Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement	2023-03-22	Paper
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models	2022-11-25	Paper
Unbiased estimation using a class of diffusion processes	2022-11-18	Paper
Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation	2022-03-10	Paper
Unbiased Estimation using a Class of Diffusion Processes	2022-03-06	Paper
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models	2021-08-04	Paper
Book Reviews	2020-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q5140618	2020-12-16	Paper
Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement	2020-07-31	Paper
Distributed Maximum Likelihood for Simultaneous Self-Localization and Tracking in Sensor Networks	2018-07-18	Paper
Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise	2018-06-05	Paper
Some recent developments in Markov Chain Monte Carlo for cointegrated time series	2018-03-07	Paper
Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications	2017-12-07	Paper
On the convergence of adaptive sequential Monte Carlo methods	2016-06-09	Paper
On particle methods for parameter estimation in state-space models	2016-03-08	Paper
Bayesian parameter inference for partially observed stopped processes	2015-11-19	Paper
Gradient free parameter estimation for hidden Markov models with intractable likelihoods	2015-07-31	Paper
Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods	2015-02-26	Paper
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations	2015-01-14	Paper
Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae	2012-06-01	Paper
Simulation-based Bayesian optimal design of aircraft trajectories for air traffic management	2010-12-21	Paper
Sequential Monte Carlo for Model Predictive Control	2010-09-20	Paper
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints	N/A	Paper

Research outcomes over time

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