Pierre Nyquist

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Importance sampling for a simple Markovian intensity model using subsolutions ACM Transactions on Modeling and Computer Simulation	2024-11-14	Paper
A large deviation principle for the empirical measures of Metropolis-Hastings chains Stochastic Processes and their Applications	2024-03-04	Paper
Large deviations and gradient flows for the Brownian one-dimensional hard-rod system Potential Analysis	2023-01-31	Paper
Large deviations for the empirical measure of the zig-zag process The Annals of Applied Probability	2022-02-14	Paper
Quasistationary distributions and ergodic control problems Stochastic Processes and their Applications	2022-02-11	Paper
Sensitivity Approximation by the Peano-Baker Series	2021-08-31	Paper
Infinite Swapping Algorithm for Training Restricted Boltzmann Machines Springer Proceedings in Mathematics & Statistics	2020-08-26	Paper
Moderate deviation principles for importance sampling estimators of risk measures Journal of Applied Probability	2018-09-26	Paper
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms Applied Mathematics and Optimization	2018-09-05	Paper
Importance sampling for a simple Markovian intensity model using subsolutions	2016-10-20	Paper
Large deviations for multidimensional state-dependent shot-noise processes Journal of Applied Probability	2016-03-11	Paper
Large deviations for multidimensional state-dependent shot-noise processes Journal of Applied Probability	2016-03-11	Paper
Large deviations for weighted empirical measures arising in importance sampling Stochastic Processes and their Applications	2015-12-08	Paper
Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation	2014-06-13	Paper
Moderate deviations for importance sampling estimators of risk measures	2013-06-27	Paper
On the large deviation principle for Metropolis-Hastings Markov Chains: the Lyapunov function condition and examples (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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