Pierre Nyquist

Available identifiers

Publication	Date of Publication	Type
Importance sampling for a simple Markovian intensity model using subsolutions	2024-11-14	Paper
A large deviation principle for the empirical measures of Metropolis-Hastings chains	2024-03-04	Paper
Large deviations and gradient flows for the Brownian one-dimensional hard-rod system	2023-01-31	Paper
Large deviations for the empirical measure of the zig-zag process	2022-02-14	Paper
Quasistationary distributions and ergodic control problems	2022-02-11	Paper
Sensitivity Approximation by the Peano-Baker Series	2021-08-31	Paper
Infinite Swapping Algorithm for Training Restricted Boltzmann Machines	2020-08-26	Paper
Moderate deviation principles for importance sampling estimators of risk measures	2018-09-26	Paper
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms	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	2016-03-11	Paper
Large deviations for weighted empirical measures arising in importance sampling	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	N/A	Paper

This page was built for person: Pierre Nyquist