| Publication | Date of Publication | Type |
|---|
On the large deviation principle for Metropolis-Hastings Markov Chains: the Lyapunov function condition and examples
(available as arXiv preprint) | N/A | Paper |
Large deviations for independent Metropolis Hastings and Metropolis-adjusted Langevin algorithm
Bernoulli | 2026-09-14 | Paper |
Sensitivity approximation by the Peano-Baker series
Numerische Mathematik | 2026-02-16 | Paper |
Large deviations for scaled families of Schrödinger bridges with reflection
(available as arXiv preprint) | 2025-01-01 | Paper |
A weak convergence approach to the large deviations of the dynamic Schrödinger problem
(available as arXiv preprint) | 2025-01-01 | Paper |
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 |
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
(available as arXiv preprint) | 2016-01-01 | 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 |
Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation
(available as arXiv preprint) | 2014-01-01 | Paper |
| Moderate deviations for importance sampling estimators of risk measures | 2013-06-27 | Paper |
Moderate deviations for importance sampling estimators of risk measures
(available as arXiv preprint) | 2013-01-01 | Paper |
