226 results in 65Cxx
Stochastic gradient descent for barycenters in Wasserstein space
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- Journal of Applied Probability , First View
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- 03 September 2024, pp. 1-29
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On the speed of convergence of discrete Pickands constants to continuous ones
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- Journal of Applied Probability , First View
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- 31 July 2024, pp. 1-25
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Error bounds for one-dimensional constrained Langevin approximations for nearly density-dependent Markov chains
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- Advances in Applied Probability , First View
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- 26 July 2024, pp. 1-43
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Convergence of hybrid slice sampling via spectral gap
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- Advances in Applied Probability , First View
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- 25 July 2024, pp. 1-27
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A remark on exact simulation of tempered stable Ornstein–Uhlenbeck processes
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- Journal of Applied Probability , First View
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- 02 May 2024, pp. 1-3
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Antithetic multilevel particle filters
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- Advances in Applied Probability , First View
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- 16 April 2024, pp. 1-40
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PDMP Monte Carlo methods for piecewise smooth densities
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- Advances in Applied Probability , First View
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- 12 March 2024, pp. 1-42
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Game-theoretic policy computing and simulation for blockchained buffering system via diffusion approximation
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- Probability in the Engineering and Informational Sciences , First View
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- 12 January 2024, pp. 1-36
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MONTE CARLO VARIANCE REDUCTION METHODS WITH APPLICATIONS IN STRUCTURAL RELIABILITY ANALYSIS
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- Bulletin of the Australian Mathematical Society / Volume 108 / Issue 3 / December 2023
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- 31 August 2023, pp. 518-521
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- December 2023
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A Monte Carlo algorithm for the extrema of tempered stable processes
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- Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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- 30 June 2023, pp. 1362-1389
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- December 2023
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On Markov chain approximations for computing boundary crossing probabilities of diffusion processes
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- Journal of Applied Probability / Volume 60 / Issue 4 / December 2023
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- 11 May 2023, pp. 1386-1415
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- December 2023
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Non-reversible guided Metropolis kernel
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- Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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- 12 April 2023, pp. 955-981
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- September 2023
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A new lifetime distribution by maximizing entropy: properties and applications
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
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- 28 February 2023, pp. 189-206
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Optimal scaling of MCMC beyond Metropolis
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- Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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- 16 December 2022, pp. 492-509
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- June 2023
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On mixed fractional stochastic differential equations with discontinuous drift coefficient
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- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
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- 01 December 2022, pp. 589-606
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- June 2023
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Matrix calculations for moments of Markov processes
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- Advances in Applied Probability / Volume 55 / Issue 1 / March 2023
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- 02 September 2022, pp. 126-150
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- March 2023
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Log-normalization constant estimation using the ensemble Kalman–Bucy filter with application to high-dimensional models
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 02 September 2022, pp. 1139-1163
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- December 2022
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A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
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- Journal of Applied Probability / Volume 59 / Issue 3 / September 2022
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- 18 July 2022, pp. 895-903
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- September 2022
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Unbiased filtering of a class of partially observed diffusions
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- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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- 15 June 2022, pp. 661-687
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- September 2022
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Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 14 June 2022, pp. 1222-1251
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- December 2022
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