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Pierre Nyquist
Pierre Nyquist
Chalmers University of Technology, University of Gothenburg
在 chalmers.se 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Large deviations for multidimensional state-dependent shot-noise processes
A Budhiraja, P Nyquist
Journal of Applied Probability 52 (4), 1097-1114, 2015
212015
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
J Doll, P Dupuis, P Nyquist
Applied Mathematics & Optimization 78, 103-144, 2018
142018
Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
N Gavish, P Nyquist, M Peletier
arXiv preprint arXiv:1909.02054, 2019
13*2019
Large deviations for the empirical measure of the zig-zag process
J Bierkens, P Nyquist, MC Schlottke
The Annals of Applied Probability 31 (6), 2811-2843, 2021
122021
Large deviations for weighted empirical measures arising in importance sampling
H Hult, P Nyquist
Stochastic Processes and their Applications 126 (1), 138-170, 2016
92016
Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation
B Djehiche, H Hult, P Nyquist
arXiv preprint arXiv:1406.3605, 0
6
Infinite swapping algorithm for training restricted Boltzmann machines
H Hult, P Nyquist, C Ringqvist
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July …, 2020
42020
Moderate deviation principles for importance sampling estimators of risk measures
P Nyquist
Journal of Applied Probability 54 (2), 490-506, 2017
42017
A note on large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games
V Nilsson, P Nyquist
arXiv preprint arXiv:2206.15177, 2022
22022
On large deviations and design of efficient importance sampling algorithms
P Nyquist
KTH Royal Institute of Technology, 2014
22014
Importance sampling for a simple Markovian intensity model using subsolutions
B Djehiche, H Hult, P Nyquist
ACM Transactions on Modeling and Computer Simulation (TOMACS) 32 (2), 1-25, 2022
12022
Quasistationary distributions and ergodic control problems
A Budhiraja, P Dupuis, P Nyquist, GJ Wu
Stochastic Processes and their Applications 145, 143-164, 2022
12022
Min-max representations of viscosity solutions of Hamilton-Jacobi equations
B Djehiche, H Hult, P Nyquist
Preprint, 2019
12019
Thermodynamic integration methods, infinite swapping, and the calculation of generalized averages
JD Doll, P Dupuis, P Nyquist
The Journal of Chemical Physics 146 (13), 2017
12017
A mathematical investigation of breast cancer and tumor growth
H MATTSSON, P NYQUIST
Statistical analysis and stochastic modelling 2009 [MS thesis], 2009
12009
A large deviation principle for the empirical measures of Metropolis–Hastings chains
F Milinanni, P Nyquist
Stochastic Processes and their Applications 170, 104293, 2024
2024
On the large deviation principle for Metropolis-Hastings Markov Chains: the Lyapunov function condition and examples
F Milinanni, P Nyquist
arXiv preprint arXiv:2403.08691, 2024
2024
REMEDI: Corrective Transformations for Improved Neural Entropy Estimation
V Nilsson, A Samaddar, S Madireddy, P Nyquist
arXiv preprint arXiv:2402.05718, 2024
2024
UQSA--An R-Package for Uncertainty Quantification and Sensitivity Analysis for Biochemical Reaction Network Models
A Kramer, F Milinanni, P Nyquist, A Jauhiainen, O Eriksson
arXiv preprint arXiv:2308.05527, 2023
2023
A weak convergence approach to large deviations for stochastic approximations
H Hult, A Lindhe, P Nyquist, GJ Wu
2023
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