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Pierre Nyquist
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Cited by
Year
Large deviations for multidimensional state-dependent shot-noise processes
A Budhiraja, P Nyquist
Journal of Applied Probability 52 (4), 1097-1114, 2015
232015
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 (1), 103-144, 2018
102018
Large deviations for weighted empirical measures arising in importance sampling
H Hult, P Nyquist
Stochastic Processes and their Applications 126 (1), 138-170, 2016
82016
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
62021
Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
M Peletier, N Gavish, P Nyquist
Potential Analysis, 1-51, 2021
62021
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
International Conference on Monte Carlo and Quasi-Monte Carlo Methods in …, 2018
32018
Min-max representations of viscosity solutions of Hamilton-Jacobi equations
B Djehiche, H Hult, P Nyquist
Preprint, 2019
22019
Moderate deviation principles for importance sampling estimators of risk measures
P Nyquist
Journal of Applied Probability 54 (2), 490-506, 2017
22017
Thermodynamic integration methods, infinite swapping, and the calculation of generalized averages
JD Doll, P Dupuis, P Nyquist
The Journal of Chemical Physics 146 (13), 134111, 2017
12017
On large deviations and design of efficient importance sampling algorithms
P Nyquist
KTH Royal Institute of Technology, 2014
12014
A mathematical investigation of breast cancer and tumor growth
H MATTSSON, P NYQUIST
Statistical analysis and stochastic modelling 2009 [MS thesis], 2009
12009
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
2022
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
2022
Quasistationary distributions and ergodic control problems
A Budhiraja, P Dupuis, P Nyquist, GJ Wu
Stochastic Processes and their Applications 145, 143-164, 2022
2022
Sensitivity Approximation by the Peano-Baker Series
O Eriksson, A Kramer, F Milinanni, P Nyquist
arXiv preprint arXiv:2109.00067, 2021
2021
Quasistationary Distributions and Ergodic Control Problems
PG Dupuis, A Budhiraja, P Nyquist, GJ Wu
2021 Spring Eastern Virtual Sectional Meeting, 2021
2021
Importance sampling for a Markovian intensity model with applications to credit risk
B Djehiche, H Hult, P Nyquist
arXiv preprint arXiv:1610.06501, 2016
2016
Moderate deviations for importance sampling estimators of risk measures
P Nyquist
arXiv preprint arXiv:1306.6588, 2013
2013
Large deviations for weighted empirical measures and processes arising in importance sampling
P Nyquist
KTH Royal Institute of Technology, 2013
2013
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