| Large deviations for multidimensional state-dependent shot-noise processes A Budhiraja, P Nyquist Journal of Applied Probability 52 (4), 1097-1114, 2015 | 23 | 2015 |
| 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 | 10 | 2018 |
| Large deviations for weighted empirical measures arising in importance sampling H Hult, P Nyquist Stochastic Processes and their Applications 126 (1), 138-170, 2016 | 8 | 2016 |
| 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 | 6 | 2021 |
| Large deviations and gradient flows for the Brownian one-dimensional hard-rod system M Peletier, N Gavish, P Nyquist Potential Analysis, 1-51, 2021 | 6 | 2021 |
| 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 | 3 | 2018 |
| Min-max representations of viscosity solutions of Hamilton-Jacobi equations B Djehiche, H Hult, P Nyquist Preprint, 2019 | 2 | 2019 |
| Moderate deviation principles for importance sampling estimators of risk measures P Nyquist Journal of Applied Probability 54 (2), 490-506, 2017 | 2 | 2017 |
| 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 | 1 | 2017 |
| On large deviations and design of efficient importance sampling algorithms P Nyquist KTH Royal Institute of Technology, 2014 | 1 | 2014 |
| A mathematical investigation of breast cancer and tumor growth H MATTSSON, P NYQUIST Statistical analysis and stochastic modelling 2009 [MS thesis], 2009 | 1 | 2009 |
| 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 |
Henrik HultKTH, Department of MathematicsVerified email at kth.se
