Pierre Nyquist
Title
Cited by
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
192015
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
62018
Large deviations for weighted empirical measures arising in importance sampling
H Hult, P Nyquist
Stochastic Processes and their Applications 126 (1), 138-170, 2016
62016
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
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
22019
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
Large deviations for the empirical measure of the zig-zag process
J Bierkens, P Nyquist, M Schlottke
arXiv preprint arXiv:1912.06635, 2019
2019
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
2018
Moderate deviation principles for importance sampling estimators of risk measures
P Nyquist
Journal of Applied Probability, 2017
2017
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
A mathematical investigation of breast cancer and tumor growth
H MATTSSON, P NYQUIST
Statistical analysis and stochastic modelling 2009 [MS thesis], 2009
2009
A mathematical investigation of breast cancer and tumor growth-Statistical analysis and stochastic modeling
H Mattsson, P Nyquist
2009
Min-max representations of viscosity solutions of Hamilton-Jacobi equations
B Djehiche, H Hult, P Nyquist
Large Deviations for Empirical Measures Arising in Importance Samplings
H Hult, P Nyquist
The system can't perform the operation now. Try again later.
Articles 1–17