Konstantinos Spiliopoulos
Title
Cited by
Cited by
Year
DGM: A deep learning algorithm for solving partial differential equations
J Sirignano, K Spiliopoulos
Journal of computational physics 375, 1339-1364, 2018
4782018
Importance sampling for multiscale diffusions
P Dupuis, K Spiliopoulos, H Wang
Multiscale Modeling & Simulation 10 (1), 1-27, 2012
732012
Default Clustering in Large Portfolios: Typical Events
K Giesecke, K Spiliopoulos, R Sowers
Available at SSRN 1736843, 2011
732011
Irreversible Langevin samplers and variance reduction: a large deviations approach
L Rey-Bellet, K Spiliopoulos
Nonlinearity 28 (7), 2081, 2015
642015
Mean field analysis of neural networks
J Sirignano, K Spiliopoulos
arXiv preprint arXiv:1805.01053 1 (1.3), 2018
622018
Mean field analysis of neural networks: A central limit theorem
J Sirignano, K Spiliopoulos
arXiv preprint arXiv:1808.09372, 2018
602018
Large portfolio asymptotics for loss from default
K Giesecke, K Spiliopoulos, RB Sowers, JA Sirignano
Mathematical Finance 25 (1), 77-114, 2015
602015
Large deviations for multiscale diffusions via weak convergence methods
P Dupuis, K Spiliopoulos
Stochastic Processes and their Applications, 2012
452012
Large deviations and importance sampling for systems of slow-fast motion
K Spiliopoulos
Applied Mathematics & Optimization 67 (1), 123-161, 2013
422013
Escaping from an attractor: Importance sampling and rest points I
P Dupuis, K Spiliopoulos, X Zhou
The Annals of Applied Probability, 2909-2958, 2015
33*2015
Mean field analysis of deep neural networks
J Sirignano, K Spiliopoulos
arxiv preprint arxiv:1903.04440, 2019
32*2019
Fluctuation analysis for the loss from default
K Spiliopoulos, JA Sirignano, K Giesecke
Stochastic Processes and their Applications 124 (7), 2322-2362, 2014
322014
Improving the convergence of reversible samplers
L Rey-Bellet, K Spiliopoulos
Journal of Statistical Physics 164 (3), 472-494, 2016
292016
Method of moments estimation of Ornstein-Uhlenbeck processes driven by general LÚvy process
K Spiliopoulos
Annales de l'ISUP 53 (2-3), 3-18, 2009
292009
Stochastic gradient descent in continuous time
J Sirignano, K Spiliopoulos
SIAM Journal on Financial Mathematics 8 (1), 933-961, 2017
282017
Mean field analysis of neural networks: A Law of Large Numbers
J Sirignano, K Spiliopoulos
arXiv preprint arXiv:1805.01053, 2018
272018
Variance reduction for irreversible Langevin samplers and diffusion on graphs
L Rey-Bellet, K Spiliopoulos
Electronic Communications in Probability 20, 2015
222015
Default clustering in large pools: Large deviations
K Spiliopoulos, RB Sowers
SIAM Journal on Financial Mathematics 6 (1), 86-116, 2015
172015
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions
K Spiliopoulos
Journal of Applied Probability 52 (3), 797-810, 2015
162015
Rare event simulation for rough energy landscapes
P Dupuis, K Spiliopoulos, H Wang
Proceedings of the 2011 Winter Simulation Conference (WSC), 504-515, 2011
152011
The system can't perform the operation now. Try again later.
Articles 1–20