Stochastic Simulation

• A structural framework for network-based default contagion in credit portfolios

  2026 International Journal of Financial Engineering article Economics, Econometrics and Finance Credit Risk and Financial Regulations

  0

  citations
• Importance sampling for rare event tracking within the ensemble Kalman filtering framework

  2025 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access

  0

  citations
• Moments of polynomial functionals of spectrally positive Lévy processes

  2025 Stochastic Processes and their Applications article Decision Sciences Probability and Risk Models Open access

  0

  citations
• Trust in society: A stochastic compartmental model

  2025 Physica A Statistical Mechanics and its Applications article Physics and Astronomy Opinion Dynamics and Social Influence Open access

  1

  citations
• Bankruptcy probabilities under non-poisson inspection

  2025 Advances in Applied Probability article Decision Sciences Probability and Risk Models Open access

  0

  citations
• Deep NURBS—admissible physics-informed neural networks

  2024 Engineering With Computers article Physics and Astronomy Model Reduction and Neural Networks Open access

  5

  citations
• Towards Sobolev Pruning

  2024 Platform for Advanced Scientific Computing Conference (PASC) conference-paper Physics and Astronomy Model Reduction and Neural Networks Open access

  0

  citations
• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

  2023 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  citations
• State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

  2023 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access

  7

  citations
• Plateau proposal distributions for adaptive component-wise multiple-try metropolis

  2022 METRON article Mathematics Markov Chains and Monte Carlo Methods Open access

  1

  citations
• ADAPTIVE STRATIFIED SAMPLING FOR NONSMOOTH PROBLEMS

  2022 International Journal for Uncertainty Quantification article Decision Sciences Probabilistic and Robust Engineering Design

  8

  citations
• Efficient importance sampling for large sums of independent and identically distributed random variables

  2021 Statistics and Computing article Decision Sciences Probability and Risk Models Open access

  1

  citations
• Generalized parallel tempering on Bayesian inverse problems

  2021 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access

  12

  citations
• Efficient importance sampling for large sums of independent and identically distributed random variables

  2021 White Rose Research Online (University of Leeds, The University of Sheffield, University of York) article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  citations
• An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining

  2020 IEEE Open Journal of the Communications Society article Engineering Advanced Wireless Communication Techniques Open access

  2

  citations

15 results