W5385147

• Multilevel importance sampling for rare events associated with the McKean–Vlasov equation

  2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  1

  citations
• Double-loop importance sampling for McKean–Vlasov stochastic differential equation

  2024 Statistics and Computing article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  9

  citations
• Learning-based importance sampling via stochastic optimal control for stochastic reaction networks

  2023 Statistics and Computing article Biochemistry, Genetics and Molecular Biology Gene Regulatory Network Analysis Open access

  4

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

  2023 Statistics and Computing article Decision Sciences Probability and Risk Models Open access

  7

  citations
• ADAPTIVE STRATIFIED SAMPLING FOR NONSMOOTH PROBLEMS

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

  8

  citations
• Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks

  2021 arXiv (Cornell University) preprint Mathematics Statistical Methods and Inference Open access

  0

  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
• 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 Decision Sciences Probability and Risk Models Open access

  11

  citations

8 results