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Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks2021 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Chiheb Ben Hammouda, Nadhir Ben Rached, Raul F. Tempone, Sophia Wiechert
0citations -
Sampling via Stochastic Interpolants by Langevin-based Velocity and Initialization Estimation in Flow ODEs2026 arXiv (Cornell University) preprint Mathematics Markov Chains and Monte Carlo Methods Open access
Chenguang Duan, Yuling Jiao, Gabriele Steidl, Christian Wald, Jerry Zhijian Yang, Ruizhe Zhang
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State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables2022 arXiv (Cornell University) preprint Mathematics Markov Chains and Monte Carlo Methods Open access
Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raul F. Tempone
0citations -
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach2023 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access
Chiheb Ben Hammouda, Nadhir Ben Rached, Raul F. Tempone, Sophia Wiechert
0citations