Mijatović, Aleksandar

1. Non-asymptotic bounds for sampling algorithms without log-concavity
   2018/08/21 by Mateusz B. Majka, Aleksandar Mijatović, Majka, Mateusz B. +3 · 11 citations
   #60H10 #60J22 #62H12 #65C05 #65C30 #65C40 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Statistics Theory (math.ST)
2. On the policy improvement algorithm in continuous time
   2015/09/30 by Jacka, Saul D., Mijatović, Aleksandar · 2 citations
   #60J60 #93E20 #FOS: Mathematics #Probability (math.PR)
3. On additive time-changes of Feller processes
   2009/09/26 by Mijatović, Aleksandar, Pistorius, Martijn · 1 citation
   #FOS: Mathematics #Probability (math.PR)
4. On the loss of the semimartingale property at the hitting time of a\n level
   2013/04/04 by Aleksandar Mijatović, Mikhail Urusov, Mijatović, Aleksandar +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Social Sciences · #60H10 #60J55 #60J60 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications
5. Optimal Markovian coupling for finite activity Lévy processes
   2022/10/20 by Wilfrid S. Kendall, Mateusz B. Majka, Kendall, Wilfrid S. +3 · 1 citation
   Business, Management and Accounting · #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR)
6. How smooth can the convex hull of a Lévy path be?
   2022/06/20 by David Kramer-Bang, Bang, David, Jorge González Cázares +3 · 1 citation
   Decision Sciences · Mathematics · #60F15 #60G51 #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Probability and Risk Models #Stochastic processes and statistical mechanics
7. Subexponential lower bounds for f-ergodic Markov processes
   2024/03/21 by Miha Brešar, Aleksandar Mijatović, Brešar, Miha +1 · 1 citation
   Business, Management and Accounting · Computer Science · Mathematics · #37A25 (Primary) #60J25 #60J35 #60J60 (Secondary) #Advanced Queuing Theory Analysis #Dynamical Systems (math.DS) #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Petri Nets in System Modeling #Probability (math.PR)
8. Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat
   2024/08/25 by Brešar, Miha, Mijatović, Aleksandar · 1 citation
   #60J60 #68T99 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Statistics Theory (math.ST)