Nagapetyan, Tigran
- The True Cost of Stochastic Gradient Langevin Dynamics
2017/06/08 by Tigran Nagapetyan, Nagapetyan, Tigran, A. Duncan +9 · 4 citations
Computer Science · Mathematics · #65C05 #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Numerical Analysis (math.NA) #Statistical Methods and Inference
- Multilevel Monte Carlo for Scalable Bayesian Computations
2016/09/15 by Giles, Mike, Tigran Nagapetyan, Nagapetyan, Tigran +6 · 2 citations
Mathematics · Decision Sciences · #Markov Chains and Monte Carlo Methods #Statistical Methods and Inference #Probabilistic and Robust Engineering Design
- Multilevel Monte Carlo for Reliability Theory
2016/09/01 by Aslett, Louis J. M., Nagapetyan, Tigran, Vollmer, Sebastian J. · 1 citation
#Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR)
- Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems
2017/06/26 by Soudjani, Sadegh Esmaeil Zadeh, Majumdar, Rupak, Nagapetyan, Tigran · 1 citation
#68W25 #93E03 #FOS: Computer and information sciences #FOS: Electrical engineering #FOS: Mathematics #Logic in Computer Science (cs.LO) #Probability (math.PR) #Systems and Control (eess.SY) #electronic engineering #information engineering