Schweizer, Nikolaus
- Perturbation theory for Markov chains via Wasserstein distance
2015/03/13 by Rudolf, Daniel, Schweizer, Nikolaus · 2 citations
#60J05 #60J22 #65C05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Numerical Analysis (math.NA) #Probability (math.PR)
- Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings
2012/05/30 by Nikolaus Schweizer, Schweizer, Nikolaus · 1 citation
Computer Science · Mathematics · Physics and Astronomy · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Quantum chaos and dynamical systems #Target Tracking and Data Fusion in Sensor Networks
- Non-asymptotic Error Bounds for Sequential MCMC and Stability of Feynman-Kac Propagators
2012/04/11 by Nikolaus Schweizer, Schweizer, Nikolaus · 1 citation
Computer Science · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Neural Networks and Applications #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
- Robust Decisions for Heterogeneous Agents via Certainty Equivalents
2021/06/24 by Balter, Anne G., Schweizer, Nikolaus · 1 citation
#FOS: Economics and business #General Finance (q-fin.GN)