Giorgos Vasdekis
- Speed Up Zig-Zag
2021/03/30 by Giorgos Vasdekis, Gareth O. Roberts, Vasdekis, Giorgos +1 · 1 citation
Decision Sciences · Mathematics · #60F05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary 60J25 #Probability (math.PR) #Secondary 65C05 #Simulation Techniques and Applications #Stochastic processes and statistical mechanics
- Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm
2024/05/23 by Samuel Livingstone, Iguchi, Yuga, Nikolas Nüsken +6 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #60H35 #65C05 #65C30 #65C40 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Mathematical Biology Tumor Growth #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Foundations of locally-balanced Markov processes
2025/04/17 by Samuel Livingstone, Livingstone, Samuel, Giorgos Vasdekis +3 · 1 voice · 1 citation
#math.PR #math.ST
- Pathwise skew-symmetric discretisation for SDEs with superlinear drift
2026/07/20 by Yuga Iguchi, Samuel Livingstone, Giorgos Vasdekis +1
#math.NA #cs.NA #stat.CO