Desmond J. Higham

1. An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
   2001/01/01 by Desmond J. Higham · 45 citations
   Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Fluid Dynamics and Turbulent Flows
2. Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
   2002/01/01 by Desmond J. Higham, Xuerong Mao, Andrew M. Stuart · 35 citations
   Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Numerical methods for differential equations #Advanced Numerical Methods in Computational Mathematics
3. Numerical methods for nonlinear stochastic differential equations with jumps
   2005/05/31 by Desmond J. Higham, Peter.E. Kloeden, Peter E. Kloeden · 12 citations
   Economics, Econometrics and Finance · Engineering · Social Sciences · #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows #Insurance, Mortality, Demography, Risk Management
4. Deep Learning: An Introduction for Applied Mathematicians
   2018/01/17 by Catherine F. Higham, Higham, Catherine F., Desmond J. Higham +1 · 3 voices
   #math.HO #cs.LG #math.NA #stat.ML
5. Multi-level Monte Carlo for continuous time Markov chains, with\n applications in biochemical kinetics
   2011/07/11 by David F. Anderson, Anderson, David F., Desmond J. Higham +1 · 4 citations
   Chemical Engineering · Mathematics · Physics and Astronomy · #60H35 #65C99 #92C40 #Advanced Chemical Physics Studies #Catalysis and Oxidation Reactions #FOS: Biological sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Quantitative Methods (q-bio.QM)
6. Convergence, Non-negativity and Stability of a New Milstein Scheme with\n Applications to Finance
   2012/04/07 by Desmond J. Higham, Xuerong Mao, Higham, Desmond J. +3 · 3 citations
   Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Mathematics #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Numerical Analysis (math.NA) #Stochastic processes and financial applications
7. Accurate Computation of the Log-Sum-Exp and Softmax Functions
   2019/09/08 by Pierre Blanchard, Blanchard, Pierre, Desmond J. Higham +3 · 3 citations
   Computer Science · Decision Sciences · #97N20 #FOS: Mathematics #G.1.3 #G.3 #G.4 #Gaussian Processes and Bayesian Inference #I.2.8 #Numerical Analysis (math.NA) #Numerical Methods and Algorithms #Probabilistic and Robust Engineering Design
8. Core-periphery detection in hypergraphs
   2022/02/25 by Francesco Tudisco, Tudisco, Francesco, Desmond J. Higham +1 · 3 citations
   Physics and Astronomy · Biochemistry, Genetics and Molecular Biology · Computer Science · #Complex Network Analysis Techniques #Bioinformatics and Genomic Networks #Advanced Graph Neural Networks
9. Block Matrix Formulations for Evolving Networks
   2015/11/23 by Caterina Fenu, Desmond J. Higham, Fenu, Caterina +1 · 1 citation
   Biochemistry, Genetics and Molecular Biology · Physics and Astronomy · #05C50 #15A69 #Complex Network Analysis Techniques #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Gene Regulatory Network Analysis #Numerical Analysis (math.NA) #Opinion Dynamics and Social Influence #Physics and Society (physics.soc-ph) #Social and Information Networks (cs.SI)
10. Complexity of Multilevel Monte Carlo Tau-Leaping
    2014/01/01 by David F. Anderson, Desmond J. Higham, Yu Sun · 2 citations
    Biochemistry, Genetics and Molecular Biology · Decision Sciences · #Gene Regulatory Network Analysis #Probabilistic and Robust Engineering Design #Simulation Techniques and Applications
11. Higher-order Network Analysis Takes Off, Fueled by Classical Ideas and New Data
    2021/03/08 by Austin R. Benson, David F. Gleich, Benson, Austin R. +3 · 2 citations
    Computer Science · Mathematics · Physics and Astronomy · #Complex Network Analysis Techniques #Data Visualization and Analytics #FOS: Computer and information sciences #FOS: Physical sciences #Physics and Society (physics.soc-ph) #Social and Information Networks (cs.SI) #Tensor decomposition and applications #Topological and Geometric Data Analysis
12. Are We Measuring Oversmoothing in Graph Neural Networks Correctly?
    2025/02/07 by Kaicheng Zhang, Piero Deidda, Zhang, Kaicheng +5 · 3 citations
    Computer Science · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications
13. Adaptive stepsize algorithms for Langevin dynamics
    2024/03/18 by Alix Leroy, Benedict Leimkuhler, Leroy, Alix +5 · 2 citations
    Computer Science · Neuroscience · #Neural Networks and Applications #Neural dynamics and brain function #Neural Networks and Reservoir Computing
14. CONTEST
    2009/02/01 by Alan Taylor, Alan D. Taylor, Desmond J. Higham · 1 citation
    Computer Science · Mathematics · Physics and Astronomy · #Complex Network Analysis Techniques #Graph theory and applications #Matrix Theory and Algorithms
15. Estimating Network Dimension When the Spectrum Struggles
    2023/06/25 by Peter Grindrod, Grindrod, Peter, Desmond J. Higham +3 · 1 citation
    Computer Science · Physics and Astronomy · #05C20 #05C80 #05C82 #05C85 #05C90 #Complex Network Analysis Techniques #Data Visualization and Analytics #FOS: Computer and information sciences #FOS: Mathematics #G.2.2 #Numerical Analysis (math.NA) #Social and Information Networks (cs.SI) #Topological and Geometric Data Analysis
16. Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: Application to stochastic coordinate descent
    2023/09/05 by Stefano Di Giovacchino, Desmond J. Higham, Di Giovacchino, Stefano +3 · 1 citation
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques #Stochastic processes and financial applications
17. Generative Hypergraph Models and Spectral Embedding
    2022/07/28 by Gong Xue, Gong, Xue, Desmond J. Higham +3 · 1 citation
    Computer Science · Physics and Astronomy · #Data Visualization and Analytics #Complex Network Analysis Techniques #Topological and Geometric Data Analysis