Articles with public access mandates - Konstantinos SpiliopoulosLearn more
Available somewhere: 52
DGM: A deep learning algorithm for solving partial differential equations
J Sirignano, K Spiliopoulos
Journal of computational physics 375, 1339-1364, 2018
Mandates: US National Science Foundation
Mean field analysis of neural networks: A Law of Large Numbers
J Sirignano, K Spiliopoulos
arXiv preprint arXiv:1805.01053, 2018
Mandates: US National Science Foundation
Mean field analysis of neural networks: A central limit theorem
J Sirignano, K Spiliopoulos
arXiv preprint arXiv:1808.09372, 2018
Mandates: US National Science Foundation
Irreversible Langevin samplers and variance reduction: a large deviations approach
L Rey-Bellet, K Spiliopoulos
Nonlinearity 28 (7), 2081, 2015
Mandates: US Department of Energy
Mean field analysis of deep neural networks
J Sirignano, K Spiliopoulos
arxiv preprint arxiv:1903.04440, 2019
Mandates: US National Science Foundation
Stochastic gradient descent in continuous time
J Sirignano, K Spiliopoulos
SIAM Journal on Financial Mathematics 8 (1), 933-961, 2017
Mandates: US National Science Foundation
Improving the convergence of reversible samplers
L Rey-Bellet, K Spiliopoulos
Journal of Statistical Physics 164, 472-494, 2016
Mandates: US National Science Foundation
Escaping from an attractor: Importance sampling and rest points I
P Dupuis, K Spiliopoulos, X Zhou
Mandates: US Department of Energy
Stochastic gradient descent in continuous time: A central limit theorem
J Sirignano, K Spiliopoulos
Stochastic Systems 10 (2), 124-151, 2020
Mandates: US National Science Foundation
Moderate deviations for systems of slow-fast diffusions
MR Morse, K Spiliopoulos
Asymptotic Analysis 105 (3-4), 97-135, 2017
Mandates: US National Science Foundation
PDE-constrained models with neural network terms: Optimization and global convergence
J Sirignano, J MacArt, K Spiliopoulos
Journal of Computational Physics 481, 112016, 2023
Mandates: US National Science Foundation
Mean field limits of particle-based stochastic reaction-diffusion models
SA Isaacson, J Ma, K Spiliopoulos
SIAM Journal on Mathematical Analysis 54 (1), 453-511, 2022
Mandates: US National Science Foundation, US Department of Defense
Markov processes with spatial delay: path space characterization, occupation time and properties
M Salins, K Spiliopoulos
Stochastics and Dynamics 17 (06), 1750042, 2017
Mandates: US National Science Foundation
Large deviations and averaging for systems of slow-fast stochastic reaction–diffusion equations
W Hu, M Salins, K Spiliopoulos
Stochastics and Partial Differential Equations: Analysis and Computations 7 …, 2019
Mandates: US National Science Foundation
Statistical inference for perturbed multiscale dynamical systems
S Gailus, K Spiliopoulos
Stochastic Processes and their Applications 127 (2), 419-448, 2017
Mandates: US National Science Foundation
Asymptotics of reinforcement learning with neural networks
J Sirignano, K Spiliopoulos
Stochastic Systems 12 (1), 2-29, 2022
Mandates: US National Science Foundation
Hypoelliptic multiscale Langevin diffusions: large deviations, invariant measures and small mass asymptotics
W Hu, K Spiliopoulos
Mandates: US National Science Foundation
Rate of homogenization for fully-coupled McKean–Vlasov SDEs
ZW Bezemek, K Spiliopoulos
Stochastics and Dynamics 23 (02), 2350013, 2023
Mandates: US National Science Foundation
Large deviations for interacting multiscale particle systems
ZW Bezemek, K Spiliopoulos
Stochastic Processes and their Applications 155, 27-108, 2023
Mandates: US National Science Foundation
Pathwise moderate deviations for option pricing
A Jacquier, K Spiliopoulos
Mathematical Finance 30 (2), 426-463, 2020
Mandates: US National Science Foundation
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