| Large deviations for multidimensional state-dependent shot-noise processes A Budhiraja, P Nyquist Journal of Applied Probability 52 (4), 1097-1114, 2015 | 21 | 2015 |
| A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms J Doll, P Dupuis, P Nyquist Applied Mathematics & Optimization 78, 103-144, 2018 | 14 | 2018 |
| Large deviations for the empirical measure of the zig-zag process J Bierkens, P Nyquist, MC Schlottke The Annals of Applied Probability 31 (6), 2811-2843, 2021 | 13 | 2021 |
| Large deviations and gradient flows for the Brownian one-dimensional hard-rod system N Gavish, P Nyquist, M Peletier arXiv preprint arXiv:1909.02054, 2019 | 13* | 2019 |
| Large deviations for weighted empirical measures arising in importance sampling H Hult, P Nyquist Stochastic Processes and their Applications 126 (1), 138-170, 2016 | 9 | 2016 |
| Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation B Djehiche, H Hult, P Nyquist arXiv preprint arXiv:1406.3605, 0 | 6 | |
| Infinite swapping algorithm for training restricted Boltzmann machines H Hult, P Nyquist, C Ringqvist Monte Carlo and Quasi-Monte Carlo Methods: MCQMC 2018, Rennes, France, July …, 2020 | 4 | 2020 |
| Moderate deviation principles for importance sampling estimators of risk measures P Nyquist Journal of Applied Probability 54 (2), 490-506, 2017 | 4 | 2017 |
| A note on large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games V Nilsson, P Nyquist arXiv preprint arXiv:2206.15177, 2022 | 2 | 2022 |
| On large deviations and design of efficient importance sampling algorithms P Nyquist KTH Royal Institute of Technology, 2014 | 2 | 2014 |
| REMEDI: corrective transformations for improved neural entropy estimation V Nilsson, A Samaddar, S Madireddy, P Nyquist arXiv preprint arXiv:2402.05718, 2024 | 1 | 2024 |
| UQSA--An R-Package for Uncertainty Quantification and Sensitivity Analysis for Biochemical Reaction Network Models A Kramer, F Milinanni, P Nyquist, A Jauhiainen, O Eriksson arXiv preprint arXiv:2308.05527, 2023 | 1 | 2023 |
| Importance sampling for a simple Markovian intensity model using subsolutions B Djehiche, H Hult, P Nyquist ACM Transactions on Modeling and Computer Simulation (TOMACS) 32 (2), 1-25, 2022 | 1 | 2022 |
| Quasistationary distributions and ergodic control problems A Budhiraja, P Dupuis, P Nyquist, GJ Wu Stochastic Processes and their Applications 145, 143-164, 2022 | 1 | 2022 |
| Min-max representations of viscosity solutions of Hamilton-Jacobi equations B Djehiche, H Hult, P Nyquist Preprint, 2019 | 1 | 2019 |
| Thermodynamic integration methods, infinite swapping, and the calculation of generalized averages JD Doll, P Dupuis, P Nyquist The Journal of Chemical Physics 146 (13), 2017 | 1 | 2017 |
| A mathematical investigation of breast cancer and tumor growth H MATTSSON, P NYQUIST Statistical analysis and stochastic modelling 2009 [MS thesis], 2009 | 1 | 2009 |
| A weak convergence approach to large deviations for stochastic approximations H Hult, A Lindhe, P Nyquist, GJ Wu arXiv preprint arXiv:2502.02529, 2025 | | 2025 |
| A Deep Learning Approach for Rare Event Simulation in Diffusion Processes H Hult, A Jain, S Juneja, P Nyquist, S Vijayan 2024 Winter Simulation Conference (WSC), 2559-2570, 2024 | | 2024 |
| A large deviation principle for the empirical measures of Metropolis–Hastings chains F Milinanni, P Nyquist Stochastic Processes and their Applications 170, 104293, 2024 | | 2024 |
Henrik HultKTH, Department of MathematicsVerified email at kth.se
