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Konstantinos Spiliopoulos

Identifiers

  • name variant Konstantinos Spiliopoulos 0.60 · backfill

Papers (50)

  1. Optimizing Irreversible Perturbations of the Unadjusted Langevin Algorithm math.NA · 2026 · author #3
  2. Mean Field Limits for Stochastic, Underdamped Reactive Langevin Dynamics Models math.PR · 2026 · author #3
  3. Convergence Analysis of Newton's Method for Neural Networks in the Overparameterized Limit cs.LG · 2026 · author #2
  4. Uniform-in-time quantitative fluctuations of large scale interacting particle systems math.PR · 2026 · author #2
  5. Mean-Field Analysis of Latent Variable Process Models on Dynamically Evolving Graphs with Feedback Effects math.PR · 2025 · author #2
  6. Mean Field Analysis of Neural Networks: A Central Limit Theorem math.PR · 2018 · author #2
  7. Optimal Investment, Demand and Arbitrage under Price Impact q-fin.MF · 2018 · author #3
  8. Pathwise moderate deviations for option pricing q-fin.MF · 2018 · author #2
  9. Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem math.PR · 2017 · author #2
  10. Large deviations and averaging for systems of slow--fast stochastic reaction--diffusion equations math.PR · 2017 · author #3
  11. Discrete-Time Statistical Inference for Multiscale Diffusions math.PR · 2017 · author #2
  12. DGM: A deep learning algorithm for solving partial differential equations q-fin.MF · 2017 · author #2
  13. Importance sampling for metastable and multiscale dynamical systems math.PR · 2017 · author #1
  14. Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets stat.ME · 2017 · author #3
  15. Selection of quasi-stationary states in the Navier-Stokes equation on the torus math.DS · 2017 · author #3
  16. Moderate deviations principle for systems of slow-fast diffusions math.PR · 2016 · author #2
  17. Stochastic Gradient Descent in Continuous Time math.PR · 2016 · author #2
  18. Rare event simulation via importance sampling for linear SPDE's math.PR · 2016 · author #2
  19. The effect of heterogeneity on flocking behavior and systemic risk q-fin.RM · 2016 · author #3
  20. Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes math.PR · 2016 · author #2
  21. Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers math.NA · 2016 · author #2
  22. Improving the convergence of reversible samplers math.PR · 2016 · author #2
  23. Markov processes with spatial delay: path space characterization, occupation time and properties math.PR · 2016 · author #2
  24. The pricing of contingent claims and optimal positions in asymptotically complete markets q-fin.MF · 2015 · author #3
  25. Sequential Monte Carlo for fractional Stochastic Volatility Models stat.ME · 2015 · author #2
  26. Hypoelliptic multiscale Langevin diffusions: Large deviations, invariant measures and small mass asymptotics math.PR · 2015 · author #2
  27. Statistical Inference for Perturbed Multiscale Dynamical Systems math.PR · 2015 · author #2
  28. Rare event simulation for multiscale diffusions in random environments math.PR · 2014 · author #1
  29. Indifference pricing for Contingent Claims: Large Deviations Effects math.PR · 2014 · author #2
  30. Variance reduction for irreversible Langevin samplers and diffusion on graphs math.PR · 2014 · author #2
  31. Systemic Risk and Default Clustering for Large Financial Systems q-fin.RM · 2014 · author #1
  32. Quenched Large Deviations for Multiscale Diffusion Processes in Random Environments math.PR · 2013 · author #1
  33. Default Clustering in Large Pools: Large Deviations math.PR · 2013 · author #1
  34. Non-asymptotic performance analysis of importance sampling schemes for small noise diffusions math.PR · 2013 · author #1
  35. Fluctuation analysis and short time asymptotics for multiple scales diffusion processes math.PR · 2013 · author #1
  36. Filtering the Maximum Likelihood for Multiscale Problems math.PR · 2013 · author #2
  37. Fluctuation Analysis for the Loss From Default math.PR · 2013 · author #1
  38. Escaping from an attractor: Importance sampling and rest points I math.PR · 2013 · author #2
  39. Maximum likelihood estimation for small noise multiscale diffusions math.ST · 2013 · author #1
  40. Large Deviations and Importance Sampling for Systems of Slow-Fast Motion math.PR · 2012 · author #1
  41. Large Portfolio Asymptotics for Loss From Default q-fin.RM · 2011 · author #2
  42. Importance Sampling for Multiscale Diffusions math.PR · 2011 · author #2
  43. Default clustering in large portfolios: Typical events q-fin.RM · 2011 · author #2
  44. Large Deviations for Multiscale Diffusions via Weak Convergence Methods math.PR · 2010 · author #2
  45. Large Deviations Principle for a Large Class of One-Dimensional Markov Processes math.PR · 2010 · author #1
  46. Recovery Rates in investment-grade pools of credit assets: A large deviations analysis q-fin.RM · 2010 · author #1
  47. Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains math.PR · 2010 · author #2
  48. A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection math.PR · 2010 · author #1
  49. Wiener Process with Reflection in Non-Smooth Narrow Tubes math.PR · 2010 · author #1
  50. Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General L\'{e}vy Process math.PR · 2008 · author #1

Mentions

  • 1509.06210 #3 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 2606.05324 #3 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1708.07469 #2 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1606.09539 #2 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1508.02651 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1506.06181 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1107.5448 #2 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1504.07645 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 2606.03079 #3 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1410.0386 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1410.0384 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1410.0255 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1402.5352 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1312.1731 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1311.0498 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1310.6928 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1306.1499 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1305.1918 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1304.1420 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1303.0450 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1301.6413 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1202.5980 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1109.1272 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1107.5448 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 2605.08352 #2 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1104.1773 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1011.5933 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1006.3143 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1006.2711 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1005.2505 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1004.3043 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1004.2991 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 0807.2832 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos

Frequent Coauthors