| DGM: A deep learning algorithm for solving partial differential equations J Sirignano, K Spiliopoulos Journal of computational physics 375, 1339-1364, 2018 | 2146 | 2018 |
| Mean field analysis of neural networks: A Law of Large Numbers J Sirignano, K Spiliopoulos arXiv preprint arXiv:1805.01053, 2018 | 240 | 2018 |
| Mean field analysis of neural networks: A central limit theorem J Sirignano, K Spiliopoulos arXiv preprint arXiv:1808.09372, 2018 | 206 | 2018 |
| Irreversible Langevin samplers and variance reduction: a large deviations approach L Rey-Bellet, K Spiliopoulos Nonlinearity 28 (7), 2081, 2015 | 111 | 2015 |
| Importance sampling for multiscale diffusions P Dupuis, K Spiliopoulos, H Wang Multiscale Modeling & Simulation 10 (1), 1-27, 2012 | 94 | 2012 |
| Default Clustering in Large Portfolios: Typical Events K Giesecke, K Spiliopoulos, R Sowers Available at SSRN 1736843, 2011 | 91 | 2011 |
| Mean field analysis of deep neural networks J Sirignano, K Spiliopoulos arxiv preprint arxiv:1903.04440, 2019 | 88 | 2019 |
| Large portfolio asymptotics for loss from default K Giesecke, K Spiliopoulos, RB Sowers, JA Sirignano Mathematical Finance 25 (1), 77-114, 2015 | 82 | 2015 |
| Large deviations for multiscale diffusions via weak convergence methods P Dupuis, K Spiliopoulos Stochastic Processes and their Applications, 2012 | 75 | 2012 |
| Stochastic gradient descent in continuous time J Sirignano, K Spiliopoulos SIAM Journal on Financial Mathematics 8 (1), 933-961, 2017 | 61 | 2017 |
| Large deviations and importance sampling for systems of slow-fast motion K Spiliopoulos Applied Mathematics & Optimization 67 (1), 123-161, 2013 | 60 | 2013 |
| Improving the convergence of reversible samplers L Rey-Bellet, K Spiliopoulos Journal of Statistical Physics 164, 472-494, 2016 | 54 | 2016 |
| Escaping from an attractor: Importance sampling and rest points I P Dupuis, K Spiliopoulos, X Zhou | 44 | 2015 |
| Fluctuation analysis for the loss from default K Spiliopoulos, JA Sirignano, K Giesecke Stochastic Processes and their Applications 124 (7), 2322-2362, 2014 | 44 | 2014 |
| Method of moments estimation of Ornstein-Uhlenbeck processes driven by general Lévy process KV Spiliopoulos Annales de l'ISUP 53 (2-3), 3-18, 2009 | 40 | 2009 |
| Stochastic gradient descent in continuous time: A central limit theorem J Sirignano, K Spiliopoulos Stochastic Systems 10 (2), 124-151, 2020 | 36 | 2020 |
| Variance reduction for irreversible Langevin samplers and diffusion on graphs L Rey-Bellet, K Spiliopoulos | 33 | 2015 |
| Moderate deviations for systems of slow-fast diffusions MR Morse, K Spiliopoulos Asymptotic Analysis 105 (3-4), 97-135, 2017 | 30 | 2017 |
| Fluctuation analysis and short time asymptotics for multiple scales diffusion processes K Spiliopoulos Stochastics and Dynamics 14 (03), 1350026, 2014 | 30 | 2014 |
| Default clustering in large pools: Large deviations K Spiliopoulos, RB Sowers SIAM Journal on Financial Mathematics 6 (1), 86-116, 2015 | 21 | 2015 |
Justin SirignanoUniversity of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
