Konstantinos Spiliopoulos

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 26

Top Topics

Partially Observed

Importance Sampling

Top Venues

Multiscale Model. Simul.

SIAM/ASA J. Uncertain. Quantification

Asymptot. Anal.

Publications

Hancong Pan, Xiaojing Zhu, Cantay Caliskan, Dino P. Christenson, Konstantinos Spiliopoulos, Dylan Walker, Eric D. Kolaczyk
Stochastic gradient descent-based inference for dynamic network models with attractors. CoRR (2024)
Justin A. Sirignano, Jonathan F. MacArt, Konstantinos Spiliopoulos
PDE-constrained models with neural network terms: Optimization and global convergence. J. Comput. Phys. 481 (2023)
Samuel Chun-Hei Lam, Justin A. Sirignano, Konstantinos Spiliopoulos
Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences. CoRR (2023)
Jiahui Yu, Konstantinos Spiliopoulos
Normalization effects on deep neural networks. CoRR (2022)
Justin A. Sirignano, Konstantinos Spiliopoulos
Mean Field Analysis of Deep Neural Networks. Math. Oper. Res. 47 (1) (2022)
Samuel A. Isaacson, Jingwei Ma, Konstantinos Spiliopoulos
Mean Field Limits of Particle-Based Stochastic Reaction-Diffusion Models. SIAM J. Math. Anal. 54 (1) (2022)
Benjamin J. Zhang, Youssef M. Marzouk, Konstantinos Spiliopoulos
Geometry-informed irreversible perturbations for accelerated convergence of Langevin dynamics. Stat. Comput. 32 (5) (2022)
Samuel A. Isaacson, Jingwei Ma, Konstantinos Spiliopoulos
How Reaction-Diffusion PDEs Approximate the Large-Population Limit of Stochastic Particle Models. SIAM J. Appl. Math. 81 (6) (2021)
Justin A. Sirignano, Jonathan F. MacArt, Konstantinos Spiliopoulos
PDE-constrained Models with Neural Network Terms: Optimization and Global Convergence. CoRR (2021)
Solesne Bourguin, Siragan Gailus, Konstantinos Spiliopoulos
Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion. Multiscale Model. Simul. 19 (3) (2021)
Justin A. Sirignano, Konstantinos Spiliopoulos
Mean Field Analysis of Neural Networks: A Law of Large Numbers. SIAM J. Appl. Math. 80 (2) (2020)
Jiahui Yu, Konstantinos Spiliopoulos
Normalization effects on shallow neural networks and related asymptotic expansions. CoRR (2020)
Konstantinos Spiliopoulos, Matthew R. Morse
Importance Sampling for Slow-Fast Diffusions Based on Moderate Deviations. Multiscale Model. Simul. 18 (1) (2020)
Konstantinos Spiliopoulos
Information Geometry for Approximate Bayesian Computation. SIAM/ASA J. Uncertain. Quantification 8 (1) (2020)
Margaret Beck, Eric Cooper, Gabriel J. Lord, Konstantinos Spiliopoulos
Selection of Quasi-stationary States in the Stochastically Forced Navier-Stokes Equation on the Torus. J. Nonlinear Sci. 30 (4) (2020)
Justin A. Sirignano, Konstantinos Spiliopoulos
Asymptotics of Reinforcement Learning with Neural Networks. CoRR (2019)
Justin A. Sirignano, Konstantinos Spiliopoulos
Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum. CoRR (2019)
Justin A. Sirignano, Konstantinos Spiliopoulos
DGM: A deep learning algorithm for solving partial differential equations. J. Comput. Phys. 375 (2018)
Siragan Gailus, Konstantinos Spiliopoulos
Discrete-Time Statistical Inference for Multiscale Diffusions. Multiscale Model. Simul. 16 (4) (2018)
Jianfeng Lu, Konstantinos Spiliopoulos
Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers. Multiscale Model. Simul. 16 (4) (2018)
Justin A. Sirignano, Konstantinos Spiliopoulos
Stochastic Gradient Descent in Continuous Time. SIAM J. Financial Math. 8 (1) (2017)
Andrew Papanicolaou, Konstantinos Spiliopoulos
Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Matthew R. Morse, Konstantinos Spiliopoulos
Moderate deviations for systems of slow-fast diffusions. Asymptot. Anal. 105 (3-4) (2017)
Konstantinos Spiliopoulos
Nonasymptotic performance analysis of importance sampling schemes for small noise diffusions. J. Appl. Probab. 52 (3) (2015)
Konstantinos Spiliopoulos, Richard B. Sowers
Default Clustering in Large Pools: Large Deviations. SIAM J. Financial Math. 6 (1) (2015)
Konstantinos Spiliopoulos
Rare Event Simulation for Multiscale Diffusions in Random Environments. Multiscale Model. Simul. 13 (4) (2015)
Paul Dupuis, Konstantinos Spiliopoulos
Rare event simulation in the neighborhood of a rest point. WSC (2014)
Sergio Angel Almada, Konstantinos Spiliopoulos
Scaling limits and exit law for multiscale diffusions. Asymptot. Anal. 87 (1-2) (2014)
Andrew Papanicolaou, Konstantinos Spiliopoulos
Filtering the Maximum Likelihood for Multiscale Problems. Multiscale Model. Simul. 12 (3) (2014)
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
Importance Sampling for Multiscale Diffusions. Multiscale Model. Simul. 10 (1) (2012)
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
Rare event simulation for rough energy landscapes. WSC (2011)
Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang
Importance Sampling for Multiscale Diffusions CoRR (2011)
Mark Freidlin, Konstantinos Spiliopoulos
Reaction-diffusion equations with nonlinear boundary conditions in narrow domains. Asymptot. Anal. 59 (3-4) (2008)