Mike Ludkovski

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 8

Top Topics

Stochastic Simulation

Top Venues

SIAM/ASA J. Uncertain. Quantification

Comput. Stat. Data Anal.

Dyn. Games Appl.

Publications

Mike Ludkovski, Jimmy Risk
Expressive Mortality Models through Gaussian Process Kernels. CoRR (2023)
D. Austin Cole, Robert B. Gramacy, Mike Ludkovski
Large-scale local surrogate modeling of stochastic simulation experiments. Comput. Stat. Data Anal. 174 (2022)
Tao Chen, Mike Ludkovski, Moritz Voß
On Parametric Optimal Execution and Machine Learning Surrogates. CoRR (2022)
René Aïd, Luciano Campi, Liangchen Li, Mike Ludkovski
An Impulse-Regime Switching Game Model of Vertical Competition. Dyn. Games Appl. 11 (4) (2021)
Xiong Lyu, Mike Ludkovski
Adaptive Batching for Gaussian Process Surrogates with Application in Noisy Level Set Estimation. CoRR (2020)
Mickaël Binois, Jiangeng Huang, Robert B. Gramacy, Mike Ludkovski
Replication or Exploration? Sequential Design for Stochastic Simulation Experiments. Technometrics 61 (1) (2019)
Sergio Rodriguez, Mike Ludkovski
Probabilistic Bisection with Spatial Metamodels. CoRR (2018)
Ruimeng Hu, Mike Ludkovski
Sequential Design for Ranking Response Surfaces. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Mike Ludkovski, Jarad Niemi
Optimal disease outbreak decisions using stochastic simulation. WSC (2011)
Tim Leung, Mike Ludkovski
Optimal Timing to Purchase Options. SIAM J. Financial Math. 2 (1) (2011)