Nikolas Kantas

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 20

Top Topics

Diffusion Processes

Parameter Estimation

Sequential Monte Carlo Methods

Particle Filter

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Sci. Comput.

J. Comput. Phys.

Publications

Ben Tu, Nikolas Kantas, Robert M. Lee, Behrang Shafei
Random Pareto front surfaces. CoRR (2024)
Ben Tu, Nikolas Kantas, Robert M. Lee, Behrang Shafei
Scalarisation-based risk concepts for robust multi-objective optimisation. CoRR (2024)
Anastasia Borovykh, Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints. SIAM J. Appl. Dyn. Syst. 23 (3) (2024)
Anastasia Borovykh, Nikolas Kantas, Panos Parpas, Greg Pavliotis
Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds. CoRR (2023)
Martin Chak, Nikolas Kantas, Grigorios A. Pavliotis
On the Generalized Langevin Equation for Simulated Annealing. SIAM/ASA J. Uncertain. Quantification 11 (1) (2023)
Daniel Lengyel, Panos Parpas, Nikolas Kantas, Nicholas R. Jennings
Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation. CoRR (2023)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased estimation using a class of diffusion processes. J. Comput. Phys. 472 (2023)
Ben Tu, Nikolas Kantas, Robert M. Lee, Behrang Shafei
Multi-Objective Optimization Using the R2 Utility. CoRR (2023)
Ben Tu, Axel Gandy, Nikolas Kantas, Behrang Shafei
Joint Entropy Search for Multi-Objective Bayesian Optimization. NeurIPS (2022)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased Estimation using a Class of Diffusion Processes. CoRR (2022)
Ben Tu, Axel Gandy, Nikolas Kantas, Behrang Shafei
Joint Entropy Search for Multi-objective Bayesian Optimization. CoRR (2022)
Louis Sharrock, Nikolas Kantas
Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR (2021)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. 43 (4) (2021)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR (2020)
Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima? CoRR (2019)
Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. SIAM J. Sci. Comput. 40 (3) (2018)
Xue Lu, Niall M. Adams, Nikolas Kantas
On Adaptive Estimation for Dynamic Bernoulli Bandits. CoRR (2017)
Nick Whiteley, Nikolas Kantas
Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications. Math. Oper. Res. 42 (4) (2017)
Nikolas Kantas, Alexandros Beskos, Ajay Jasra
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. SIAM/ASA J. Uncertain. Quantification 2 (1) (2014)
Ajay Jasra, Nikolas Kantas, Adam Persing
Bayesian parameter inference for partially observed stopped processes. Stat. Comput. 24 (1) (2014)
Ajay Jasra, Nikolas Kantas, Elena Ehrlich
Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods. ACM Trans. Model. Comput. Simul. 24 (3) (2014)
Elilini Siva, Paul Goulart, Jan M. Maciejowski, Nikolas Kantas
Stability of model predictive control using Markov Chain Monte Carlo optimisation. ECC (2009)