Pierre Nyquist

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 5

Top Topics

Exact Computation

Large Deviations

Top Venues

J. Appl. Probab.

ACM Trans. Model. Comput. Simul.

Publications

Viktor Nilsson, Anirban Samaddar, Sandeep Madireddy, Pierre Nyquist
REMEDI: Corrective Transformations for Improved Neural Entropy Estimation. CoRR (2024)
Viktor Nilsson, Pierre Nyquist
A note on large deviations for interacting particle dynamics for finding mixed equilibria in zero-sum games. CoRR (2022)
Boualem Djehiche, Henrik Hult, Pierre Nyquist
Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions. ACM Trans. Model. Comput. Simul. 32 (2) (2022)
Olivia Eriksson, Andrei Kramer, Federica Milinanni, Pierre Nyquist
Sensitivity Approximation by the Peano-Baker Series. CoRR (2021)
Pierre Nyquist
Moderate deviation principles for importance sampling estimators of risk measures. J. Appl. Probab. 54 (2) (2017)
Amarjit Budhiraja, Pierre Nyquist
Large deviations for multidimensional state-dependent shot-noise processes. J. Appl. Probab. 52 (4) (2015)