1.8k citations
- G. Bianconi39 · h 60
- M. Girolami22 · h 67
- T. Yasseri19 · h 30
- Aleksandar Mijatovi'c2 profiles17 · h 10
- Andrea Baronchelli2 profiles15 · h 44
- V. Latora14 · h 80
- A. Scaife2 profiles13 · h 41
- C. Oates12 · h 27
- Ginestra Bianconi12 · h 17
- K. Kaski11 · h 66
- Jorge Ignacio González Cázares10 · h 6
- Adrian Weller9 · h 49
- Turing InstituteGB178 papers
- University of OxfordGB114 papers
- University of WarwickGB102 papers
- Queen Mary University of LondonGB91 papers
- University of CambridgeGB89 papers
- University College LondonGB81 papers
- Imperial College LondonGB60 papers
- University of EdinburghGB54 papers
- University of ManchesterGB30 papers
- University of ExeterGB25 papers
- University of SouthamptonGB20 papers
- Centre National de la Recherche ScientifiqueFR19 papers
6 papers · 2 filters
A note on the exact simulation of spherical Brownian motion
Aleksandar Mijatović, Veno Mramor, Gerónimo Uribe Bravo
We describe an exact simulation algorithm for the increments of Brownian motion on a sphere of arbitrary dimension, based on the skew-product decomposition of the process with resp…
Geometrically Convergent Simulation of the Extrema of Lévy Processes
Jorge Ignacio González Cázares, Aleksandar Mijatović, Gerónimo Uribe Bravo
We develop a novel approximate simulation algorithm for the joint law of the position, the running supremum and the time of the supremum of a general Lévy process at an arbitrary f…
The infinite Viterbi alignment and decay-convexity
Nick Whiteley, Matt W. Jones, Aleks P. F. Domanski
The infinite Viterbi alignment is the limiting maximum a-posteriori estimate of the unobserved path in a hidden Markov model as the length of the time horizon grows. For models on…
Exact Simulation of the Extrema of Stable Processes
Jorge Ignacio González Cázares, Aleksandar Mijatović, Gerónimo Uribe Bravo
We exhibit an exact simulation algorithm for the supremum of a stable process over a finite time interval using dominated coupling from the past (DCFTP). We establish a novel perpe…
Projections of spherical Brownian motion
Aleksandar Mijatović, Veno Mramor, Gerónimo Uribe Bravo
We obtain a stochastic differential equation (SDE) satisfied by the first coordinates of a Brownian motion on the unit sphere in . The SDE has non-Lipschit…
Invariance principle for non-homogeneous random walks
Nicholas Georgiou, Aleksandar Mijatović, Andrew R. Wade
We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in , which may be recurrent in any dimension. The limit $\mathcal{X}…