599 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National and Kapodistrian University of AthensGR24 papers
- National Technical University of AthensGR11 papers
- Athena Research and Innovation Center In Information Communication & Knowledge TechnologiesGR9 papers
- Athens State UniversityUS7 papers
- Centre National de la Recherche ScientifiqueFR7 papers
- Centrum Wiskunde & InformaticaNL7 papers
- Delft University of TechnologyNL7 papers
- École PolytechniqueFR7 papers
- University College LondonGB7 papers
- University of OxfordGB7 papers
- Laboratoire d'Informatique de l'École PolytechniqueFR6 papers
- University of AmsterdamNL6 papers
9 papers · 1 filter
Polynomial approximations to continuous functions and stochastic compositions
Takis Konstantopoulos, Linglong Yuan, Michael A. Zazanis
This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator taking a continuous function to a degree-…
Thinning and Information Projections
Peter Harremoës, Oliver Johnson, Ioannis Kontoyiannis
In this paper we establish lower bounds on information divergence of a distribution on the integers from a Poisson distribution. These lower bounds are tight and in the cases where…
On the -Norm Ergodicity of Markov Processes in Continuous Time
I. Kontoyiannis, S. P. Meyn
Consider a Markov process evolving on a Polish space . A version of the -Norm Ergodic Theorem is obtained: Suppose that the process is -irreduci…
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
Nikolaos Englezos, Nikolaos Frangos, Xanthi-Isidora Kartala +1
This paper studies forward and backward versions of random Burgers equation (RBE) with stochastic coefficients. Firstly, the celebrated Cole-Hopf transformation reduces the forward…
Compound Poisson Approximation via Information Functionals
A. D. Barbour, Oliver Johnson, Ioannis Kontoyiannis +1
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{…
Geometric Ergodicity and the Spectral Gap of Non-Reversible Markov Chains
Ioannis Kontoyiannis, Sean P. Meyn
We argue that the spectral theory of non-reversible Markov chains may often be more effectively cast within the framework of the naturally associated weighted- space $L_\…
Approximating a Diffusion by a Hidden Markov Model
Ioannis Kontoyiannis, Sean P. Meyn
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to…
Computable exponential bounds for screened estimation and simulation
Ioannis Kontoyiannis, Sean P. Meyn
Suppose the expectation is to be estimated by the empirical averages of the values of on independent and identically distributed samples . A sampling rule ca…
Large deviations asymptotics and the spectral theory of multiplicatively regular Markov processes
Ioannis Kontoyiannis, S. P. Meyn
We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear…