32 citations · 70 across the 10 of their papers we have counts for
3 papers · 1 filter
Multilevel Monte Carlo Method for Statistical Model Checking of Hybrid Systems
Sadegh Esmaeil Zadeh Soudjani, Rupak Majumdar, Tigran Nagapetyan
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate…
Adaptive Multilevel Monte Carlo Approximation of Distribution Functions
Mike B. Giles, Tigran Nagapetyan, Klaus Ritter
We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not know…
The True Cost of Stochastic Gradient Langevin Dynamics
Tigran Nagapetyan, Andrew B. Duncan, Leonard Hasenclever +3
The problem of posterior inference is central to Bayesian statistics and a wealth of Markov Chain Monte Carlo (MCMC) methods have been proposed to obtain asymptotically correct sam…