5 citations · 6 across the 3 of their papers we have counts for
3 papers
An Efficient Framework for Global Non-Convex Polynomial Optimization over the Hypercube
Pierre-David Letourneau, Dalton Jones, Matthew Morse +1
We present a novel efficient theoretical and numerical framework for solving global non-convex polynomial optimization problems. We analytically demonstrate that such problems can…
Importance sampling for slow-fast diffusions based on moderate deviations
Matthew R. Morse, Konstantinos Spiliopoulos
We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation…
Moderate deviations principle for systems of slow-fast diffusions
Matthew R. Morse, Konstantinos Spiliopoulos
In this paper, we prove the moderate deviations principle (MDP) for a general system of slow-fast dynamics. We provide a unified approach, based on weak convergence ideas and stoch…