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20232026
most citedSuperdiffusive limits for stochastic kinetics driven by self-similar drifts

2 citations · 3 across the 4 of their papers we have counts for

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stat.CO2026

Diffeomorphic Markov Chain Monte Carlo: fast mixing for heavy-tailed distributions

Miha Brešar, Aleksandar Mijatović

We introduce a new class of uniformly ergodic MCMC algorithms, termed Diffeomorphic Contraction Sampler (DCS), and provide fast non-asymptotic mixing guarantees for DCS targeting d…

stat.ML2026

Probabilistic Multivariate Time Series Forecasting with Diffusion Copulas

David Huk, Dongshan Wang, Miha Bresar

Accurately assessing financial risk requires capturing both individual asset volatility and the complex, asymmetric dependence structures that emerge during extreme market events.…