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researcher

N. Kantas

37 papers hereh-index 181.8k citations65 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author21
  • last author12

Across the 36 of 37 papers where every author was matched, so the position is known.

fields
  • stat.CO16
  • math.OC7
  • math.ST4
  • stat.ML4
  • cs.LG2
  • stat.ME2

identity via Semantic Scholar / OpenAlex

activity
20112026
most citedOn Particle Methods for Parameter Estimation in State-Space Models

362 citations · 470 across the 35 of their papers we have counts for

collaborators
Showing 2021 · math.STShow all

1 paper · 2 filters

math.ST2021★ 5 cited

Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation

Louis Sharrock, Nikolas Kantas, Panos Parpas +1

We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.