362 citations · 470 across the 35 of their papers we have counts for
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Drift Estimation for Stochastic Differential Equations with Denoising Diffusion Models
Marcos Tapia Costa, Nikolas Kantas, George Deligiannidis
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed…
Random Pareto front surfaces
Ben Tu, Nikolas Kantas, Robert M. Lee +1
The goal of multi-objective optimisation is to identify the Pareto front surface which is the set obtained by connecting the best trade-off points. Typically this surface is comput…
The sharp, the flat and the shallow: Can weakly interacting agents learn to escape bad minima?
Nikolas Kantas, Panos Parpas, Grigorios A. Pavliotis
An open problem in machine learning is whether flat minima generalize better and how to compute such minima efficiently. This is a very challenging problem. As a first step towards…
On Adaptive Estimation for Dynamic Bernoulli Bandits
Xue Lu, Niall Adams, Nikolas Kantas
The multi-armed bandit (MAB) problem is a classic example of the exploration-exploitation dilemma. It is concerned with maximising the total rewards for a gambler by sequentially p…