362 citations · 470 across the 35 of their papers we have counts for
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Curvature Aligned Simplex Gradient: Principled Sample Set Construction For Numerical Differentiation
Daniel Lengyel, Panos Parpas, Nikolas Kantas +1
The simplex gradient, a popular numerical differentiation method due to its flexibility, lacks a principled method by which to construct the sample set, specifically the location o…
Multi-objective optimisation via the R2 utilities
Ben Tu, Nikolas Kantas, Robert M. Lee +1
The goal of multi-objective optimisation is to identify a collection of points which describe the best possible trade-offs between the multiple objectives. In order to solve this v…
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
Hamza Ruzayqat, Alexandros Beskos, Dan Crisan +2
We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This…
Privacy Risk for anisotropic Langevin dynamics using relative entropy bounds
Anastasia Borovykh, Nikolas Kantas, Panos Parpas +1
The privacy preserving properties of Langevin dynamics with additive isotropic noise have been extensively studied. However, the isotropic noise assumption is very restrictive: (a)…