1 citations · 1 across the 4 of their papers we have counts for
4 papers
Importance Sampling for the Empirical Measure of Weakly Interacting Diffusions
Zachary Bezemek, Max Heldman
We construct an importance sampling method for computing statistics related to rare events for weakly interacting diffusions. Standard Monte Carlo methods behave exponentially poor…
Moderate deviations for fully coupled multiscale weakly interacting particle systems
Zachary Bezemek, Konstantinos Spiliopoulos
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical dist…
Rate of homogenization for fully-coupled McKean-Vlasov SDEs
Zachary Bezemek, Konstantinos Spiliopoulos
We consider a fully-coupled slow-fast system of McKean-Vlasov SDEs with full dependence on the slow and fast component and on the law of the slow component and derive convergence r…
Large deviations for interacting multiscale particle systems
Zachary Bezemek, Konstantinos Spiliopoulos
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical dist…