96 citations · 531 across the 50 of their papers we have counts for
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Generalised shot noise representations of stochastic systems driven by non-Gaussian Lévy processes
Marcos Tapia Costa, Ioannis Kontoyiannis, Simon Godsill
We consider the problem of obtaining effective representations for the solutions of linear, vector-valued stochastic differential equations (SDEs) driven by non-Gaussian pure-jump…
Information in probability: Another information-theoretic proof of a finite de Finetti theorem
Lampros Gavalakis, Ioannis Kontoyiannis
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this a…
Entropy and the Discrete Central Limit Theorem
Lampros Gavalakis, Ioannis Kontoyiannis
A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown…
The Lévy State Space Model
Simon Godsill, Marina Riabiz, Ioannis Kontoyiannis
In this paper we introduce a new class of state space models based on shot-noise simulation representations of non-Gaussian Lévy-driven linear systems, represented as stochastic di…
Nonasymptotic Gaussian Approximation for Inference with Stable Noise
Marina Riabiz, Tohid Ardeshiri, Ioannis Kontoyiannis +1
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of -stable distributions. Although they pla…
Geometric Ergodicity in a Weighted Sobolev Space
Adithya Devraj, Ioannis Kontoyiannis, Sean Meyn
For a discrete-time Markov chain evolving on with transition kernel , natural, general conditions are developed under which the following are established:…