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researcher

D. Lacker

19 papers hereh-index 232.6k citations60 works total

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

author position
  • sole author3
  • first author10
  • middle author3
  • last author2

Across the 18 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR16
  • math.OC1
  • q-fin.MF1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20172026
most citedInverting the Markovian projection, with an application to local stochastic volatility models

4 citations · 9 across the 7 of their papers we have counts for

collaborators
Showing stat.MLShow all

1 paper · 1 filter

stat.ML2025

A hierarchical entropy method for the delocalization of bias in high-dimensional Langevin Monte Carlo

Daniel Lacker, Fuzhong Zhou

The unadjusted Langevin algorithm is widely used for sampling from complex high-dimensional distributions. It is well known to be biased, with the bias typically scaling linearly w…

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