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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 2025Show all

2 papers · 1 filter

math.PR2025

Marginal dynamics of probabilistic cellular automata on trees

Daniel Lacker, Kavita Ramanan, Ruoyu Wu

We study locally interacting processes in discrete time, often called probabilistic cellular automata, indexed by locally finite graphs. For infinite regular trees and certain gene…

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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