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20092020
most citedThe Precautionary Principle (with Application to the Genetic Modification of Organisms)

47 citations · 75 across the 7 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

stat.CO2017

Hamiltonian Flow Simulation of Rare Events

Raphael Douady, Shohruh Miryusupov

Hamiltonian Flow Monte Carlo(HFMC) methods have been implemented in engineering, biology and chemistry. HFMC makes large gradient based steps to rapidly explore the state space. Th…

math.NA2017★ 2 cited

Optimal Transport Filtering with Particle Reweighing in Finance

Raphael Douady, Shohruh Miryusupov

We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the pr…