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Konstantinos Spiliopoulos

Identifiers

  • name variant Konstantinos Spiliopoulos 0.60 · backfill

Papers (48)

  1. Convergence Analysis of Newton's Method for Neural Networks in the Overparameterized Limit cs.LG · 2026 · author #2
  2. Uniform-in-time quantitative fluctuations of large scale interacting particle systems math.PR · 2026 · author #2
  3. Mean-Field Analysis of Latent Variable Process Models on Dynamically Evolving Graphs with Feedback Effects math.PR · 2025 · author #2
  4. Mean Field Analysis of Neural Networks: A Central Limit Theorem math.PR · 2018 · author #2
  5. Optimal Investment, Demand and Arbitrage under Price Impact q-fin.MF · 2018 · author #3
  6. Pathwise moderate deviations for option pricing q-fin.MF · 2018 · author #2
  7. Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem math.PR · 2017 · author #2
  8. Large deviations and averaging for systems of slow--fast stochastic reaction--diffusion equations math.PR · 2017 · author #3
  9. Discrete-Time Statistical Inference for Multiscale Diffusions math.PR · 2017 · author #2
  10. DGM: A deep learning algorithm for solving partial differential equations q-fin.MF · 2017 · author #2
  11. Importance sampling for metastable and multiscale dynamical systems math.PR · 2017 · author #1
  12. Optimal Scaling of the MALA algorithm with Irreversible Proposals for Gaussian targets stat.ME · 2017 · author #3
  13. Selection of quasi-stationary states in the Navier-Stokes equation on the torus math.DS · 2017 · author #3
  14. Moderate deviations principle for systems of slow-fast diffusions math.PR · 2016 · author #2
  15. Stochastic Gradient Descent in Continuous Time math.PR · 2016 · author #2
  16. Rare event simulation via importance sampling for linear SPDE's math.PR · 2016 · author #2
  17. The effect of heterogeneity on flocking behavior and systemic risk q-fin.RM · 2016 · author #3
  18. Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes math.PR · 2016 · author #2
  19. Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers math.NA · 2016 · author #2
  20. Improving the convergence of reversible samplers math.PR · 2016 · author #2
  21. Markov processes with spatial delay: path space characterization, occupation time and properties math.PR · 2016 · author #2
  22. The pricing of contingent claims and optimal positions in asymptotically complete markets q-fin.MF · 2015 · author #3
  23. Sequential Monte Carlo for fractional Stochastic Volatility Models stat.ME · 2015 · author #2
  24. Hypoelliptic multiscale Langevin diffusions: Large deviations, invariant measures and small mass asymptotics math.PR · 2015 · author #2
  25. Statistical Inference for Perturbed Multiscale Dynamical Systems math.PR · 2015 · author #2
  26. Rare event simulation for multiscale diffusions in random environments math.PR · 2014 · author #1
  27. Indifference pricing for Contingent Claims: Large Deviations Effects math.PR · 2014 · author #2
  28. Variance reduction for irreversible Langevin samplers and diffusion on graphs math.PR · 2014 · author #2
  29. Systemic Risk and Default Clustering for Large Financial Systems q-fin.RM · 2014 · author #1
  30. Quenched Large Deviations for Multiscale Diffusion Processes in Random Environments math.PR · 2013 · author #1
  31. Default Clustering in Large Pools: Large Deviations math.PR · 2013 · author #1
  32. Non-asymptotic performance analysis of importance sampling schemes for small noise diffusions math.PR · 2013 · author #1
  33. Fluctuation analysis and short time asymptotics for multiple scales diffusion processes math.PR · 2013 · author #1
  34. Filtering the Maximum Likelihood for Multiscale Problems math.PR · 2013 · author #2
  35. Fluctuation Analysis for the Loss From Default math.PR · 2013 · author #1
  36. Escaping from an attractor: Importance sampling and rest points I math.PR · 2013 · author #2
  37. Maximum likelihood estimation for small noise multiscale diffusions math.ST · 2013 · author #1
  38. Large Deviations and Importance Sampling for Systems of Slow-Fast Motion math.PR · 2012 · author #1
  39. Large Portfolio Asymptotics for Loss From Default q-fin.RM · 2011 · author #2
  40. Importance Sampling for Multiscale Diffusions math.PR · 2011 · author #2
  41. Default clustering in large portfolios: Typical events q-fin.RM · 2011 · author #2
  42. Large Deviations for Multiscale Diffusions via Weak Convergence Methods math.PR · 2010 · author #2
  43. Large Deviations Principle for a Large Class of One-Dimensional Markov Processes math.PR · 2010 · author #1
  44. Recovery Rates in investment-grade pools of credit assets: A large deviations analysis q-fin.RM · 2010 · author #1
  45. Reaction Diffusion Equations with Nonlinear Boundary Conditions in Narrow Domains math.PR · 2010 · author #2
  46. A Note on the Smoluchowski-Kramers Approximation for the Langevin Equation with Reflection math.PR · 2010 · author #1
  47. Wiener Process with Reflection in Non-Smooth Narrow Tubes math.PR · 2010 · author #1
  48. Method of Moments Estimation of Ornstein-Uhlenbeck Processes Driven by General L\'{e}vy Process math.PR · 2008 · author #1

Mentions

  • 1202.5980 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1109.1272 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1107.5448 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 2605.08352 #2 · arxiv_oai · confidence 0.70 Konstantinos Spiliopoulos
  • 1104.1773 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1011.5933 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1006.3143 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1006.2711 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1005.2505 #2 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1004.3043 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 1004.2991 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos
  • 0807.2832 #1 · backfill · confidence 0.70 Konstantinos Spiliopoulos

Frequent Coauthors