Summary
My personal webpage can be found at:
http://www2.imperial.ac.uk/~nkantas/
Selected Publications
Journal Articles
Borovykh A, Kantas N, Parpas P, et al., 2021, On stochastic mirror descent with interacting particles: Convergence properties and variance reduction, Physica D - Nonlinear Phenomena, Vol:418, ISSN:0167-2789, Pages:1-21
Llopis FP, Kantas N, Beskos A, et al., 2018, Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise, SIAM Journal on Scientific Computing, Vol:40, ISSN:1064-8275, Pages:A1544-A1565
Whiteley N, Kantas N, 2017, Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications, Mathematics of Operations Research, Vol:42, ISSN:1526-5471, Pages:1007-1034
Beskos A, Jasra A, Kantas N, et al., 2016, On the convergence of adaptive sequential Monte Carlo methods, Annals of Applied Probability, Vol:26, ISSN:1050-5164, Pages:1111-1146