Summary
My personal webpage can be found at:
https://www.ma.imperial.ac.uk/~nkantas/
Selected Publications
Journal Articles
Sharrock L, Kantas N, Parpas P, et al., 2023, Online parameter estimation for the McKean–Vlasov stochastic differential equation, Stochastic Processes and Their Applications, Vol:162, ISSN:0304-4149, Pages:481-546
Sharrock L, Kantas N, 2023, Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement, Bernoulli, Vol:29, ISSN:1350-7265, Pages:1137-1165
Chak M, Kantas N, Pavliotis GA, 2023, On the generalized langevin equation for simulated annealing, Siam/asa Journal on Uncertainty Quantification, Vol:11, ISSN:2166-2525, Pages:139-167
Ruzayqat H, Er-Raiy A, Beskos A, et al., 2021, A lagged particle filter for stable filtering of certain high-dimensional state-space models, Siam/asa Journal on Uncertainty Quantification, ISSN:2166-2525
Sharrock L, Kantas N, 2020, Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation, Siam/asa Journal on Uncertainty Quantification, ISSN:2166-2525
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
Kantas N, Beskos A, Jasra A, 2014, Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations, Siam/asa Journal on Uncertainty Quantification, Vol:2, ISSN:2166-2525, Pages:464-489
Conference
Tu B, Gandy A, Kantas N, et al., 2022, Joint entropy search for multi-objective bayesian optimization, 36th Conference on Neural Information Processing Systems (NeurIPS 2022), NeurIPS Proceedings, Pages:1-17, ISSN:1049-5258