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UNBIASED SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONS

The Annals of applied probability, 2017-12, Vol.27 (6), p.3305-3341

2017

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Probability density function of SDEs with unbounded and path-dependent drift coefficient

Stochastic processes and their applications, 2020-09, Vol.130 (9), p.5243-5289

2020

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Structural Events in a Bacterial Uniporter Leading to Translocation of Glucose to the Cytosol

Journal of molecular biology, 2018-09, Vol.430 (18), p.3337-3352

2018

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Exact Sampling of Jump Diffusions

Operations research, 2013-07, Vol.61 (4), p.894-907

2013

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Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection

Japan journal of industrial and applied mathematics, 2020, Vol.37 (1), p.263-282

Yuasa, Tomooki

2020

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Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients

Stochastics (Abingdon, Eng. : 2005), 2021-02, Vol.93 (2), p.167-195

2021

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Simulating events of unknown probabilities via reverse time martingales

Random structures & algorithms, 2011-07, Vol.38 (4), p.441-452

2011

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Identifying Selectivity Filters in Protein Biosensor for Ligand Screening

JACS Au, 2023-10, Vol.3 (10), p.2800-2812

2023

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Rational drug repurposing for cancer by inclusion of the unbiased molecular dynamics simulation in the structure-based virtual screening approach: Challenges and breakthroughs

Seminars in cancer biology, 2021-01, Vol.68, p.249-257

2021

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Complete reconstruction of dasatinib unbinding pathway from c-Src kinase by supervised molecular dynamics simulation method; assessing efficiency and trustworthiness of the method

Journal of biomolecular structure & dynamics, 2022-01, Vol.40 (23), p.12535-12545

2022

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Unbiased Simulation of Distributions with Explicitly Known Integral Transforms

Monte Carlo and Quasi-Monte Carlo Methods, 2016, Vol.163, p.229-244

2016

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Molecular dynamics simulations for glutamate-binding and cleft-closing processes of the ligand-binding domain of GluR2

Biophysical chemistry, 2012-03, Vol.162, p.35-44

2012

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The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives

Quantitative finance, 2011-11, Vol.11 (11), p.1647-1663

2011

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Parallel simulation of transfer lines by time segmentation

European journal of operational research, 2004-12, Vol.159 (2), p.449-469

2004

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Application of Biomolecular Simulations to G Protein–Coupled Receptors (GPCRs)

Biomolecular Simulations in Structure‐Based Drug Discovery, 2018, p.205-223

2018

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Prediction for Pareto distribution based on progressively Type-II censored samples

Computational statistics & data analysis, 2010-07, Vol.54 (7), p.1732-1743

2010

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Effect of Multipoint Heterogeneity on Nonlinear Transformations for Geological Modeling: Porosity-Permeability Relations Revisited

Journal of China University of Geosciences, 2008-02, Vol.19 (1), p.85-92

VARGASGUZMAN, J

2008

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Exact estimation for Markov chain equilibrium expectations

Journal of applied probability, 2014-12, Vol.51 (A), p.377-389

2014

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Unbiased Markov chain Monte Carlo methods with couplings

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2020-07, Vol.82 (3), p.543-600

2020

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Kernel density estimators of home range: smoothing and the autocorrelation red herring

Ecology (Durham), 2007-04, Vol.88 (4), p.1059-1066

Fieberg, John

2007

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An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions

Statistics & probability letters, 1989, Vol.7 (4), p.275-281

Clarke, Brenton R

1989

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Almost unbiased Liu-type estimators in gamma regression model

Journal of computational and applied mathematics, 2022-03, Vol.403, p.113819, Article 113819

2022

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Unbiased Estimation Using Underdamped Langevin Dynamics

SIAM journal on scientific computing, 2023-12, Vol.45 (6), p.A3047-A3070

2023

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SMC2: an efficient algorithm for sequential analysis of state space models

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2013-06, Vol.75 (3), p.397-426

2013

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Unbiased Estimators and Multilevel Monte Carlo

Operations research, 2018-03, Vol.66 (2), p.448-462

Vihola, Matti

2018

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UNBIASED SIMULATION OF STOCHASTIC DIFFERENTIAL EQUATIONS

Probability density function of SDEs with unbounded and path-dependent drift coefficient

Structural Events in a Bacterial Uniporter Leading to Translocation of Glucose to the Cytosol

Exact Sampling of Jump Diffusions

Unbiased simulation method with the poisson kernel method for stochastic differential equations with reflection

Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients

Simulating events of unknown probabilities via reverse time martingales

Identifying Selectivity Filters in Protein Biosensor for Ligand Screening

Rational drug repurposing for cancer by inclusion of the unbiased molecular dynamics simulation in the structure-based virtual screening approach: Challenges and breakthroughs

Complete reconstruction of dasatinib unbinding pathway from c-Src kinase by supervised molecular dynamics simulation method; assessing efficiency and trustworthiness of the method

Unbiased Simulation of Distributions with Explicitly Known Integral Transforms

Molecular dynamics simulations for glutamate-binding and cleft-closing processes of the ligand-binding domain of GluR2

The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives

Parallel simulation of transfer lines by time segmentation

Application of Biomolecular Simulations to G Protein–Coupled Receptors (GPCRs)

Prediction for Pareto distribution based on progressively Type-II censored samples

Effect of Multipoint Heterogeneity on Nonlinear Transformations for Geological Modeling: Porosity-Permeability Relations Revisited

Exact estimation for Markov chain equilibrium expectations

Unbiased Markov chain Monte Carlo methods with couplings

Kernel density estimators of home range: smoothing and the autocorrelation red herring

An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions

Almost unbiased Liu-type estimators in gamma regression model

Unbiased Estimation Using Underdamped Langevin Dynamics

SMC2: an efficient algorithm for sequential analysis of state space models

Unbiased Estimators and Multilevel Monte Carlo

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