Pillai, N. Sateesh

Combined from CaltechAUTHORS

• Ottobre, Michela and Pillai, Natesh S., el al. (2016) A Function Space HMC Algorithm With Second Order Langevin Diffusion Limit; Bernoulli; Vol. 22; No. 1; 60-106; 10.3150/14-BEJ621
• Pillai, Natesh S. and Stuart, Andrew M., el al. (2014) Noisy gradient flow from a random walk in Hilbert space; Stochastic Partial Differential Equations: Analysis and Computations; Vol. 2; No. 2; 196-232; 10.1007/s40072-014-0029-3
• Beskos, Alexandros and Pillai, Natesh, el al. (2013) Optimal tuning of the hybrid Monte Carlo algorithm; Bernoulli; Vol. 19; No. 5A; 1501-1534; 10.3150/12-BEJ414
• Pillai, Natesh S. and Stuart, Andrew M., el al. (2012) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions; Annals of Applied Probability; Vol. 22; No. 6; 2320-2356; 10.1214/11-AAP828
• Mattingly, Jonathan C. and Pillai, Natesh S., el al. (2012) Diffusion limits of the random walk Metropolis algorithm in high dimensions; Annals of Applied Probability; Vol. 22; No. 3; 881-930; 10.1214/10-AAP754