<h1>Zuev, Konstantin</h1> <h2>Article from <a href="https://authors.library.caltech.edu">CaltechAUTHORS</a></h2> <ul> <li>Budel, Gabriel and Kitsak, Maksim, el al. (2024) <a href="https://authors.library.caltech.edu/records/ckm3s-tsj56">Random hyperbolic graphs in 𝑑+1 dimensions</a>; Physical Review E; Vol. 109; No. 5; 054131; <a href="https://doi.org/10.1103/physreve.109.054131">10.1103/physreve.109.054131</a></li> <li>Kinslow, Connor J. and Wang, Yuankun, el al. (2023) <a href="https://authors.library.caltech.edu/records/m3v91-6wc20">Influenza activity and regional mortality for non-small cell lung cancer</a>; Scientific Reports; Vol. 13; 21674; PMCID PMC10709588; <a href="https://doi.org/10.1038/s41598-023-47173-x">10.1038/s41598-023-47173-x</a></li> <li>Stavrinides, Pavlos and Zuev, Konstantin M. (2023) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20230502-19603700.2">Course-prerequisite networks for analyzing and understanding academic curricula</a>; Applied Network Science; Vol. 8; Art. No. 19; <a href="https://doi.org/10.1007/s41109-023-00543-w">10.1007/s41109-023-00543-w</a></li> <li>Kontosakos, Vasileios E. and Mendonca, Keegan, el al. (2021) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20200727-091611276">Pricing discretely-monitored double barrier options with small probabilities of execution</a>; European Journal of Operational Research; Vol. 290; No. 1; 313-330; <a href="https://doi.org/10.1016/j.ejor.2020.07.044">10.1016/j.ejor.2020.07.044</a></li> <li>Stavroglou, Stavros K. and Pantelous, Athanasios A., el al. (2020) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20200327-083708713">Unveiling causal interactions in complex systems</a>; Proceedings of the National Academy of Sciences of the United States of America; Vol. 117; No. 14; 7599-7605; PMCID PMC7149490; <a href="https://doi.org/10.1073/pnas.1918269117">10.1073/pnas.1918269117</a></li> <li>Stavroglou, Stavros K. and Pantelous, Athanasios A., el al. (2019) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20190513-145506904">Hidden interactions in financial markets</a>; Proceedings of the National Academy of Sciences of the United States of America; Vol. 116; No. 22; 10646-10651; PMCID PMC6561208; <a href="https://doi.org/10.1073/pnas.1819449116">10.1073/pnas.1819449116</a></li> <li>Vamvakaris, Michail D. and Pantelous, Athanasios A., el al. (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20180111-123845999">Time series analysis of S&P 500 index: A horizontal visibility graph approach</a>; Physica A; Vol. 497; 41-51; <a href="https://doi.org/10.1016/j.physa.2018.01.010">10.1016/j.physa.2018.01.010</a></li> <li>Chen, Yanhua and Mantegna, Rosario N., el al. (2018) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20180319-134403742">A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates</a>; PLoS ONE; Vol. 13; No. 3; Art. No. e0194067; PMCID PMC5847242; <a href="https://doi.org/10.1371/journal.pone.0194067">10.1371/journal.pone.0194067</a></li> <li>Cunningham, William and Zuev, Konstantin, el al. (2017) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20170822-091022497">Navigability of Random Geometric Graphs in the Universe and Other Spacetimes</a>; Scientific Reports; Vol. 7; Art. No. 8699; PMCID PMC5562713; <a href="https://doi.org/10.1038/s41598-017-08872-4">10.1038/s41598-017-08872-4</a></li> <li>Garbuno-Inigo, A. and DiazDelaO, F. A., el al. (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20160915-102817468">Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling</a>; Computational Statistics and Data Analysis; Vol. 103; 367-383; <a href="https://doi.org/10.1016/j.csda.2016.05.019">10.1016/j.csda.2016.05.019</a></li> <li>Garbuno-Inigo, Alfredo and DiazDelaO, F. A., el al. (2016) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20161202-081658334">Transitional annealed adaptive slice sampling for Gaussian process hyper-parameter estimation</a>; International Journal for Uncertainty Quantification; Vol. 6; No. 4; 341-359; <a href="https://doi.org/10.1615/Int.J.UncertaintyQuantification.2016018590">10.1615/Int.J.UncertaintyQuantification.2016018590</a></li> <li>Zuev, Konstantin M. and Wu, Stephen, el al. (2015) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20150604-083829598">General network reliability problem and its efficient solution by Subset Simulation</a>; Probabilistic Engineering Mechanics; Vol. 40; 25-35; <a href="https://doi.org/10.1016/j.probengmech.2015.02.002">10.1016/j.probengmech.2015.02.002</a></li> <li>Zuev, Konstantin M. and Beck, James L. (2013) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20130806-152109681">Global optimization using the asymptotically independent Markov sampling method</a>; Computers and Structures; Vol. 126; 107-119; <a href="https://doi.org/10.1016/j.compstruc.2013.04.005">10.1016/j.compstruc.2013.04.005</a></li> <li>Beck, James L. and Zuev, Konstantin M. (2013) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120817-150031159">Asymptotically Independent Markov Sampling: A New Markov Chain Monte Carlo Scheme for Bayesian Interference</a>; International Journal for Uncertainty Quantification; Vol. 3; No. 5; 445-474; <a href="https://doi.org/10.1615/Int.J.UncertaintyQuantification.2012004713">10.1615/Int.J.UncertaintyQuantification.2012004713</a></li> <li>Zuev, Konstantin M. and Beck, James L., el al. (2012) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120306-082708524">Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions</a>; Computers and Structures; Vol. 92-93; 283-296; <a href="https://doi.org/10.1016/j.compstruc.2011.10.017">10.1016/j.compstruc.2011.10.017</a></li> <li>Au, S. K. and Beck, J. L., el al. (2012) <a href="https://resolver.caltech.edu/CaltechAUTHORS:20120817-154248962">Discussion of Paper by F. Miao and M. Ghosn, "Modified Subset Simulation for Reliability Analysis of Structural Systems"</a>; Structural Safety; Vol. 34; No. 1; 379-380; <a href="https://doi.org/10.1016/j.strusafe.2011.09.003">10.1016/j.strusafe.2011.09.003</a></li> </ul>