Concepedia

Konstantinos Spiliopoulos

KS

25

Publications

2.6K

Citations

15

H-Index

2006

Active since

Affiliations

Boston University(Current)

University of Illinois Urbana-Champaign

Brown University

Missouri University of Science and Technology

University of Oxford

Konstantinos Spiliopoulos is an author at Boston University specializing in engineering, statistics, and stochastic calculus.

Top concepts

EngineeringStatisticsMachine LearningStochastic CalculusComputer ScienceLarge DeviationsMultiscale ModelingProbabilityStochastic ProcessesDeep Learning

Publications per year

2006–2023

25

Publications

25

DGM: A deep learning algorithm for solving partial differential equations

Justin Sirignano, Konstantinos Spiliopoulos · Journal of Computational Physics · 2018 · 2K citations · Full text

Engineering, Machine Learning, Pde-constrained Optimization +5

Importance Sampling for Multiscale Diffusions

Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang · Multiscale Modeling and Simulation · 2012 · 62 citations · Full text

Small Noise, Subsolution Approach, Engineering +15

Stochastic Gradient Descent in Continuous Time

Justin Sirignano, Konstantinos Spiliopoulos · SIAM Journal on Financial Mathematics · 2017 · 58 citations

Model Optimization, Engineering, Machine Learning +8

Large deviations for multiscale diffusion via weak convergence methods

Paul Dupuis, Konstantinos Spiliopoulos · Stochastic Processes and their Applications · 2012 · 52 citations · Full text

Large Deviations, Engineering, Diffusion Process +5

Improving the Convergence of Reversible Samplers

Luc Rey-Bellet, Konstantinos Spiliopoulos · Journal of Statistical Physics · 2016 · 49 citations · Full text

Sampling (Signal Processing), Sampling Theory, Statistical Inference +3

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