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Abstract: Markov chain Monte Carlo (MCMC) methods are a cornerstone of Bayesian inference and stochastic simulation. The Metropolis-adjusted Langevin algorithm (MALA) is an MCMC method that relies on ...

Optimizing over the stationary distribution of stochastic differential equations (SDEs) is computationally challenging. A new forward propagation algorithm is developed and analyzed for the online ...

Abstract: The understanding of adaptive algorithms for stochastic differential equations (SDEs) is an open area, where many issues related to both convergence and stability (long-time behaviour) of ...

Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied ...

In my final year in B.Tech I got interested in Cryptography and thus took it as my final year elective as well as the major project. I worked on SDES cryptography algorithm and developed an SDES ...