Research Output per year

## Personal profile

### Quote

### Research profile

Pierre Nyquist is an Assistant Professor at the Department of Mathematics and Computer Science, Eindhoven University of Technology (TU/e), where he holds a joint appointment between the Centre for Analysis, Scientific Computing and Applications (CASA) and the Stochastics division (STO).

Pierre’s research interest lies at the intersection of probability theory, mathematical statistics and applied mathematics. His main expertise is in probability theory, where he has focused on large deviations theory and stochastic numerical methods. The mathematical tools he uses come from areas such as probability, analysis, PDE theory, optimization, stochastic optimal control. Recently, he has become increasingly interested in the mathematical foundation of the analysis and modelling of complex data.

### Academic background

Pierre Nyquist received his PhD in Applied and Computational Mathematics from KTH Royal Institute of Technology, under the guidance of Prof Henrik Hult.

Prior to moving to Eindhoven he was was a postdoc in the Division of Applied Mathematics, Brown University, under the mentorship of Prof Paul Dupuis, and a Visiting Assistant Professor in the Department of Mathematics at KTH. His position at TU/e is funded by the NWO grant "Analysis meets Stochastics: Scaling limits in complex systems.

## Fingerprint Dive into the research topics where Pierre K.U. Nyquist is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

##
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 2015 2018

- 7 Citations
- 5 Article

## A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms

Doll, J., Dupuis, P. & Nyquist, P., 1 Aug 2018, In : Applied Mathematics and Optimization. 78, 1, p. 103-144Research output: Contribution to journal › Article › Academic › peer-review

## Moderate deviation principles for importance sampling estimators of risk measures

Nyquist, P., 1 Jun 2017, In : Journal of Applied Probability. 54, 2, p. 490-506 17 p.Research output: Contribution to journal › Article › Academic › peer-review

## Thermodynamic integration methods, infinite swapping, and the calculation of generalized averages

Doll, J. D., Dupuis, P. & Nyquist, P., 7 Apr 2017, In : Journal of Chemical Physics. 146, 13, 134111Research output: Contribution to journal › Article › Academic › peer-review

## Large deviations for weighted empirical measures arising in importance sampling

Hult, H. & Nyquist, P., 1 Jan 2016, In : Stochastic Processes and their Applications. 126, 1, p. 138-170 33 p.Research output: Contribution to journal › Article › Academic › peer-review

## Large deviations for multidimensional state-dependent shot-noise processes

Budhiraja, A. & Nyquist, P., 1 Dec 2015, In : Journal of Applied Probability. 52, 4, p. 1097-1114 18 p.Research output: Contribution to journal › Article › Academic › peer-review

## Activities 2014 2017

## Mathematics of Operations Research (Journal)

P. Nyquist (Referee)Activity: Publication peer-review and editorial work types › Editorial activity › Scientific

## RESIM 2018

P. Nyquist (Organiser)Activity: Participating in or organising an event types › Conference › Scientific

## Nature Communications (Journal)

P. Nyquist (Referee)Activity: Publication peer-review and editorial work types › Editorial activity › Scientific

## SIAM/ASA Journal on Uncertainty Quantification (Journal)

P. Nyquist (Referee)Activity: Publication peer-review and editorial work types › Editorial activity › Scientific

## INFORMS Journal on Computing (Journal)

P. Nyquist (Referee)Activity: Publication peer-review and editorial work types › Editorial activity › Scientific

## Press / Media

## London Stock Exchange and Deutsche Börse merger blocked by EU; Britain Sets Historic Brexit Process in Motion; EBS BrokerTec shuffles FX business structure

29/03/17

1 item of media coverage

Press/Media: Expert Comment

## Mathematical Statistics and Data Science at KTH: What Are We Working On and Why? – Pierre Nyquist, KTH

28/03/17

1 item of media coverage

Press/Media: Expert Comment

## Student theses

## Speed of the forming of special figures in random graphs

Author: Hoenderop, I., 24 Sep 2018Supervisor: van der Hofstad, R. (Supervisor 1) & Nyquist, P. (Supervisor 2)

Student thesis: Bachelor