Publications

Papers

Sharrock, L. and Kantas, N. (2022). “Two Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor Placement.” To appear in Bernoulli. arXiv: 2007.15998.
Sharrock, L. (2022). “Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Models.” To appear in the 39th International Conference on Machine Learning (ICML 2022) Workshop on Continuous-Time Methods for Machine Learning. arXiv: 2206.06995.
Sharrock, L. and Kantas, N. (2022). “Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation.” SIAM / ASA Journal on Uncertainity Quantification, 10, 55-95. https://doi.org/10.1137/20M1375073.
Leadbeater, C.*, Sharrock, L.*, Coyle, B., Benedetti, M. (2021). “F-Divergences and Cost Function Locality in Generative Modelling with Quantum Circuits.” Entropy, 23, 1281. https://doi.org/10.3390/e23101281.

Sharrock, L., Kantas, N., Pavliotis, G., and Panos, P. (2021). “Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation.” In revision for Stochastic Processes and their Applications. arXiv: 2106.13751.