A
Apostolos Chalkis
Researcher at National and Kapodistrian University of Athens
Publications - 20
Citations - 53
Apostolos Chalkis is an academic researcher from National and Kapodistrian University of Athens. The author has contributed to research in topics: Polytope & Computer science. The author has an hindex of 4, co-authored 14 publications receiving 32 citations.
Papers
More filters
Posted ContentDOI
volesti: Volume Approximation and Sampling for Convex Polytopes in R
TL;DR: The volesti as discussed by the authors package is a C++ package with an R interface that provides efficient, scalable algorithms for volume estimation, uniform and Gaussian sampling from convex polytopes.
Posted Content
Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises
TL;DR: In this paper, the authors describe the relationship between asset characteristics by means of a copula; each characteristic is either a linear or quadratic form of the portfolio components, hence the copula can be constructed by computing volumes of convex bodies.
Posted Content
Practical Volume Estimation by a New Annealing Schedule for Cooling Convex Bodies.
TL;DR: A new, practical algorithm for all representations of convex polytopes, as well as zonotopes, is proposed, which is faster than existing methods and relies on Hit-and-Run sampling, and combines a new simulated annealing method with the Multiphase Monte Carlo approach.
Journal ArticleDOI
Sampling the feasible sets of SDPs and volume approximation
TL;DR: This work defines and analyzes a set of primitive geometric operations that exploits the algebraic properties of spectrahedra and the polynomial eigenvalue problem and leads to the realization of a broad collection of efficient random walks.
Proceedings ArticleDOI
Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises
TL;DR: In this article, the authors describe the relationship between asset characteristics by means of a copula; each characteristic is either a linear or quadratic form of the portfolio components, hence the copula can be constructed by computing volumes of convex bodies.