I am a probabilist exploring the foundations of computational mathematics and data science. My research thus lies at the intersection of probability theory, mathematical statistics and applied mathematics. I am interested in further developing the theoretical framework associated with real-world problems from, e.g., physics, computer science, finance etc. Aside from theoretical questions in probability I have a particular interest in problems at the interface of computational probability and statistics.

Although I have a general interest in all of probability theory and much of what is categorized as applied mathematics, my current primary interests are: large deviations, stochastic numerical methods, empirical processes, mathematical statistics stochastic processes, random dynamical systems.

My research is partially supported by the NSF (DMS-1317199).

For questions or a more thorough description of my research feel free to send me an email.. You can find my papers on the arXiv here.

Co-authors: Amarjit Budhiraja, Boualem Djehiche, Jim Doll, Paul Dupuis ,Henrik Hult.
My Erdos number is 4

Publications and preprints

Some work in progress

  • P. Dupuis, P. Nyquist. A variational characterization of heavy-tailed large deviations.
  • P. Dupuis, P. Nyquist. Low-temperature limit of risk-sensitive functionals with respect to Gibbs measures: Finite state approximations.
  • Efficient importance sampling for shot noise processes.
  • Large deviations for random graphs using weak convergence methods.


Upcoming talks, professional travel and meetings

During the academic year I (try to) attend the probability and statistics seminars at MIT and BU.

Previous talks and presentations

Meetings and summer schools