| Publication | Date of Publication | Type |
|---|
| On the Forgetting of Particle Filters | 2023-09-15 | Paper |
| On the convergence of dynamic implementations of Hamiltonian Monte Carlo and No U-Turn Samplers | 2023-07-07 | Paper |
On resampling schemes for particle filters with weakly informative observations
The Annals of Statistics | 2023-01-12 | Paper |
On resampling schemes for particle filters with weakly informative observations
The Annals of Statistics | 2023-01-12 | Paper |
On resampling schemes for particle filters with weakly informative observations
(available as arXiv preprint) | 2022-03-18 | Paper |
Conditional particle filters with diffuse initial distributions
Statistics and Computing | 2021-12-09 | Paper |
Unbiased inference for discretely observed hidden Markov model diffusions
SIAM/ASA Journal on Uncertainty Quantification | 2021-06-23 | Paper |
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
Scandinavian Journal of Statistics | 2021-06-22 | Paper |
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
Scandinavian Journal of Statistics | 2021-06-22 | Paper |
bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R
The R Journal | 2021-01-01 | Paper |
Coupled conditional backward sampling particle filter
The Annals of Statistics | 2020-12-14 | Paper |
Coupled conditional backward sampling particle filter
The Annals of Statistics | 2020-12-14 | Paper |
Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo
Scandinavian Journal of Statistics | 2020-10-05 | Paper |
Unbiased estimators and multilevel Monte Carlo
Operations Research | 2020-10-05 | Paper |
Unbiased estimators and multilevel Monte Carlo
Operations Research | 2020-10-05 | Paper |
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
Stochastic Processes and their Applications | 2020-09-03 | Paper |
On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction
Biometrika | 2020-06-09 | Paper |
On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction
Biometrika | 2020-06-09 | Paper |
Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
Bernoulli | 2017-09-21 | Paper |
Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
Bernoulli | 2017-09-21 | Paper |
Conditional convex orders and measurable martingale couplings
Bernoulli | 2017-09-21 | Paper |
Conditional convex orders and measurable martingale couplings
Bernoulli | 2017-09-21 | Paper |
Establishing some order amongst exact approximations of MCMCs
The Annals of Applied Probability | 2016-12-09 | Paper |
Convergence of Markovian stochastic approximation with discontinuous dynamics
SIAM Journal on Control and Optimization | 2016-04-11 | Paper |
Quantitative convergence rates for subgeometric Markov chains
Journal of Applied Probability | 2015-10-02 | Paper |
Quantitative convergence rates for subgeometric Markov chains
Journal of Applied Probability | 2015-10-02 | Paper |
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
The Annals of Applied Probability | 2015-04-27 | Paper |
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
The Annals of Applied Probability | 2015-04-27 | Paper |
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
The Annals of Applied Probability | 2015-02-26 | Paper |
On the stability of some controlled Markov chains and its applications to stochastic approximation with Markovian dynamic
The Annals of Applied Probability | 2015-02-26 | Paper |
Markovian stochastic approximation with expanding projections
Bernoulli | 2014-05-05 | Paper |
Markovian stochastic approximation with expanding projections
Bernoulli | 2014-05-05 | Paper |
Grapham: graphical models with adaptive random walk Metropolis algorithms
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Adaptive Metropolis Algorithm Using Variational Bayesian Adaptive Kalman Filter
(available as arXiv preprint) | 2013-08-27 | Paper |
Stochastic order characterization of uniform integrability and tightness
Statistics & Probability Letters | 2013-01-25 | Paper |
Robust adaptive Metropolis algorithm with coerced acceptance rate
Statistics and Computing | 2012-12-07 | Paper |
On the stability and ergodicity of adaptive scaling Metropolis algorithms
Stochastic Processes and their Applications | 2011-11-10 | Paper |
Can the adaptive Metropolis algorithm collapse without the covariance lower bound?
Electronic Journal of Probability | 2011-09-09 | Paper |
Can the adaptive Metropolis algorithm collapse without the covariance lower bound?
Electronic Journal of Probability | 2011-09-09 | Paper |
Robust adaptive Metropolis algorithm with coerced acceptance rate
Statistics and Computing | 2011-08-04 | Paper |
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains
The Annals of Applied Probability | 2010-12-27 | Paper |
| scientific article; zbMATH DE number 5687114 (Why is no real title available?) | 2010-03-29 | Paper |
Mixing time of the conditional backward sampling particle filter
(available as arXiv preprint) | N/A | Paper |
