Adam M. Johansen

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Person:265271

Available identifiers

zbMath Open johansen.adam-mMaRDI QIDQ265271

List of research outcomes





PublicationDate of PublicationType
A divide and conquer sequential Monte Carlo approach to high dimensional filtering2024-06-12Paper
The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems2024-04-10Paper
Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers2023-11-07Paper
Properties of marginal sequential Monte Carlo methods2023-11-06Paper
A calculus for Markov chain Monte Carlo: studying approximations in algorithms2023-10-05Paper
Weak convergence of non-neutral genealogies to Kingman's coalescent2023-07-12Paper
A Particle Method for Solving Fredholm Equations of the First Kind2023-07-04Paper
Erratum to: ``Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo2022-11-02Paper
Solving Fredholm Integral Equations of the First Kind via Wasserstein Gradient Flows2022-09-16Paper
Unbiased simulation of rare events in continuous time2022-07-28Paper
Quasi-Stationary Monte Carlo and The Scale Algorithm2022-07-08Paper
The node-wise pseudo-marginal method: model selection with spatial dependence on latent graphs2022-07-08Paper
Global Consensus Monte Carlo2022-03-29Paper
Product-form estimators: exploiting independence to scale up Monte Carlo2022-01-14Paper
Limit theorems for sequential MCMC methods2021-08-04Paper
Simple conditions for convergence of sequential Monte Carlo genealogies with applications2021-07-21Paper
Limit theorems for cloning algorithms2021-06-04Paper
Bayesian model comparison for compartmental models with applications in positron emission tomography2020-10-26Paper
Asymptotic genealogies of interacting particle systems with an application to sequential Monte Carlo2020-05-05Paper
Rare event simulation for stochastic dynamics in continuous time2019-10-10Paper
Pointwise convergence in probability of general smoothing splines2018-08-10Paper
Bayesian model comparison with un-normalised likelihoods2017-03-28Paper
Convergence and rates for fixed-interval multiple-track smoothing using \(k\)-means type optimization2017-01-11Paper
On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions2016-04-01Paper
Likelihood-free estimation of model evidence2016-02-08Paper
Convergence of the $k$-Means Minimization Problem using $\Gamma$-Convergence2015-11-13Paper
Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model2014-09-26Paper
Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers2014-09-26Paper
Dynamic filtering of static dipoles in magnetoencephalography2014-04-04Paper
Quantifying the uncertainty in change points2014-02-25Paper
A simple approach to maximum intractable likelihood estimation2013-06-20Paper
https://portal.mardi4nfdi.de/entity/Q30157612011-07-13Paper
On solving integral equations using Markov chain Monte Carlo methods2010-07-19Paper
A note on auxiliary particle filters2008-09-17Paper
Convergence of the SMC implementation of the PHD filter2006-10-27Paper

Research outcomes over time

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