| Publication | Date of Publication | Type |
|---|
Strong invariance principles for ergodic Markov processes
Electronic Journal of Statistics | 2024-03-25 | Paper |
Strong invariance principles for ergodic Markov processes
Electronic Journal of Statistics | 2024-03-25 | Paper |
Infinite dimensional piecewise deterministic Markov processes
Stochastic Processes and their Applications | 2023-10-30 | Paper |
Sticky PDMP samplers for sparse and local inference problems
Statistics and Computing | 2022-12-09 | Paper |
High-dimensional scaling limits of piecewise deterministic sampling algorithms
The Annals of Applied Probability | 2022-10-31 | Paper |
Approximations of piecewise deterministic Markov processes and their convergence properties
Stochastic Processes and their Applications | 2022-10-27 | Paper |
Adaptive schemes for piecewise deterministic Monte Carlo algorithms
Bernoulli | 2022-09-28 | Paper |
Adaptive schemes for piecewise deterministic Monte Carlo algorithms
Bernoulli | 2022-09-28 | Paper |
Spectral analysis of the zigzag process
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2022-07-15 | Paper |
Large deviations for the empirical measure of the zig-zag process
The Annals of Applied Probability | 2022-02-14 | Paper |
A piecewise deterministic Monte Carlo method for diffusion bridges
Statistics and Computing | 2021-12-09 | Paper |
Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Simulation of elliptic and hypo-elliptic conditional diffusions
Advances in Applied Probability | 2020-07-16 | Paper |
Ergodicity of the zigzag process
The Annals of Applied Probability | 2019-10-22 | Paper |
Ergodicity of the zigzag process
The Annals of Applied Probability | 2019-10-22 | Paper |
Limit theorems for the zig-zag process
Advances in Applied Probability | 2019-09-16 | Paper |
Limit theorems for the zig-zag process
Advances in Applied Probability | 2019-09-16 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2019-05-10 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2019-05-10 | Paper |
Spectral analysis of the zigzag process
(available as arXiv preprint) | 2019-05-05 | Paper |
Piecewise deterministic Markov processes for continuous-time Monte Carlo
Statistical Science | 2018-12-10 | Paper |
Piecewise deterministic Markov processes for continuous-time Monte Carlo
Statistical Science | 2018-12-10 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics & Probability Letters | 2018-06-20 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics & Probability Letters | 2018-06-20 | Paper |
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
The Annals of Applied Probability | 2017-08-08 | Paper |
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
The Annals of Applied Probability | 2017-08-08 | Paper |
Non-reversible Metropolis-Hastings
Statistics and Computing | 2016-11-16 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2016-07-11 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2016-07-11 | Paper |
Explicit solution of relative entropy weighted control
Systems & Control Letters | 2014-10-23 | Paper |
A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable?
Linear Algebra and its Applications | 2014-07-21 | Paper |
Dissipativity of the delay semigroup
Journal of Differential Equations | 2014-07-10 | Paper |
Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current
Journal of Physics A: Mathematical and Theoretical | 2014-03-06 | Paper |
Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup
Journal of Evolution Equations | 2012-06-02 | Paper |
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions
Journal of Mathematical Analysis and Applications | 2011-04-20 | Paper |
Pathwise stability of degenerate stochastic evolutions
Integral Equations and Operator Theory | 2011-01-28 | Paper |
Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients
Stochastic Analysis and Applications | 2010-10-07 | Paper |
| Stochastic Integration in Banach Spaces using a product structure with partial order | 2009-10-28 | Paper |
