Sebastian J. Vollmer

Available identifiers

zbMath Open vollmer.sebastian-jMaRDI QIDQ473163

List of research outcomes

Publication	Date of Publication	Type
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations	2020-02-26	Paper
Measuring sample quality with diffusions	2020-01-22	Paper
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method	2018-11-02	Paper
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains	2018-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q4637029	2018-04-17	Paper
Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models	2018-02-15	Paper
An iterative technique for bounding derivatives of solutions of Stein equations	2018-01-18	Paper
Note on A. Barbour's paper on Stein's method for diffusion approximations	2017-05-02	Paper
(Non-) asymptotic properties of Stochastic Gradient Langevin Dynamics	2016-11-22	Paper
Multilevel Monte Carlo for Scalable Bayesian Computations	2016-09-15	Paper
Multilevel Monte Carlo for Reliability Theory	2016-09-01	Paper
https://portal.mardi4nfdi.de/entity/Q2810765	2016-06-06	Paper
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method	2015-10-08	Paper
Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors	2015-09-09	Paper
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions	2014-11-21	Paper
Posterior consistency for Bayesian inverse problems through stability and regression results	2014-04-02	Paper
The long-run determinants of fertility: one century of demographic change 1900--1999	2013-11-15	Paper
A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU	2009-10-09	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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