Kengo Kamatani

Available identifiers

zbMath Open kamatani.kengoMaRDI QIDQ514223

List of research outcomes

Publication	Date of Publication	Type
Multilevel particle filters for a class of partially observed piecewise deterministic Markov processes	2024-08-09	Paper
Non-reversible guided Metropolis kernel	2023-08-16	Paper
MCMC Algorithms for Posteriors on Matrix Spaces	2022-12-15	Paper
A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD	2022-11-24	Paper
High-dimensional scaling limits of piecewise deterministic sampling algorithms	2022-10-31	Paper
HAAR-WEAVE-METROPOLIS KERNEL	2022-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q5011565	2021-08-27	Paper
Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions	2020-01-24	Paper
A stable particle filter for a class of high-dimensional state-space models	2019-09-16	Paper
Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data	2019-06-07	Paper
On one-dimensional Riccati diffusions	2019-04-24	Paper
https://portal.mardi4nfdi.de/entity/Q4559871	2018-12-04	Paper
Ergodicity of Markov chain Monte Carlo with reversible proposal	2018-09-26	Paper
Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution	2018-05-18	Paper
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo	2018-04-05	Paper
Multilevel particle filters: normalizing constant estimation	2018-02-28	Paper
Multilevel Particle Filters	2017-12-18	Paper
Stability of Markov chain Monte Carlo methods (to appear)	2017-02-28	Paper
Metropolis-Hastings algorithms with acceptance ratios of nearly 1	2016-01-15	Paper
Hybrid multi-step estimators for stochastic differential equations based on sampled data	2015-06-25	Paper
Asymptotic Properties of Monte Carlo Strategies for a Cumulative Link Model	2015-04-28	Paper
Local degeneracy of Markov chain Monte Carlo methods	2015-02-17	Paper
The order of degeneracy of Markov chain Monte Carlo method	2014-10-23	Paper
Weak consistency of Markov chain Monte Carlo methods	2014-06-24	Paper
Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy-tailed target distribution	2014-06-20	Paper
Local consistency of Markov chain Monte Carlo methods	2014-02-17	Paper

Research outcomes over time

This page was built for person: Kengo Kamatani