Kengo Kamatani

Available identifiers

zbMath Open kamatani.kengoMaRDI QIDQ514223

List of research outcomes

Publication	Date of Publication	Type
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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kengo Kamatani