| Publication | Date of Publication | Type |
|---|
Multilevel particle filters for a class of partially observed piecewise deterministic Markov processes
SIAM Journal on Scientific Computing | 2024-08-09 | Paper |
Non-reversible guided Metropolis kernel
Journal of Applied Probability | 2023-08-16 | Paper |
MCMC Algorithms for Posteriors on Matrix Spaces
Journal of Computational and Graphical Statistics | 2022-12-15 | Paper |
A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
High-dimensional scaling limits of piecewise deterministic sampling algorithms
The Annals of Applied Probability | 2022-10-31 | Paper |
HAAR-WEAVE-METROPOLIS KERNEL
Bulletin of informatics and cybernetics | 2022-05-10 | Paper |
| scientific article; zbMATH DE number 7387626 (Why is no real title available?) | 2021-08-27 | Paper |
Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions
Stochastic Processes and their Applications | 2020-01-24 | Paper |
A stable particle filter for a class of high-dimensional state-space models
Advances in Applied Probability | 2019-09-16 | Paper |
A stable particle filter for a class of high-dimensional state-space models
Advances in Applied Probability | 2019-09-16 | Paper |
Bayesian inference for stable Lévy-driven stochastic differential equations with high-frequency data
Scandinavian Journal of Statistics | 2019-06-07 | Paper |
On one-dimensional Riccati diffusions
The Annals of Applied Probability | 2019-04-24 | Paper |
On one-dimensional Riccati diffusions
The Annals of Applied Probability | 2019-04-24 | Paper |
| Hybrid multi-step estimation of the volatility for stochastic regression models | 2018-12-04 | Paper |
Ergodicity of Markov chain Monte Carlo with reversible proposal
Journal of Applied Probability | 2018-09-26 | Paper |
Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
Bernoulli | 2018-05-18 | Paper |
Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution
Bernoulli | 2018-05-18 | Paper |
Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo
SIAM Journal on Scientific Computing | 2018-04-05 | Paper |
Multilevel particle filters: normalizing constant estimation
Statistics and Computing | 2018-02-28 | Paper |
Multilevel Particle Filters
SIAM Journal on Numerical Analysis | 2017-12-18 | Paper |
Stability of Markov chain Monte Carlo methods (to appear)
SpringerBriefs in Statistics | 2017-02-28 | Paper |
Metropolis-Hastings algorithms with acceptance ratios of nearly 1
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Hybrid multi-step estimators for stochastic differential equations based on sampled data
Statistical Inference for Stochastic Processes | 2015-06-25 | Paper |
Asymptotic properties of Monte Carlo strategies for a cumulative link model
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2015-04-28 | Paper |
Local degeneracy of Markov chain Monte Carlo methods
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
The order of degeneracy of Markov chain Monte Carlo method
Journal of the Japan Statistical Society | 2014-10-23 | Paper |
Local weak consistency of Markov chain Monte Carlo methods with application to mixture model
(available as arXiv preprint) | 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
Annals of the Institute of Statistical Mathematics | 2014-02-17 | Paper |
