Kamatani, Kengo

1. High-dimensional scaling limits of piecewise deterministic sampling algorithms
   2018/07/30 by Joris Bierkens, Kengo Kamatani, Bierkens, Joris +3 · 2 citations
   Computer Science · Mathematics · #60F05 #65C05 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics
2. Ergodicity of Markov chain Monte Carlo with reversible proposal
   2016/02/09 by Kamatani, Kengo · 1 citation
   #60J05 #65C05 #65C40 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
3. The Boomerang Sampler
   2020/06/24 by Bierkens, Joris, Grazzi, Sebastiano, Kamatani, Kengo +1 · 1 citation
   #60J25 #68W20 #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (cs.LG)
4. Multilevel particle filter
   2015/10/16 by Jasra, Ajay, Kamatani, Kengo, Law, Kody J. H. +1 · 1 citation
   #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Statistics Theory (math.ST)
5. A Stable Particle Filter in High-Dimensions
   2014/12/11 by Alex Beskos, Beskos, Alex, Dan Crisan +7 · 2 citations
   Computer Science · Engineering · #Target Tracking and Data Fusion in Sensor Networks #Particle Dynamics in Fluid Flows
6. Automated Techniques for Efficient Sampling of Piecewise-Deterministic Markov Processes
   2024/08/07 by Andral, Charly, Kamatani, Kengo · 2 citations
   #Computation (stat.CO) #FOS: Computer and information sciences
7. Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets
   2023/05/01 by Bierkens, Joris, Kamatani, Kengo, Roberts, Gareth O. · 2 citations
   #Computation (stat.CO) #FOS: Computer and information sciences #Methodology (stat.ME)
8. Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo
   2017/01/20 by Ajay Jasra, Kengo Kamatani, Jasra, Ajay +5 · 1 citation
   Mathematics · #Markov Chains and Monte Carlo Methods #Statistical Methods and Bayesian Inference #Statistical Methods and Inference