Andrieu, Christophe

1. Uniform Ergodicity of the Iterated Conditional SMC and Geometric Ergodicity of Particle Gibbs samplers
   2013/12/22 by Andrieu, Christophe, Lee, Anthony, Vihola, Matti · 4 citations
   #60J05 #65C05 (Secondary) #65C40 (Primary) #FOS: Mathematics #Probability (math.PR)
2. Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
   2018/08/26 by Andrieu, Christophe, Durmus, Alain, Nüsken, Nikolas +1 · 2 citations
   #Computation (stat.CO) #FOS: Computer and information sciences
3. Establishing some order amongst exact approximations of MCMCs
   2014/04/28 by Christophe Andrieu, Andrieu, Christophe, Matti Vihola +1 · 2 citations
   Computer Science · Mathematics · #60J05 #65C05 (Secondary) #65C40 (Primary) #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference
4. A general perspective on the Metropolis-Hastings kernel
   2020/12/29 by Christophe Andrieu, Anthony Lee, Andrieu, Christophe +3 · 3 citations
   Mathematics · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Quantum chaos and dynamical systems #Stochastic processes and statistical mechanics
5. Nonreversible MCMC from conditional invertible transforms: a complete\n recipe with convergence guarantees
   2020/12/31 by Achille Thin, Thin, Achille, Christophe Andrieu +10 · 1 citation
   Computer Science · Mathematics · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Model Reduction and Neural Networks #NMR spectroscopy and applications #Theoretical and Computational Physics
6. Monte Carlo sampling with integrator snippets
   2024/04/20 by Christophe Andrieu, Mauro Camara Escudero, Andrieu, Christophe +4 · 1 voice · 1 citation
   Engineering · #Reservoir Engineering and Simulation Methods