Bierkens, Joris
- High-dimensional scaling limits of piecewise deterministic sampling algorithms
2018/07/30 by Joris Bierkens, Bierkens, Joris, Kengo Kamatani +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
- Simulation of elliptic and hypo-elliptic conditional diffusions
2018/10/03 by Bierkens, Joris, van der Meulen, Frank, Schauer, Moritz · 1 citation
#60J60 (Primary) 65C30 #65C05 (Secondary) #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR)
- Adaptive schemes for piecewise deterministic Monte Carlo algorithms
2020/12/27 by Bertazzi, Andrea, Bierkens, Joris · 1 citation
#60J25 #65C05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR)
- 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)