Kengo Kamatani

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. A Stable Particle Filter in High-Dimensions
   2014/12/11 by Alex Beskos, Beskos, Alex, Dan Crisan +7 · 1 citation
   Computer Science · Engineering · #Target Tracking and Data Fusion in Sensor Networks #Particle Dynamics in Fluid Flows
3. 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