dr. ir. Joris Bierkens

dr. ir.

20142019
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Piecewise Deterministic Markov Process Mathematics
Zigzag Mathematics
Metropolis-Hastings Mathematics
Monte Carlo Algorithm Mathematics
Posterior distribution Mathematics
Nonequilibrium Statistical Mechanics Mathematics
Stochastic Optimal Control Mathematics
Bayesian Analysis Mathematics

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Research Output 2014 2019

Ergodicity of the zigzag process

Bierkens, J., Roberts, G. O. & Zitt, PIERRE. A., 1 Jan 2019, In : Annals of Applied Probability. 29, 4, p. 2266-2301 36 p.

Research output: Contribution to JournalReview articleAcademicpeer-review

Zigzag
Ergodicity
Target
Piecewise Deterministic Markov Process
Stochastic Stability

The zig-zag process and super-efficient sampling for Bayesian analysis of big data 1

Bierkens, J., Fearnhead, P. & Roberts, G., 1 Jun 2019, In : Annals of Statistics. 47, 3, p. 1288-1320 33 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Zigzag
Bayesian Analysis
MCMC Methods
Subsampling
Posterior distribution

Piecewise deterministic Markov processes for continuous-time Monte Carlo

Fearnhead, P., Bierkens, J., Pollock, M. & Roberts, G. O., 1 Aug 2018, In : Statistical Science. 33, 3, p. 386-412 27 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Piecewise Deterministic Markov Process
Monte Carlo Algorithm
Continuous Time
Markov Chain Monte Carlo
Posterior distribution

Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains

Bierkens, J., Bouchard-Côté, A., Doucet, A., Duncan, A. B., Fearnhead, P., Lienart, T., Roberts, G. & Vollmer, S. J., 1 May 2018, In : Statistics and Probability Letters. 136, p. 148-154 7 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Piecewise Deterministic Markov Process
Monte Carlo Algorithm
Deterministic Algorithm
Posterior distribution
Iteration

A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model

Bierkens, J. & Roberts, G., 1 Apr 2017, In : Annals of Applied Probability. 27, 2, p. 846-882 37 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Metropolis-Hastings
Scaling Limit
Model
Jump
Scaling