Edit Profile Bierkens, Joris Compute Distance To: Compute Author ID: bierkens.joris Published as: Bierkens, Joris External Links: MGP Documents Indexed: 17 Publications since 2009 all top 5 Co-Authors 3 single-authored 5 Roberts, Gareth O. 3 Fearnhead, Paul 3 Kappen, Hilbert J. 3 van Gaans, Onno Ward 2 Chernyak, Vladimir Y. 2 Chertkov, Michael 2 Duncan, Andrew B. 2 Verduyn Lunel, Sjoerd M. 1 Bouchard-Côté, Alexandre 1 Doucet, Arnaud 1 Lienart, Thibaut 1 Pollock, Murray 1 Ran, André C. M. 1 Schauer, Moritz 1 van der Meulen, Frank Henri 1 Vollmer, Sebastian J. 1 Zitt, Pierre-André all top 5 Serials 2 Advances in Applied Probability 2 The Annals of Applied Probability 1 Journal of Mathematical Analysis and Applications 1 The Annals of Statistics 1 Integral Equations and Operator Theory 1 Journal of Differential Equations 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Statistical Science 1 Linear Algebra and its Applications 1 Journal of Evolution Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Physics A: Mathematical and Theoretical 1 Statistics and Computing all top 5 Fields 12 Probability theory and stochastic processes (60-XX) 7 Numerical analysis (65-XX) 4 Statistics (62-XX) 4 Systems theory; control (93-XX) 3 Ordinary differential equations (34-XX) 3 Operator theory (47-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Partial differential equations (35-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 86 times in 53 Documents Cited by ▼ Year ▼ The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 18 2019 Non-reversible Metropolis-Hastings. Zbl 1360.65040Bierkens, Joris 18 2016 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039Bierkens, Joris; Roberts, Gareth 12 2017 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 06892186Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 7 2018 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 6 2018 Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029Bierkens, Joris 4 2011 Ergodicity of the zigzag process. Zbl 07120709Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 3 2019 Limit theorems for the zig-zag process. Zbl 1433.65008Bierkens, Joris; Duncan, Andrew 3 2017 Explicit solution of relative entropy weighted control. Zbl 1297.93181Bierkens, Joris; Kappen, Hilbert J. 3 2014 Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup. Zbl 1239.60050Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 3 2009 A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable? Zbl 1291.15017Bierkens, Joris; Ran, André 2 2014 Dissipativity of the delay semigroup. Zbl 1365.34130Bierkens, Joris; van Gaans, Onno 2 2014 Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current. Zbl 1285.82032Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J. 2 2014 Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050Bierkens, Joris 2 2011 Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 1 2010 The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 18 2019 Ergodicity of the zigzag process. Zbl 07120709Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 3 2019 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 06892186Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 7 2018 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 6 2018 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039Bierkens, Joris; Roberts, Gareth 12 2017 Limit theorems for the zig-zag process. Zbl 1433.65008Bierkens, Joris; Duncan, Andrew 3 2017 Non-reversible Metropolis-Hastings. Zbl 1360.65040Bierkens, Joris 18 2016 Explicit solution of relative entropy weighted control. Zbl 1297.93181Bierkens, Joris; Kappen, Hilbert J. 3 2014 A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable? Zbl 1291.15017Bierkens, Joris; Ran, André 2 2014 Dissipativity of the delay semigroup. Zbl 1365.34130Bierkens, Joris; van Gaans, Onno 2 2014 Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current. Zbl 1285.82032Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J. 2 2014 Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029Bierkens, Joris 4 2011 Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050Bierkens, Joris 2 2011 Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 1 2010 Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup. Zbl 1239.60050Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 3 2009 all cited Publications top 5 cited Publications all top 5 Cited by 91 Authors 9 Bierkens, Joris 4 Fearnhead, Paul 4 Huang, Lu-Jing 4 Roberts, Gareth O. 3 Ottobre, Michela 2 Chen, Ting-Li 2 Choi, Michael C. H. 2 Cotter, Simon L. 2 Duncan, Andrew B. 2 Ferré, Grégoire 2 Fox, Emily B. 2 Górajski, Mariusz 2 Guillin, Arnaud 2 Jack, Robert L. 2 Kaiser, Marcus 2 Liu, Kai 2 Maire, Florian 2 Mao, Yonghua 2 Monmarché, Pierre 2 Nemeth, Christopher 2 Russell, Paul T. 2 Spiliopoulos, Konstantinos V. 2 van Gaans, Onno Ward 2 Zimmer, Johannes 1 Alquier, Pierre 1 Aristoff, David 1 Baker, Jack W. 1 Bertoli, F. 1 Birrell, Paul J. 1 Bishop, Adrian N. 1 Bouchard-Côté, Alexandre 1 Chen, Gui-Qiang G. 1 Chen, Tianqi 1 Cotter, Colin John 1 Cox, Sonja Gisela 1 Dang, Khue-Dung 1 de Angelis, Daniela 1 De Carlo, Leonardo 1 Dobson, Paul W. 1 Doucet, Arnaud 1 Durmus, Alain 1 Ermiş, Beyza 1 Friel, Nial 1 Fursov, Ilya 1 Gabrielli, Davide 1 Girardin, Léo 1 Gómez, Vicenç 1 Held, Leonhard 1 Hwang, Chii-Ruey 1 Kappen, Hilbert J. 1 Kendall, Wilfrid S. 1 Kevrekidis, Ioannis George 1 Kohn, Robert J. 1 Kushel, Olga Yur’evna 1 Liao, Yin-Ting 1 Lienart, Thibaut 1 Liu, Kai 1 Lord, Gabriel James 1 Ma, Yian 1 Mijatović, Aleksandar 1 Nectoux, Boris 1 Nüsken, Nikolas 1 Pang, Peter H. C. 1 Pavliotis, Grigorios A. 1 Pebody, Richard G. 1 Pillai, Natesh S. 1 Pollock, Murray 1 Quiroz, Matias 1 Ran, André C. M. 1 Rey-Bellet, Luc 1 Robert, Christian P. Robert 1 Sangalli, Laura Maria 1 Stoltz, Gabriel 1 Thalmeier, Dominik 1 Tom, Brian D. M. 1 Totaro, Simone 1 Touchette, Hugo 1 Tran, Minh Ngoc 1 Verduyn Lunel, Sjoerd M. 1 Vialaret, Marie 1 Villani, Mattias 1 Vogrinc, Jure 1 Vollmer, Sebastian J. 1 Wang, Wei 1 Wang, Xiulian 1 Wernisch, Lorenz 1 Wu, Changye 1 Wu, Chi-Hao 1 Wu, Lei 1 Yıldırım, Sinan 1 Zitt, Pierre-André all top 5 Cited in 34 Serials 5 Journal of Statistical Physics 5 Statistics and Computing 4 Statistics & Probability Letters 4 SIAM/ASA Journal on Uncertainty Quantification 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Journal of Theoretical Probability 2 The Annals of Applied Probability 2 Electronic Journal of Probability 1 International Journal of Control 1 Reports on Mathematical Physics 1 Integral Equations and Operator Theory 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Semigroup Forum 1 SIAM Journal on Control and Optimization 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Statistical Science 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Linear Algebra and its Applications 1 SIAM Review 1 Stochastic Processes and their Applications 1 Computational Geosciences 1 Methodology and Computing in Applied Probability 1 Annales Henri Poincaré 1 Journal of Machine Learning Research (JMLR) 1 Communications on Pure and Applied Analysis 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The Annals of Applied Statistics 1 Sankhyā. Series A 1 Stochastic and Partial Differential Equations. Analysis and Computations all top 5 Cited in 16 Fields 33 Probability theory and stochastic processes (60-XX) 25 Numerical analysis (65-XX) 14 Statistics (62-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Partial differential equations (35-XX) 6 Operator theory (47-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Ordinary differential equations (34-XX) 4 Systems theory; control (93-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year