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## Bierkens, Joris

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 Author ID: bierkens.joris Published as: Bierkens, Joris External Links: MGP
 Documents Indexed: 17 Publications since 2009
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#### 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
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#### 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
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#### 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)

#### 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 1417.65008
Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth
2019
Non-reversible Metropolis-Hastings. Zbl 1360.65040
Bierkens, Joris
2016
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039
Bierkens, Joris; Roberts, Gareth
2017
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 06892186
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J.
2018
Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O.
2018
Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029
Bierkens, Joris
2011
Ergodicity of the zigzag process. Zbl 07120709
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André
2019
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
2017
Explicit solution of relative entropy weighted control. Zbl 1297.93181
Bierkens, Joris; Kappen, Hilbert J.
2014
Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup. Zbl 1239.60050
Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd
2009
A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable? Zbl 1291.15017
Bierkens, Joris; Ran, André
2014
Dissipativity of the delay semigroup. Zbl 1365.34130
Bierkens, Joris; van Gaans, Onno
2014
Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current. Zbl 1285.82032
Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.
2014
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050
Bierkens, Joris
2011
Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160
Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd
2010
The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008
Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth
2019
Ergodicity of the zigzag process. Zbl 07120709
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André
2019
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 06892186
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J.
2018
Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O.
2018
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039
Bierkens, Joris; Roberts, Gareth
2017
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
2017
Non-reversible Metropolis-Hastings. Zbl 1360.65040
Bierkens, Joris
2016
Explicit solution of relative entropy weighted control. Zbl 1297.93181
Bierkens, Joris; Kappen, Hilbert J.
2014
A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable? Zbl 1291.15017
Bierkens, Joris; Ran, André
2014
Dissipativity of the delay semigroup. Zbl 1365.34130
Bierkens, Joris; van Gaans, Onno
2014
Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current. Zbl 1285.82032
Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.
2014
Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029
Bierkens, Joris
2011
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050
Bierkens, Joris
2011
Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160
Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd
2010
Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup. Zbl 1239.60050
Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd
2009
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#### 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
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#### 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
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#### 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)