## Bierkens, Joris

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 Author ID: bierkens.joris Published as: Bierkens, Joris External Links: MGP
 Documents Indexed: 19 Publications since 2009 Co-Authors: 20 Co-Authors with 16 Joint Publications 529 Co-Co-Authors
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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 Schauer, Moritz 2 van der Meulen, Frank Henri 2 Verduyn Lunel, Sjoerd M. 1 Bouchard-Côté, Alexandre 1 Doucet, Arnaud 1 Grazzi, Sebastiano 1 Lienart, Thibaut 1 Nyquist, Pierre 1 Pollock, Murray 1 Ran, André C. M. 1 Schlottke, Mikola C. 1 Vollmer, Sebastian J. 1 Zitt, Pierre-André
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### Serials

 3 The Annals of Applied Probability 2 Advances in Applied Probability 2 Statistics and Computing 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
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### Fields

 14 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 5 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

17 Publications have been cited 149 times in 87 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 continuous-time Monte Carlo. Zbl 1403.62148
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O.
2018
Ergodicity of the zigzag process. Zbl 1467.60020
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André
2019
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J.
2018
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
2017
Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029
Bierkens, Joris
2011
Explicit solution of relative entropy weighted control. Zbl 1297.93181
Bierkens, Joris; Kappen, Hilbert J.
2014
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
2020
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
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
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050
Bierkens, Joris
2011
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
Dissipativity of the delay semigroup. Zbl 1365.34130
Bierkens, Joris; van Gaans, Onno
2014
A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz
2021
A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz
2021
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
2020
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 1467.60020
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André
2019
Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O.
2018
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J.
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
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
Dissipativity of the delay semigroup. Zbl 1365.34130
Bierkens, Joris; van Gaans, Onno
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 154 Authors

 10 Bierkens, Joris 5 Roberts, Gareth O. 4 Durmus, Alain 4 Fearnhead, Paul 4 Huang, Lu-Jing 4 Monmarché, Pierre 3 Andrieu, Christophe 3 Choi, Michael C. H. 3 Dang, Khue-Dung 3 Guillin, Arnaud 3 Kohn, Robert J. 3 Nüsken, Nikolas 3 Ottobre, Michela 3 Quiroz, Matias 3 Schauer, Moritz 3 Tran, Minh Ngoc 3 van der Meulen, Frank Henri 3 Villani, Mattias 2 Bouchard-Côté, Alexandre 2 Chen, Ting-Li 2 Cotter, Simon L. 2 Dobson, Paul W. 2 Doucet, Arnaud 2 Duncan, Andrew B. 2 Ferré, Grégoire 2 Fox, Emily B. 2 Górajski, Mariusz 2 Jack, Robert L. 2 Kaiser, Marcus 2 Ma, Yian 2 Maire, Florian 2 Mao, Yonghua 2 Nemeth, Christopher 2 Pollock, Murray 2 Russell, Paul T. 2 Spiliopoulos, Konstantinos V. 2 van Gaans, Onno Ward 2 Wang, Andi Q. 2 Zimmer, Johannes 2 Zitt, Pierre-André 1 Aihara, Kazuyuki 1 Alquier, Pierre 1 Apers, Simon 1 Aristoff, David 1 Arnaudon, Alexis 1 Baker, Jack W. 1 Bartlett, Peter L. 1 Bastide, Paul 1 Bertoli, F. 1 Beskos, Alexandros 1 Birrell, Paul J. 1 Bishop, Adrian N. 1 Chatterji, Niladri S. 1 Chen, Gui-Qiang G. 1 Chen, Tianqi 1 Cheng, Xiang 1 Cotter, Colin John 1 Cox, Sonja Gisela 1 Crisan, Dan O. 1 de Angelis, Daniela 1 De Carlo, Leonardo 1 De Gregorio, Alessandro 1 Deligiannidis, George 1 Di Crescenzo, Antonio 1 Ermiş, Beyza 1 Flammarion, Nicolas 1 Friel, Nial 1 Fursov, Ilya 1 Gabrielli, Davide 1 Girardin, Léo 1 Goldman, Jacob Vorstrup 1 Gómez, Vicenç 1 Goulder, Philip 1 Grazzi, Sebastiano 1 Haskell, William Benjamin 1 Held, Leonhard 1 Holderrieth, Peter 1 Honnappa, Harsha 1 Huntsman, Steve 1 Hwang, Chii-Ruey 1 Iafrate, Francesco 1 Jasra, Ajay 1 Ji, Xiang 1 Jordan, Michael Irwin 1 Jourdain, Benjamin 1 Kamatani, Kengo 1 Kantas, Nikolas 1 Kappen, Hilbert J. 1 Kendall, Wilfrid S. 1 Kevrekidis, Ioannis George 1 Kim, Sehwan 1 Kushel, Olga Yur’evna 1 Latz, Jonas 1 Lelièvre, Tony 1 Lemey, Philippe 1 Liang, Faming 1 Liao, Yin-Ting 1 Lienart, Thibaut 1 Liu, Kai 1 Livingstone, Samuel ...and 54 more Authors
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### Cited in 50 Serials

 8 The Annals of Applied Probability 8 Statistics and Computing 5 Journal of Statistical Physics 4 Statistics & Probability Letters 4 SIAM/ASA Journal on Uncertainty Quantification 3 Stochastic Processes and their Applications 3 Electronic Journal of Probability 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Journal of Theoretical Probability 2 Journal of Machine Learning Research (JMLR) 2 Electronic Journal of Statistics 2 The Annals of Applied Statistics 2 Journal of Computational and Graphical Statistics 1 International Journal of Control 1 Reports on Mathematical Physics 1 The Annals of Statistics 1 Applied Mathematics and Optimization 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 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 SIAM Journal on Scientific Computing 1 Combinatorics, Probability and Computing 1 Electronic Communications in Probability 1 Bernoulli 1 Communications in Nonlinear Science and Numerical Simulation 1 Computational Geosciences 1 Methodology and Computing in Applied Probability 1 Annales Henri Poincaré 1 Communications on Pure and Applied Analysis 1 Journal of Statistical Mechanics: Theory and Experiment 1 Mathematical Biosciences and Engineering 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Complex Analysis and Operator Theory 1 SIAM Journal on Imaging Sciences 1 Sankhyā. Series A 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Journal of the Japan Statistical Society. Japanese Issue 1 SN Partial Differential Equations and Applications
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### Cited in 20 Fields

 56 Probability theory and stochastic processes (60-XX) 41 Numerical analysis (65-XX) 25 Statistics (62-XX) 10 Statistical mechanics, structure of matter (82-XX) 8 Partial differential equations (35-XX) 6 Operator theory (47-XX) 5 Computer science (68-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Ordinary differential equations (34-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Systems theory; control (93-XX) 3 Operations research, mathematical programming (90-XX) 2 Differential geometry (53-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)