Edit Profile (opens in new tab) Bierkens, Joris Compute Distance To: Compute Author ID: bierkens.joris Published as: Bierkens, Joris External Links: MGP Documents Indexed: 24 Publications since 2009 Co-Authors: 23 Co-Authors with 21 Joint Publications 568 Co-Co-Authors all top 5 Co-Authors 3 single-authored 6 Roberts, Gareth O. 3 Fearnhead, Paul 3 Kappen, Hilbert J. 3 Schauer, Moritz 3 van der Meulen, Frank Henri 3 van Gaans, Onno Ward 3 Verduyn Lunel, Sjoerd M. 2 Bertazzi, Andrea 2 Chernyak, Vladimir Y. 2 Chertkov, Michael 2 Duncan, Andrew B. 2 Grazzi, Sebastiano 1 Bouchard-Côté, Alexandre 1 Dobson, Paul W. 1 Doucet, Arnaud 1 Kamatani, Kengo 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 all top 5 Serials 4 The Annals of Applied Probability 3 Statistics and Computing 2 Advances in 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 Stochastic Processes and their Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Bernoulli 1 Journal of Evolution Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Physics A: Mathematical and Theoretical all top 5 Fields 19 Probability theory and stochastic processes (60-XX) 11 Numerical analysis (65-XX) 6 Statistics (62-XX) 4 Operator theory (47-XX) 4 Systems theory; control (93-XX) 3 Ordinary differential equations (34-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 Dynamical systems and ergodic theory (37-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 21 Publications have been cited 220 times in 115 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 57 2019 Non-reversible Metropolis-Hastings. Zbl 1360.65040Bierkens, Joris 27 2016 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039Bierkens, Joris; Roberts, Gareth 27 2017 Ergodicity of the zigzag process. Zbl 1467.60020Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 22 2019 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 20 2018 Limit theorems for the zig-zag process. Zbl 1433.65008Bierkens, Joris; Duncan, Andrew 14 2017 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 12 2018 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 6 2014 Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz 5 2020 Explicit solution of relative entropy weighted control. Zbl 1297.93181Bierkens, Joris; Kappen, Hilbert J. 4 2014 Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029Bierkens, Joris 4 2011 A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz 4 2021 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. 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 Large deviations for the empirical measure of the zig-zag process. Zbl 1482.60042Bierkens, Joris; Nyquist, Pierre; Schlottke, Mikola C. 2 2021 Dissipativity of the delay semigroup. Zbl 1365.34130Bierkens, Joris; van Gaans, Onno 2 2014 Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 2 2010 Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050Bierkens, Joris 2 2011 Adaptive schemes for piecewise deterministic Monte Carlo algorithms. Zbl 1501.65001Bertazzi, Andrea; Bierkens, Joris 2 2022 Spectral analysis of the zigzag process. Zbl 07557523Bierkens, Joris; Lunel, Sjoerd M. Verduyn 1 2022 Approximations of piecewise deterministic Markov processes and their convergence properties. Zbl 1500.60044Bertazzi, Andrea; Bierkens, Joris; Dobson, Paul 1 2022 Adaptive schemes for piecewise deterministic Monte Carlo algorithms. Zbl 1501.65001Bertazzi, Andrea; Bierkens, Joris 2 2022 Spectral analysis of the zigzag process. Zbl 07557523Bierkens, Joris; Lunel, Sjoerd M. Verduyn 1 2022 Approximations of piecewise deterministic Markov processes and their convergence properties. Zbl 1500.60044Bertazzi, Andrea; Bierkens, Joris; Dobson, Paul 1 2022 A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz 4 2021 Large deviations for the empirical measure of the zig-zag process. Zbl 1482.60042Bierkens, Joris; Nyquist, Pierre; Schlottke, Mikola C. 2 2021 Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz 5 2020 The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 57 2019 Ergodicity of the zigzag process. Zbl 1467.60020Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 22 2019 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 20 2018 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 12 2018 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039Bierkens, Joris; Roberts, Gareth 27 2017 Limit theorems for the zig-zag process. Zbl 1433.65008Bierkens, Joris; Duncan, Andrew 14 2017 Non-reversible Metropolis-Hastings. Zbl 1360.65040Bierkens, Joris 27 2016 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 6 2014 Explicit solution of relative entropy weighted control. Zbl 1297.93181Bierkens, Joris; Kappen, Hilbert J. 4 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. 3 2014 Dissipativity of the delay semigroup. Zbl 1365.34130Bierkens, Joris; van Gaans, Onno 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 2 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 200 Authors 15 Bierkens, Joris 8 Roberts, Gareth O. 5 Huang, Lu-Jing 4 Durmus, Alain 4 Fearnhead, Paul 4 Guillin, Arnaud 4 Monmarché, Pierre 4 Schauer, Moritz 4 van der Meulen, Frank Henri 3 Andrieu, Christophe 3 Chen, Ting-Li 3 Choi, Michael C. H. 3 Dang, Khue-Dung 3 Dobson, Paul W. 3 Kohn, Robert J. 3 Liu, Kai 3 Mao, Yonghua 3 Nüsken, Nikolas 3 Ottobre, Michela 3 Quiroz, Matias 3 Spiliopoulos, Konstantinos V. 3 Tran, Minh Ngoc 3 Villani, Mattias 2 Bertazzi, Andrea 2 Bouchard-Côté, Alexandre 2 Cotter, Simon L. 2 Doucet, Arnaud 2 Duncan, Andrew B. 2 Ferré, Grégoire 2 Fox, Emily B. 2 Górajski, Mariusz 2 Grazzi, Sebastiano 2 Jack, Robert L. 2 Kaiser, Marcus 2 Kamatani, Kengo 2 Lu, Jianfeng 2 Ma, Yian 2 Maire, Florian 2 Michel, Manon 2 Nemeth, Christopher 2 Pollock, Murray 2 Ran, André C. M. 2 Russell, Paul T. 2 van Gaans, Onno Ward 2 Verduyn Lunel, Sjoerd M. 2 Wang, Andi Q. 2 Wang, Lihan 2 Zimmer, Johannes 2 Zitt, Pierre-André 1 Aihara, Kazuyuki 1 Alquier, Pierre 1 Anehila, B. 1 Apers, Simon 1 Aristoff, David 1 Arnaudon, Alexis 1 Bai, Handong 1 Baker, Jack W. 1 Banerjee, Sudipto 1 Bartlett, Peter L. 1 Bastide, Paul 1 Bayen, Térence 1 Bertoli, F. 1 Beskos, Alexandros 1 Birrell, Paul J. 1 Bishop, Adrian N. 1 Bou-Rabee, Nawaf M. 1 Cai, He 1 Cappello, Lorenzo 1 Cazenave-Lacroutz, Henri 1 Chatterji, Niladri S. 1 Chen, Gui-Qiang G. 1 Chen, Tianqi 1 Cheng, Xiang 1 Clairon, Quentin 1 Clarté, Grégoire 1 Corbella, Alice 1 Cotter, Colin John 1 Coville, Jerome 1 Cox, Sonja Gisela 1 Crisan, Dan O. 1 de Angelis, Daniela 1 De Carlo, Leonardo 1 De Gregorio, Alessandro 1 Deligiannidis, George 1 Dexheimer, Niklas 1 Di Crescenzo, Antonio 1 Diez, Antoine 1 Eberle, Andreas 1 Engländer, János 1 Ermiş, Beyza 1 Feydy, Jean 1 Finley, Andrew O. 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 ...and 100 more Authors all top 5 Cited in 55 Serials 12 Statistics and Computing 9 The Annals of Applied Probability 6 Journal of Statistical Physics 6 Statistics & Probability Letters 4 Stochastic Processes and their Applications 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Electronic Journal of Probability 4 Journal of Computational and Graphical Statistics 4 SIAM/ASA Journal on Uncertainty Quantification 3 Journal of the American Statistical Association 3 Journal of Applied Probability 3 Bernoulli 3 Electronic Journal of Statistics 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Statistical Science 2 Journal of Theoretical Probability 2 Journal of Machine Learning Research (JMLR) 2 The Annals of Applied Statistics 1 International Journal of Control 1 Reports on Mathematical Physics 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 Automatica 1 Integral Equations and Operator Theory 1 Journal of Differential Equations 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Quaestiones Mathematicae 1 Semigroup Forum 1 SIAM Journal on Control and Optimization 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 SIAM Journal on Scientific Computing 1 Combinatorics, Probability and Computing 1 Electronic Communications in Probability 1 Communications in Nonlinear Science and Numerical Simulation 1 Computational Geosciences 1 Methodology and Computing in Applied Probability 1 Annales Henri Poincaré 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models 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 all top 5 Cited in 21 Fields 73 Probability theory and stochastic processes (60-XX) 53 Numerical analysis (65-XX) 36 Statistics (62-XX) 11 Statistical mechanics, structure of matter (82-XX) 8 Partial differential equations (35-XX) 8 Operator theory (47-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Computer science (68-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Ordinary differential equations (34-XX) 5 Systems theory; control (93-XX) 4 Operations research, mathematical programming (90-XX) 3 Biology and other natural sciences (92-XX) 2 Differential geometry (53-XX) 2 Geophysics (86-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 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year