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Author ID: bierkens.joris Recent zbMATH articles by "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

Publications by Year

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
40
2019
Non-reversible Metropolis-Hastings. Zbl 1360.65040
Bierkens, Joris
22
2016
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039
Bierkens, Joris; Roberts, Gareth
19
2017
Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O.
12
2018
Ergodicity of the zigzag process. Zbl 1467.60020
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André
11
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.
10
2018
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
8
2017
Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029
Bierkens, Joris
4
2011
Explicit solution of relative entropy weighted control. Zbl 1297.93181
Bierkens, Joris; Kappen, Hilbert J.
4
2014
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
4
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
3
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
3
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
2
2010
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050
Bierkens, Joris
2
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.
2
2014
Dissipativity of the delay semigroup. Zbl 1365.34130
Bierkens, Joris; van Gaans, Onno
2
2014
A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz
1
2021
A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019
Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz
1
2021
Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164
Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz
4
2020
The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008
Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth
40
2019
Ergodicity of the zigzag process. Zbl 1467.60020
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André
11
2019
Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O.
12
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.
10
2018
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039
Bierkens, Joris; Roberts, Gareth
19
2017
Limit theorems for the zig-zag process. Zbl 1433.65008
Bierkens, Joris; Duncan, Andrew
8
2017
Non-reversible Metropolis-Hastings. Zbl 1360.65040
Bierkens, Joris
22
2016
Explicit solution of relative entropy weighted control. Zbl 1297.93181
Bierkens, Joris; Kappen, Hilbert J.
4
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
3
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.
2
2014
Dissipativity of the delay semigroup. Zbl 1365.34130
Bierkens, Joris; van Gaans, Onno
2
2014
Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029
Bierkens, Joris
4
2011
Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050
Bierkens, Joris
2
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
2
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
3
2009
all top 5

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
all top 5

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

Citations by Year