26 citations · 136 across the 22 of their papers we have counts for
28 papers
Optimal Markovian coupling for finite activity Lévy processes
Wilfrid S. Kendall, Mateusz B. Majka, Aleksandar Mijatović
We study optimal Markovian couplings of Markov processes, where the optimality is understood in terms of minimization of concave transport costs between the time-marginal distribut…
A Statistical Approach to Surface Metrology for 3D-Printed Stainless Steel
Chris. J. Oates, Wilfrid S. Kendall, Liam Fleming
Surface metrology is the area of engineering concerned with the study of geometric variation in surfaces. This paper explores the potential for modern techniques from spatial stati…
Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities
Jure Vogrinc, Wilfrid Stephen Kendall
For sufficiently smooth targets of product form it is known that the variance of a single coordinate of the proposal in RWM (Random walk Metropolis) and MALA (Metropolis adjusted L…
Rayleigh Random Flights on the Poisson line SIRSN
Wilfrid Stephen Kendall
We study scale-invariant Rayleigh Random Flights ("RRF") in random environments given by planar Scale-Invariant Random Spatial Networks ("SIRSN") based on speed-marked Poisson line…
Coupling of Brownian motions in Banach spaces
Elisabetta Candellero, Wilfrid S. Kendall
Consider a separable Banach space supporting a non-trivial Gaussian measure . The following is an immediate consequence of the theory of Gaussian measure on Banac…
Coupling Polynomial Stratonovich Integrals: the two-dimensional Brownian case
Sayan Banerjee, Wilfrid S. Kendall
We show how to build an immersion coupling of a two-dimensional Brownian motion along with integrals of the form $\int W_1^iW_2^j \c…