139 citations · 616 across the 32 of their papers we have counts for
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math.PR2018★ 13 cited
Simulation of elliptic and hypo-elliptic conditional diffusions
Joris Bierkens, Frank van der Meulen, Moritz Schauer
Suppose is a multidimensional diffusion process. Assume that at time zero the state of is fully observed, but at time only linear combinations of its components are o…
math.PR2018★ 2 cited
High-dimensional scaling limits of piecewise deterministic sampling algorithms
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts
Piecewise deterministic Markov processes are an important new tool in the design of Markov Chain Monte Carlo algorithms. Two examples of fundamental importance are the Bouncy Parti…