Joris Bierkens - Publications

In (reverse) chronological order (with respect to preprint appearance on arXiv.org)
  1. Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets, with Kengo Kamatani and Gareth Roberts, submitted, 2023 [arXiv:2305.00694]
  2. Methods and applications of PDMP samplers with boundary conditions, with Sebastiano Grazzi, Gareth Roberts and Moritz Schauer, submitted, 2023 [arXiv:2303.08023]
  3. Federated Bayesian Computation via Piecewise Deterministic Markov Processes, with Andrew Duncan, submitted, 2022 [arXiv:2210.13816]
  4. Infinite Dimensional Piecewise Deterministic Markov Processes, with Paul Dobson, Stochastic Processes and their Applications 165, 2023 [open access] [arXiv:2205.11452]
  5. Strong Invariance Principles for Ergodic Markov Processes, with Ardjen Pengel, Electronic Journal of Statistics 18 (1), 2024 [open access] [arXiv:2111.12603]
  6. Approximations of Piecewise Deterministic Markov Processes and their convergence properties, with Andrea Bertazzi and Paul Dobson, Stochastic Processes and their Applications 154, 2022 [open access] [arXiv:2109.11827]
  7. Sticky PDMP samplers for sparse and local inference problems, with Sebastiano Grazzi, Moritz Schauer and Frank van der Meulen, Statistics and Computing 31, 2021 [open access] [arXiv:2103.08478]
  8. Adaptive Schemes for Piecewise Deterministic Monte Carlo Algorithms, with Andrea Bertazzi, Bernoulli 28 (4), 2022 [journal] [pdf] [arXiv:2012.13924]
  9. The Boomerang Sampler, with Sebastiano Grazzi, Kengo Kamatani and Gareth Roberts, International Conference on Machine Learning, 2020 [proceedings] [arXiv:2006.13777] [code]
  10. A piecewise deterministic Monte Carlo method for diffusion bridges, with Sebastiano Grazzi, Frank van der Meulen and Moritz Schauer, Statistics and Computing 31, 2021 [journal] [arXiv:2001.05889]
  11. Large deviations for the empirical measure of the zig-zag process, with Pierre Nyquist and Mikola Schlottke, Annals of Applied Probability 31 (6), 2021 [journal] [arXiv:1912.06635]
  12. Spectral analysis of the zigzag process, with Sjoerd M. Verduyn Lunel, Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques 58 (2), 2022 [journal] [pdf] [arXiv:1905.01691]
  13. Simulation of elliptic and hypo-elliptic conditional diffusions, with Frank van der Meulen and Moritz Schauer, Advances in Applied Probability 52 (1), 2020 [journal] [arXiv:1810.01761]
  14. High-dimensional scaling limits of piecewise deterministic sampling algorithms, with Kengo Kamatani and Gareth Roberts, Annals of Applied Probability 32 (5), 2022 [journal] [arXiv:1807.11358]
  15. Ergodicity of the zigzag process, with Gareth Roberts and Pierre-André Zitt, Annals of Applied Probability 29 (4), 2019 [journal] [arXiv:1712.09875]
  16. Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains, with A. Bouchard-Côté, A. Doucet, A.B. Duncan, P. Fearnhead, T. Lienart, G. Roberts and S.J. Vollmer, Statistics & Probability Letters 136, 2018 [journal] [arXiv:1701.04244]
  17. Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo, with Paul Fearnhead, Murray Pollock and Gareth Roberts, Statistical Science 33 (3), 2018 [journal] [arXiv:1611.07873]
  18. Limit theorems for the Zig-Zag process, with Andrew Duncan, Advances in Applied Probability 49 (3), 2017 [journal] [arXiv:1607.08845]
  19. The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data, with Paul Fearnhead and Gareth Roberts, Annals of Statistics 47 (3), 2019 [journal] [pdf] [arXiv:1607.03188] [supplement]
  20. A piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model, with Gareth Roberts, Annals of Applied Probability 27 (2), 2017 [journal] [pdf] [arXiv:1509.00302]
  21. Non-reversible Metropolis-Hastings, Statistics and Computing 26 (6), 2016 [journal] [arXiv:1401.8087]
  22. A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable?, with André Ran, Journal of Linear Algebra and its Applications 457, 2014 [journal] [arXiv:1312.2491]
  23. Stochastic optimal control as non-equilibrium statistical mechanics: Calculus of variations over density and current, with Vladimir Y. Chernyak, Michael Chertkov and Hilbert J. Kappen, Journal of Physics A: Mathematical and Theoretical 47 (2), 2014 [journal] [arXiv:1306.6572]
  24. Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, with Vladimir Y. Chernyak, Michael Chertkov and Hilbert J. Kappen, Journal of Statistical Mechanics, 2016 [journal] [arXiv:1303.0126]
  25. Explicit solution of relative entropy weighted control, with Hilbert J. Kappen, Systems & Control Letters 72, 2014 [journal] [arXiv:1205.6946]
  26. Dissipativity of the delay semigroup, with Onno van Gaans, Journal of Differential Equations 257 (7), 2014 [journal] [arXiv:1202.3792]
  27. Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions, Journal of Mathematical Analysis and Applications 379 (2), 2011 [journal] [pdf]
  28. Pathwise stability of degenerate stochastic evolutions, Integral Equations and Operator Theory 69 (1), 2011 [journal] [pdf]
  29. Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant Coefficients, with Onno van Gaans and Sjoerd Verduyn Lunel, Journal of Stochastic Analysis and Applications 28 (5), 2010 [journal] [pdf]
  30. Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup, with Onno van Gaans and Sjoerd Verduyn Lunel, Journal of Evolution Equations 9 (4), 2009 [journal] [pdf]
  31. Tikhonov regularisation versus scale space: a new result, with Luc Florack and Remco Duits, Proceedings of the 11th IEEE International Conference on Image Processing, Singapore, 2004 [conference] [pdf]

Applications of probability and statistics

  1. Design of a head-support device for a novel head-only MRI scanner, with Mailin Lemke, Ben Parkinson, Jacob Marsh, and Edgar R Rodríguez Ramírez, Advanced Design Research 1 (1), 2023 [journal (open access)]

My publications on arXiv.org, Google Scholar, zbMATH, MathSciNet, ORCID