Joris Bierkens

dr. ir. J. Bierkens
Delft Institute of Applied Mathematics
TU Delft
Mekelweg 4
2628 CD Delft
The Netherlands

My interest lies in the computational challenges arising in Bayesian statistics and statistical physics. This means that I am mostly developing and analyzing new Markov Chain Monte Carlo (MCMC) algorithms.

At the moment my research has a strong focus on the use of Piecewise Deterministic Markov Processes for Monte Carlo purposes. This discovery opens up a new family of elegant algorithms which can be efficient in challenging settings. Naturally, this discovery also leads to many further open questions. See the project page for an overview.

I am an Associate Editor for the Applied Probability Trust, dealing with the Journal of Applied Probability and Advances in Applied Probability.

Projects for students

Feel free to contact me if you would like to carry out a research project (BSc/MSc) in the direction of Markov Chain Monte Carlo, stochastic processes, or probabilistic computation in physics, statistics and/or statistical learning.

Information for companies

R&D professionals with research questions concerning Bayesian statistics and in particular Markov Chain Monte Carlo methods are welcome to contact me.