George Deligiannidis
George Deligiannidis
Associate Professor in Statistics, University of Oxford
Verifierad e-postadress på - Startsida
TitelCiteras avÅr
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
A Doucet, MK Pitt, G Deligiannidis, R Kohn
Biometrika 102 (2), 295-313, 2015
The Correlated Pseudo-Marginal Method
G Deligiannidis, A Doucet, MK Pitt
JRSSB 80 (5), 839–870, 2015
Piecewise-Deterministic Markov Chain Monte Carlo
P Vanetti, A Bouchard-Côté, G Deligiannidis, A Doucet
arXiv preprint arXiv:1707.05296, 2017
Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory
G Deligiannidis, SA Utev
Siberian mathematical journal 52 (4), 639-650, 2011
Optimal Stopping for processes with independent increments, and applications
G Deligiannidis, H Le, S Utev
Journal of Applied Probability 46 (4), 1130-1145, 2009
Controlled sequential monte carlo
J Heng, AN Bishop, G Deligiannidis, A Doucet
arXiv preprint arXiv:1708.08396 (to appear in AoS), 2017
Exponential Ergodicity of the Bouncy Particle Sampler
G Deligiannidis, A Bouchard-Côté, A Doucet
to appear in Annals of Statistics arXiv:1705.04579, 2017
Which ergodic averages have finite asymptotic variance?
G Deligiannidis, A Lee
Annals of Applied Probability 28 (4), 2309-2334, 2018
Unbiased Markov chain Monte Carlo for intractable target distributions
L Middleton, G Deligiannidis, A Doucet, PE Jacob
arXiv preprint arXiv:1807.08691, 2018
Large sample asymptotics of the pseudo-marginal method
SM Schmon, G Deligiannidis, A Doucet, MK Pitt
arXiv preprint arXiv:1806.10060, 2018
Relative Complexity of Random Walks in Random Scenery in the absence of a weak invariance principle for the local times
G Deligiannidis, Z Kosloff
Annals of Probability 45 (4), 2505-2532, 2017
An asymptotic variance of the self-intersections of random walks
G Deligiannidis, S Utev
arXiv preprint arXiv:1004.4845, 2010
Scalable Metropolis-Hastings for exact Bayesian inference with large datasets
R Cornish, P Vanetti, A Bouchard-Côté, G Deligiannidis, A Doucet
arXiv preprint arXiv:1901.09881, 2019
Boundary of the Range of a random walk and the F\" olner property
G Deligiannidis, S Gouëzel, Z Kosloff
arXiv preprint arXiv:1810.10454, 2018
Randomized hamiltonian monte carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
G Deligiannidis, D Paulin, A Bouchard-Côté, A Doucet
arXiv preprint arXiv:1808.04299, 2018
Asymptotic variance of stationary reversible and normal Markov processes
G Deligiannidis, M Peligrad, S Utev
Electronic Journal of Probability 20, 1-26, 2014
Non-Reversible Parallel Tempering: an Embarassingly Parallel MCMC Scheme
S Syed, A Bouchard-Côté, G Deligiannidis, A Doucet
arXiv preprint arXiv:1905.02939, 2019
Unbiased smoothing using Particle Independent Metropolis-Hastings
A Doucet, G Deligiannidis, L Middleton, P Jacob
MLR Press, 2019
Optimal bounds for the variance of self-intersection local times
G Deligiannidis, S Utev
International Journal of Stochastic Analysis 2016, 2016
Variance of partial sums of stationary sequences
G Deligiannidis, S Utev
Annals of Probability 41 (5), 3606-3616, 2013
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