Joris Bierkens - Publications

In (reverse) chronological order (with respect to preprint appearance on
  1. Spectral analysis of the zigzag process, with Sjoerd M. Verduyn Lunel, submitted, 2019 [arXiv:1905.01691]
  2. Simulation of elliptic and hypo-elliptic conditional diffusions, with Frank van der Meulen and Moritz Schauer, to appear in Advances in Applied Probability, 2019 [arXiv:1810.01761]
  3. High-dimensional scaling limits of piecewise deterministic sampling algorithms, with Kengo Kamatani and Gareth Roberts, submitted, 2018 [arXiv:1807.11358]
  4. Ergodicity of the zigzag process, with Gareth Roberts and Pierre-André Zitt, Annals of Applied Probability 29 (4), 2019 [journal] [arXiv:1712.09875]
  5. 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]
  6. 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]
  7. Limit theorems for the Zig-Zag process, with Andrew Duncan, Advances in Applied Probability 49 (3), 2017 [journal] [arXiv:1607.08845]
  8. 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]
  9. 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]
  10. Non-reversible Metropolis-Hastings, Statistics and Computing 26 (6), 2016 [journal] [arXiv:1401.8087]
  11. 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]
  12. 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]
  13. 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]
  14. Explicit solution of relative entropy weighted control, with Hilbert J. Kappen, Systems & Control Letters 72, 2014 [journal] [arXiv:1205.6946]
  15. Dissipativity of the delay semigroup, with Onno van Gaans, Journal of Differential Equations 257 (7), 2014 [journal] [arXiv:1202.3792]
  16. Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions, Journal of Mathematical Analysis and Applications 379 (2), 2011 [journal] [pdf]
  17. Pathwise stability of degenerate stochastic evolutions, Integral Equations and Operator Theory 69 (1), 2011 [journal] [pdf]
  18. 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]
  19. 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]
  20. 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]

My publications on, Google Scholar, zbMATH, MathSciNet, Mendeley