Research output per year
Research output per year
Research output
- 7 Article
Search results
-
2024
Divide-and-conquer Sequential Monte Carlo : properties and limit theorems
Kuntz, J., Crucinio, F. & Johansen, A. M., 1 Feb 2024, In: Annals of Applied Probability. 34, 1B, p. 1469-1523 55 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
Optimal scaling results for Moreau-Yosida Metropolis-adjusted Langevin algorithms
Crucinio, F. R., Durmus, A., Jiménez, P. & Roberts, G. O., 29 Jun 2024, (Accepted/In press) In: BERNOULLI.Research output: Contribution to journal › Article › peer-review
Open AccessFile172 Downloads (Pure) -
Solving a class of Fredholm integral equations of the first kind via Wasserstein gradient flows
Crucinio, F. R., De Bortoli, V., Doucet, A. & Johansen, A. M., Jul 2024, In: Stochastic Processes and Their Applications. 173, 104374.Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Downloads (Pure) -
2023
A divide-and-conquer sequential Monte Carlo approach to high-dimensional filtering
Crucinio, F. & Johansen, A. M., 2023, In: STATISTICA SINICA. 34, p. 1093-1113 21 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
A particle method for solving Fredholm equations of the first kind
Crucinio, F., Doucet, A. & Johansen, A. M., 2023, In: Journal of the American Statistical Association. 118Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Properties of marginal sequential Monte Carlo
Crucinio, F. & Johansen, A. M., 1 Dec 2023, In: Statistics & Probability Letters. 203Research output: Contribution to journal › Article › peer-review
-
2022
Product-form estimators : exploiting independence to scale up Monte Carlo
Kuntz, J., Crucinio, F. R. & Johansen, A. M., 2022, In: STATISTICS AND COMPUTING. 32, 1Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus)