Joris Bierkens

University of Warwick

Contact details

Telephone: (+44 24 765) 74508
j dot bierkens at warwick dot ac dot uk

Mailing address

Department of Statistics
University of Warwick
Coventry
CV4 7AL
United Kingdom

Research interests

  • Monte Carlo methods
  • Markov Processes

Links

Publications

profile for Joris Bierkens at MathOverflow, Q&A for professional mathematicians

3/6/2016: Our paper A piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model, in collaboration with Gareth Roberts, is accepted for publication in Annals of Applied Probability.
24/11/2015: The paper Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds, in collaboration with Vladimir Chernyak, Michael Chertkov and Bert Kappen is published in Journal of Statistical Mechanics.
23/09/2015: Thanks to all the speakers and attendants for a very lively and interesting Workshop Non-reversible MCMC, Monday 21 - Wednesday 23 September 2015
02/09/2015: New preprint A piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model, in collaboration with Gareth Roberts, available online.
20/08/2015: My paper Non-Reversible Metropolis-Hastings is published online in Statistics and Computing [Open Access] .

Research interests

Analysis and development of generic methods in the field of computational statistics. Currently I am working on

Current and previous collaborations


Last update: December 2015.