OxCSML : People : George Deligiannidis

Computational Statistics, Monte Carlo methods

Publications

2022

O. Clivio , F. Falck , B. Lehmann , G. Deligiannidis , C. Holmes , Neural score matching for high-dimensional causal inference, in International Conference on Artificial Intelligence and Statistics, 2022, 7076–7110.

@inproceedings{clivio2022neural,
  title = {Neural score matching for high-dimensional causal inference},
  author = {Clivio, Oscar and Falck, Fabian and Lehmann, Brieuc and Deligiannidis, George and Holmes, Chris},
  booktitle = {International Conference on Artificial Intelligence and Statistics},
  pages = {7076--7110},
  year = {2022},
  organization = {PMLR}
}

Y. Shi , V. De Bortoli , G. Deligiannidis , A. Doucet , Conditional Simulation Using Diffusion Schr\backslash" odinger Bridges, arXiv preprint arXiv:2202.13460, 2022.

@article{shi2022conditional,
  title = {Conditional Simulation Using Diffusion Schr$\backslash$" odinger Bridges},
  author = {Shi, Yuyang and De Bortoli, Valentin and Deligiannidis, George and Doucet, Arnaud},
  journal = {arXiv preprint arXiv:2202.13460},
  year = {2022}
}

E. Clerico , A. Shidani , G. Deligiannidis , A. Doucet , Chained Generalisation Bounds, in COLT 2022, 2022, no. arXiv:2203.00977.

@inproceedings{clerico2022chained,
  title = {Chained Generalisation Bounds},
  author = {Clerico, Eugenio and Shidani, Amitis and Deligiannidis, George and Doucet, Arnaud},
  booktitle = {COLT 2022},
  number = {arXiv:2203.00977},
  year = {2022}
}

A. Campbell , J. Benton , V. De Bortoli , T. Rainforth , G. Deligiannidis , A. Doucet , A Continuous Time Framework for Discrete Denoising Models, arXiv preprint arXiv:2205.14987, 2022.

@article{campbell2022continuous,
  title = {A Continuous Time Framework for Discrete Denoising Models},
  author = {Campbell, Andrew and Benton, Joe and De Bortoli, Valentin and Rainforth, Tom and Deligiannidis, George and Doucet, Arnaud},
  journal = {arXiv preprint arXiv:2205.14987},
  year = {2022}
}

A. Shidani , G. Deligiannidis , A. Doucet , Ranking in Contextual Multi-Armed Bandits, arXiv preprint arXiv:2207.00109, 2022.

@article{shidani2022ranking,
  title = {Ranking in Contextual Multi-Armed Bandits},
  author = {Shidani, Amitis and Deligiannidis, George and Doucet, Arnaud},
  journal = {arXiv preprint arXiv:2207.00109},
  year = {2022}
}

E. Clerico , G. Deligiannidis , B. Guedj , A. Doucet , A PAC-Bayes bound for deterministic classifiers, arXiv preprint arXiv:2209.02525, 2022.

@article{clerico2022pac,
  title = {A PAC-Bayes bound for deterministic classifiers},
  author = {Clerico, Eugenio and Deligiannidis, George and Guedj, Benjamin and Doucet, Arnaud},
  journal = {arXiv preprint arXiv:2209.02525},
  year = {2022}
}

F. Falck , C. Williams , D. Danks , G. Deligiannidis , C. Yau , C. Holmes , A. Doucet , M. Willetts , A Multi-Resolution Framework for U-Nets with Applications to Hierarchical VAEs, Advances in Neural Information Processing Systems, 2022.

@article{falck2022unet,
  title = {A Multi-Resolution Framework for U-Nets with Applications to Hierarchical VAEs},
  author = {Falck, Fabian and Williams, Christopher and Danks, Dominic and Deligiannidis, George and Yau, Christopher and Holmes, Chris and Doucet, Arnaud and Willetts, Matthew},
  journal = {Advances in Neural Information Processing Systems},
  year = {2022}
}

2021

G. Deligiannidis , D. Paulin , A. Bouchard-Côté , A. Doucet , Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates, Annals of Applied Probability, vol. 31, no. 6, 2612–2662, 2021.

@article{deligiannidis2021randomized,
  title = {Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates},
  author = {Deligiannidis, George and Paulin, Daniel and Bouchard-C{\^o}t{\'e}, Alexandre and Doucet, Arnaud},
  journal = {Annals of Applied Probability},
  volume = {31},
  number = {6},
  pages = {2612--2662},
  year = {2021}
}

G. Deligiannidis , S. Gouëzel , Z. Kosloff , Boundary of the Range of a random walk and the F\backslash" olner property, Electronic Journal of Probability, vol. 26, 1–39, 2021.

@article{deligiannidis2021boundary,
  title = {Boundary of the Range of a random walk and the F$\backslash$" olner property},
  author = {Deligiannidis, George and Gou{\"e}zel, Sebastien and Kosloff, Zemer},
  journal = {Electronic Journal of Probability},
  volume = {26},
  pages = {1--39},
  year = {2021}
}

G. Deligiannidis , S. Maurer , M. V. Tretyakov , Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation, BIT Numerical Mathematics, vol. 61, no. 4, 1223–1269, 2021.

@article{deligiannidis2021random,
  title = {Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation},
  author = {Deligiannidis, George and Maurer, S and Tretyakov, Michael V},
  journal = {BIT Numerical Mathematics},
  volume = {61},
  number = {4},
  pages = {1223--1269},
  year = {2021},
  publisher = {Springer Netherlands}
}

A. Corenflos , J. Thornton , G. Deligiannidis , A. Doucet , Differentiable particle filtering via entropy-regularized optimal transport, in International Conference on Machine Learning, 2021, 2100–2111.

@inproceedings{corenflos2021differentiable,
  title = {Differentiable particle filtering via entropy-regularized optimal transport},
  author = {Corenflos, Adrien and Thornton, James and Deligiannidis, George and Doucet, Arnaud},
  booktitle = {International Conference on Machine Learning},
  pages = {2100--2111},
  year = {2021},
  organization = {PMLR}
}

A. Camuto , G. Deligiannidis , M. A. Erdogdu , M. Gurbuzbalaban , U. Simsekli , L. Zhu , Fractal structure and generalization properties of stochastic optimization algorithms, NeurIPS (Spotlight), vol. 34, 18774–18788, 2021.

@article{camuto2021fractal,
  title = {Fractal structure and generalization properties of stochastic optimization algorithms},
  author = {Camuto, Alexander and Deligiannidis, George and Erdogdu, Murat A and Gurbuzbalaban, Mert and Simsekli, Umut and Zhu, Lingjiong},
  journal = {NeurIPS (Spotlight)},
  volume = {34},
  pages = {18774--18788},
  year = {2021}
}

E. Clerico , G. Deligiannidis , A. Doucet , Wide stochastic networks: Gaussian limit and PAC-Bayesian training, arXiv preprint arXiv:2106.09798, 2021.

@article{clerico2021wide,
  title = {Wide stochastic networks: Gaussian limit and PAC-Bayesian training},
  author = {Clerico, Eugenio and Deligiannidis, George and Doucet, Arnaud},
  journal = {arXiv preprint arXiv:2106.09798},
  year = {2021}
}

G. Deligiannidis , V. De Bortoli , A. Doucet , Quantitative uniform stability of the iterative proportional fitting procedure, arXiv preprint arXiv:2108.08129, 2021.

@article{deligiannidis2021quantitative,
  title = {Quantitative uniform stability of the iterative proportional fitting procedure},
  author = {Deligiannidis, George and De Bortoli, Valentin and Doucet, Arnaud},
  journal = {arXiv preprint arXiv:2108.08129},
  year = {2021}
}

E. Clerico , G. Deligiannidis , A. Doucet , Conditional Gaussian PAC-Bayes, in Accepted at AISTATS 2022, 2021, no. arXiv preprint arXiv:2110.11886.

@inproceedings{clerico2021conditional,
  title = {Conditional Gaussian PAC-Bayes},
  author = {Clerico, Eugenio and Deligiannidis, George and Doucet, Arnaud},
  booktitle = {Accepted at AISTATS 2022},
  number = {arXiv preprint arXiv:2110.11886},
  year = {2021}
}

E. Khribch , G. Deligiannidis , D. Paulin , On Mixing Times of Metropolized Algorithm With Optimization Step (MAO): A New Framework, arXiv preprint arXiv:2112.00565, 2021.

@article{khribch2021mixing,
  title = {On Mixing Times of Metropolized Algorithm With Optimization Step (MAO): A New Framework},
  author = {Khribch, EL and Deligiannidis, George and Paulin, Daniel},
  journal = {arXiv preprint arXiv:2112.00565},
  year = {2021}
}

2020

S. M. Schmon , G. Deligiannidis , A. Doucet , M. K. Pitt , Large-sample asymptotics of the pseudo-marginal method, Biometrika, Jul. 2020.

@article{Schmon2020b,
  author = {Schmon, Sebastian M and Deligiannidis, George and Doucet, Arnaud and Pitt, Michael K},
  journal = {Biometrika},
  title = {{Large-sample asymptotics of the pseudo-marginal method}},
  year = {2020},
  month = jul,
  doi = {10.1093/biomet/asaa044}
}

F. Faizi , P. Buigues , G. Deligiannidis , E. Rosta , Simulated tempering with irreversible Gibbs sampling techniques, Journal of Chemical Physics, vol. 153, no. 21, 2020.

@article{faizi2020simulated,
  author = {Faizi, F. and Buigues, P.J. and Deligiannidis, G. and Rosta, E.},
  title = {Simulated tempering with irreversible Gibbs sampling techniques},
  journal = {Journal of Chemical Physics},
  year = {2020},
  volume = {153},
  number = {21}
}

F. Faizi , G. Deligiannidis , E. Rosta , Efficient Irreversible Monte Carlo Samplers, Journal of Chemical Theory and Computation, vol. 16, no. 4, 2124–2138, 2020.

@article{faizi2020efficient,
  author = {Faizi, F. and Deligiannidis, G. and Rosta, E.},
  title = {Efficient Irreversible Monte Carlo Samplers},
  journal = {Journal of Chemical Theory and Computation},
  year = {2020},
  volume = {16},
  number = {4},
  pages = {2124-2138}
}

S. Schmon , A. Doucet , G. Deligiannidis , Bernoulli race particle filters, in AISTATS 2019 - 22nd International Conference on Artificial Intelligence and Statistics, 2020.

@conference{schmon2019bernoulli,
  author = {Schmon, S.M. and Doucet, A. and Deligiannidis, G.},
  title = {Bernoulli race particle filters},
  journal = {AISTATS 2019 - 22nd International Conference on Artificial Intelligence and Statistics},
  year = {2020}
}

L. Middleton , G. Deligiannidis , A. Doucet , P. Jacob , Unbiased markov chain monte carlo for intractable target distributions, Electronic Journal of Statistics, vol. 14, no. 2, 2842–2891, 2020.

@article{middleton2020unbiaseda,
  author = {Middleton, L. and Deligiannidis, G. and Doucet, A. and Jacob, P.E.},
  title = {Unbiased markov chain monte carlo for intractable target distributions},
  journal = {Electronic Journal of Statistics},
  year = {2020},
  volume = {14},
  number = {2},
  pages = {2842-2891}
}

J. Heng , A. Bishop , G. Deligiannidis , A. Doucet , Controlled sequential monte carlo, Annals of Statistics, vol. 48, no. 5, 2904–2929, 2020.

@article{heng2019controlled,
  author = {Heng, J. and Bishop, A.N. and Deligiannidis, G. and Doucet, A.},
  title = {Controlled sequential monte carlo},
  journal = {Annals of Statistics},
  year = {2020},
  volume = {48},
  number = {5},
  pages = {2904-2929}
}

L. Middleton , G. Deligiannidis , A. Doucet , P. Jacob , Unbiased smoothing using particle independent metropolis-hastings, in AISTATS 2019 - 22nd International Conference on Artificial Intelligence and Statistics, 2020.

@conference{middleton2019unbbiasedb,
  author = {Middleton, L. and Deligiannidis, G. and Doucet, A. and Jacob, P.E.},
  title = {Unbiased smoothing using particle independent metropolis-hastings},
  journal = {AISTATS 2019 - 22nd International Conference on Artificial Intelligence and Statistics},
  year = {2020}
}

S. Schmon , G. Deligiannidis , A. Doucet , M. Pitt , Large sample asymptotics of the pseudo-marginal method, Biometrika, 2020.

@article{schmon2018large,
  title = {Large sample asymptotics of the pseudo-marginal method},
  author = {Schmon, S.M. and Deligiannidis, G. and Doucet, A. and Pitt, M.K.},
  journal = {Biometrika},
  year = {2020}
}

G. Deligiannidis , A. Doucet , S. Rubenthaler , Ensemble Rejection Sampling, aarXiv:2001.0988, 2020.

@article{deligiannidis2020ensemble,
  title = {Ensemble Rejection Sampling},
  author = {Deligiannidis, G. and Doucet, A. and Rubenthaler, S.},
  journal = {aarXiv:2001.0988},
  year = {2020}
}

R. Cornish , A. Caterini , G. Deligiannidis , A. Doucet , Relaxing bijectivity constraints with continuously indexed normalising flows, in ICML, 2020, 2133–2143.

@inproceedings{cornish2020relaxing,
  title = {Relaxing bijectivity constraints with continuously indexed normalising flows},
  author = {Cornish, R. and Caterini, A. and Deligiannidis, G. and Doucet, A.},
  booktitle = {ICML},
  pages = {2133--2143},
  year = {2020},
  organization = {PMLR}
}

S. Hayou , E. Clerico , B. He , G. Deligiannidis , A. Doucet , J. Rousseau , Stable ResNet, AISTATS 2021, 2020.

@article{hayou2020stable,
  title = {Stable ResNet},
  author = {Hayou, S. and Clerico, E. and He, B. and Deligiannidis, G. and Doucet, A. and Rousseau, J.},
  booktitle = {AISTATS 2021},
  journal = {arXiv:2010.12859},
  year = {2020}
}

U. Simsekli , O. Sener , G. Deligiannidis , M. Erdogdu , Hausdorff Dimension, Heavy Tails, and Generalization in Neural Networks, NeurIPS (Spotlight), vol. 33, 2020.

@article{simsekli2020hausdorff,
  title = {Hausdorff Dimension, Heavy Tails, and Generalization in Neural Networks},
  author = {Simsekli, U. and Sener, O. and Deligiannidis, G. and Erdogdu, M.A.},
  journal = {NeurIPS (Spotlight)},
  volume = {33},
  year = {2020}
}

2019

G. Deligiannidis , A. Bouchard-Côté , A. Doucet , Exponential ergodicity of the bouncy particle sampler, Annals of Statistics, vol. 47, no. 3, 1268–1287, 2019.

@article{deligiannidis2017exponential,
  author = {Deligiannidis, G. and Bouchard-C\^ot\'e, A. and Doucet, A.},
  title = {Exponential ergodicity of the bouncy particle sampler},
  journal = {Annals of Statistics},
  year = {2019},
  volume = {47},
  number = {3},
  pages = {1268-1287}
}

R. Cornish , P. Vanetti , A. Bouchard-Côté , G. Deligiannidis , A. Doucet , Scalable metropolis-hastings for exact Bayesian inference with large datasets, in 36th International Conference on Machine Learning, ICML 2019, 2019, vol. 2019-June, 2398–2429.

@conference{cornish2019scalable,
  author = {Cornish, R. and Vanetti, P. and Bouchard-Côté, A. and Deligiannidis, G. and Doucet, A.},
  title = {Scalable metropolis-hastings for exact Bayesian inference with large datasets},
  journal = {36th International Conference on Machine Learning, ICML 2019},
  year = {2019},
  volume = {2019-June},
  pages = {2398-2429}
}

S. Syed , A. Bouchard-Côté , G. Deligiannidis , A. Doucet , Non-reversible parallel tempering: a scalable highly parallel MCMC scheme, Journal of the Royal Statistical Society, Series B (to appear), 2019.

@article{syed2019non,
  title = {Non-reversible parallel tempering: a scalable highly parallel MCMC scheme},
  author = {Syed, Saifuddin and Bouchard-C{\^o}t{\'e}, Alexandre and Deligiannidis, George and Doucet, Arnaud},
  journal = {Journal of the Royal Statistical Society, Series B (to appear)},
  year = {2019}
}

S. M. Schmon , G. Deligiannidis , A. Doucet , Bernoulli Race Particle Filters, AISTATS, 2019.

@article{bernrace,
  author = {Schmon, Sebastian M and Deligiannidis, George and Doucet, Arnaud},
  title = {Bernoulli Race Particle Filters},
  journal = {AISTATS},
  year = {2019}
}

2018

G. Deligiannidis , A. Doucet , M. Pitt , The correlated pseudomarginal method, JRSSB, vol. 80, no. 5, 839–870, 2018.

@article{deligiannidis2015correlated,
  author = {Deligiannidis, G. and Doucet, A. and Pitt, M.K.},
  title = {The correlated pseudomarginal method},
  journal = {JRSSB},
  year = {2018},
  volume = {80},
  number = {5},
  pages = {839-870}
}

G. Deligiannidis , A. Lee , Which ergodic averages have finite asymptotic variance?, Annals of Applied Probability, vol. 28, no. 4, 2309–2334, 2018.

@article{deligiannidis2016which,
  author = {Deligiannidis, G. and Lee, A.},
  title = {Which ergodic averages have finite asymptotic variance?},
  journal = {Annals of Applied Probability},
  year = {2018},
  volume = {28},
  number = {4},
  pages = {2309-2334}
}

2017

G. Deligiannidis , Z. Kosloff , Relative complexity of Random walks in Random scenery in the absence of a weak invariance principle for the local times, Annals of Probability, vol. 45, no. 4, 2505–2532, 2017.

@article{deligiannidis2017relative,
  author = {Deligiannidis, G. and Kosloff, Z.},
  title = {Relative complexity of Random walks in Random scenery in the absence of a weak invariance principle for the local times},
  journal = {Annals of Probability},
  year = {2017},
  volume = {45},
  number = {4},
  pages = {2505-2532}
}

P. Vanetti , A. Bouchard-Côté , G. Deligiannidis , A. Doucet , Piecewise-Deterministic Markov Chain Monte Carlo, arXiv preprint arXiv:1707.05296, 2017.

@article{vanetti2017piecewise,
  title = {Piecewise-Deterministic Markov Chain Monte Carlo},
  author = {Vanetti, P. and Bouchard-C{\^o}t{\'e}, A. and Deligiannidis, G. and Doucet, A.},
  journal = {arXiv preprint arXiv:1707.05296},
  year = {2017}
}

2016

G. Deligiannidis , S. Utev , Optimal Bounds for the Variance of Self-Intersection Local Times, International Journal of Stochastic Analysis, vol. 2016, 2016.

@article{deligiannidis2016optimal,
  author = {Deligiannidis, G. and Utev, S.},
  title = {Optimal Bounds for the Variance of Self-Intersection Local Times},
  journal = {International Journal of Stochastic Analysis},
  year = {2016},
  volume = {2016}
}

2015

A. Doucet , M. Pitt , G. Deligiannidis , R. Kohn , Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator, Biometrika, vol. 102, no. 2, 295–313, 2015.

@article{doucet2015efficient,
  author = {Doucet, A. and Pitt, M.K. and Deligiannidis, G. and Kohn, R.},
  title = {Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator},
  journal = {Biometrika},
  year = {2015},
  volume = {102},
  number = {2},
  pages = {295-313}
}

G. Deligiannidis , M. Peligrad , S. Utev , Asymptotic Variance of Stationary Reversible and Normal Markov Processes, Electronic Journal of Probability, vol. 20, 2015.

@article{deligiannidis2015asymptotic,
  author = {Deligiannidis, G. and Peligrad, M. and Utev, S.},
  title = {Asymptotic Variance of Stationary Reversible and Normal Markov Processes},
  journal = {Electronic Journal of Probability},
  year = {2015},
  volume = {20},
  page_count = {26}
}

2013

G. Deligiannidis , S. Utev , Variance of partial sums of stationary sequences, Annals of Probability, vol. 41, no. 5, 3606–3616, 2013.

@article{deligiannidis2013variance,
  author = {Deligiannidis, G. and Utev, S.},
  title = {Variance of partial sums of stationary sequences},
  journal = {Annals of Probability},
  year = {2013},
  volume = {41},
  number = {5},
  pages = {3606-3616}
}

2011

G. Deligiannidis , S. Utev , Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory, Siberian Mathematical Journal, vol. 52, no. 4, 639–650, 2011.

@article{deligiannidis2011asymptotic,
  author = {Deligiannidis, G. and Utev, S.A.},
  title = {Asymptotic variance of the self-intersections of stable random walks using Darboux-Wiener theory},
  journal = {Siberian Mathematical Journal},
  year = {2011},
  volume = {52},
  number = {4},
  pages = {639-650}
}

2009

G. Deligiannidis , H. Le , S. Utev , Optimal stopping for processes with independent increments , and applications, Journal of Applied Probability, vol. 46, no. 4, 1130–1145, 2009.

@article{deligiannidis2009optimal,
  author = {Deligiannidis, G. and Le, H. and Utev, S.},
  title = {Optimal stopping for processes with independent increments , and applications},
  journal = {Journal of Applied Probability},
  year = {2009},
  volume = {46},
  number = {4},
  pages = {1130-1145}
}