George Deligiannidis

George Deligiannidis

Computational Statistics, Monte Carlo methods

Publications

2019

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

2018

  • G. Deligiannidis , A. Doucet , M. K. Pitt , The Correlated Pseudo-Marginal Method, JRSSB, vol. 80, no. 5, 839–870, 2018.
  • G. Deligiannidis , A. Lee , Which ergodic averages have finite asymptotic variance?, Annals of Applied Probability, vol. 28, no. 4, 2309–2334, 2018.
  • S. M. Schmon , G. Deligiannidis , A. Doucet , M. K. Pitt , Large Sample Asymptotics of the Pseudo-Marginal Method, arXiv preprint arXiv:1806.10060, 2018.
  • L. Middleton , G. Deligiannidis , A. Doucet , P. E. Jacob , Unbiased Markov chain Monte Carlo for intractable target distributions, arXiv preprint arXiv:1807.08691, 2018.
  • G. Deligiannidis , D. Paulin , A. Doucet , Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates, arXiv preprint arXiv:1808.04299, 2018.
  • G. Deligiannidis , Z. Kosloff , Boundary of the Range of a random walk and the F\backslash" olner property, arXiv preprint arXiv:1810.10454, 2018.
  • S. M. Schmon , G. Deligiannidis , A. Doucet , M. K. Pitt , Large Sample Asymptotics of the Pseudo-Marginal Algorithm, https://arxiv.org/abs/1806.10060, 2018.

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.
  • G. Deligiannidis , A. Bouchard-Côté , A. Doucet , Exponential Ergodicity of the Bouncy Particle Sampler, to appear in Annals of Statistics arXiv:1705.04579, 2017.
  • P. Vanetti , A. Bouchard-Côté , G. Deligiannidis , A. Doucet , Piecewise Deterministic Markov Chain Monte Carlo, arXiv preprint arXiv:1707.05296, 2017.
  • J. Heng , A. N. Bishop , G. Deligiannidis , A. Doucet , Controlled Sequential Monte Carlo, arXiv preprint arXiv:1708.08396, 2017.

2016

  • G. Deligiannidis , S. Utev , Optimal bounds for the variance of self-intersection local times, International Journal of Stochastic Analysis, vol. 2016, 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.

2014

  • G. Deligiannidis , M. Peligrad , S. Utev , Asymptotic variance of stationary reversible and normal Markov processes, Electronic Journal of Probability, vol. 20, 1–26, 2014.

2013

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

2011

  • G. Deligiannidis , S. A. 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.

2010

  • G. Deligiannidis , S. Utev , An asymptotic variance of the self-intersections of random walks, arXiv preprint arXiv:1004.4845, 2010.

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.
  • G. Deligiannidis , Some results associated with random walks, PhD thesis, PhD thesis, University of Nottingham 2010, 2009.