George Deligiannidis

George Deligiannidis

Computational Statistics, Monte Carlo methods

Publications

2017

  • G. Deligiannidis , A. Bouchard-Côté , A. Doucet , Exponential Ergodicity of the Bouncy Particle Sampler, 2017.
  • P. Vanetti , A. Bouchard-Côté , G. Deligiannidis , A. Doucet , Piecewise Deterministic Markov Chain Monte Carlo, 2017.
  • J. Heng , A. N. Bishop , G. Deligiannidis , A. Doucet , Controlled Sequential Monte Carlo, 2017.
  • G. Deligiannidis , Z. Kosloff , . others , Relative complexity of random walks in random scenery in the absence of a weak invariance principle for the local times, The Annals of Probability, vol. 45, no. 4, 2505–2532, 2017.

2016

  • G. Deligiannidis , A. Lee , Which ergodic averages have finite asymptotic variance?, To appear in Annals of Applied Probability, 2016.

2015

  • G. Deligiannidis , A. Doucet , M. K. Pitt , The correlated pseudo-marginal method, 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.
  • G. Deligiannidis , M. Peligrad , S. Utev , . others , Asymptotic variance of stationary reversible and normal Markov processes, Electronic Journal of Probability, vol. 20, 2015.

2013

  • G. Deligiannidis , S. Utev , Variance of partial sums of stationary sequences, The Annals of Probability, 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, 2011.

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.