@article{thornton21differentiable,
title = {Differentiable {P}article {F}iltering},
author = {Thornton, J. and Corenflos, A. and Deligiannidis, G. and Doucet, A.},
year = {2021}
}
@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
,
S. Maurer
,
M. Tretyakov
,
Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation, arXiv:2001.05531, 2020.
@article{deligiannidis2020random,
title = {Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation},
author = {Deligiannidis, G. and Maurer, S. and Tretyakov, M.V.},
journal = {arXiv:2001.05531},
year = {2020}
}
@article{deligiannidis2020ensemble,
title = {Ensemble Rejection Sampling},
author = {Deligiannidis, G. and Doucet, A. and Rubenthaler, S.},
journal = {aarXiv:2001.0988},
year = {2020}
}
@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}
}
@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, arXiv:1905.02939, 2019.
@article{syed2019non,
title = {Non-reversible parallel tempering: a scalable highly parallel MCMC scheme},
author = {Syed, S. and Bouchard-C{\^o}t{\'e}, A. and Deligiannidis, G. and Doucet, A.},
journal = {arXiv:1905.02939},
year = {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}
}
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, To appear in Annals of Applied Probability, 2018.
@article{deligiannidis2018randomized,
title = {Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates},
author = {Deligiannidis, G. and Paulin, D. and Bouchard-C{\^o}t{\'e}, A. and Doucet, A.},
journal = {To appear in Annals of Applied Probability},
year = {2018}
}
G. Deligiannidis
,
S. Gouëzel
,
Z. Kosloff
,
Boundary of the Range of a random walk and the Fölner property, arXiv:1810.10454, 2018.
@article{deligiannidis2018boundary,
title = {Boundary of the Range of a random walk and the F\"olner property},
author = {Deligiannidis, G. and Gou{\"e}zel, S. and Kosloff, Z.},
journal = {arXiv:1810.10454},
year = {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.
@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}
}