OxCSML : People : George Deligiannidis

Computational Statistics, Monte Carlo methods

Publications

2021

J. Thornton , A. Corenflos , G. Deligiannidis , A. Doucet , Differentiable Particle Filtering, 2021.

@article{thornton21differentiable,
  title = {Differentiable {P}article {F}iltering},
  author = {Thornton, J. and Corenflos, A. and Deligiannidis, G. and Doucet, A.},
  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 , 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}
}

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, 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}
}

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}
}

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}
}