Search Results - "Kuntz, Juan"

The divide-and-conquer sequential Monte Carlo algorithm: Theoretical properties and limit theorems by Kuntz, Juan, Crucinio, Francesca R., Johansen, Adam M.

“…We provide a comprehensive characterisation of the theoretical properties of the divide-and-conquer sequential Monte Carlo (DaC-SMC) algorithm. We firmly…”
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Product-form estimators: exploiting independence to scale up Monte Carlo by Kuntz, Juan, Crucinio, Francesca R., Johansen, Adam M.

“…We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by…”
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Non-stationary phase of the MALA algorithm by Kuntz, Juan, Ottobre, Michela, Stuart, Andrew M.

“…The Metropolis-Adjusted Langevin Algorithm (MALA) is a Markov Chain Monte Carlo method which creates a Markov chain reversible with respect to a given target…”
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Markov chains revisited by Kuntz, Juan

“…A rigorous and largely self-contained account of (a) the bread-and-butter concepts and techniques in Markov chain theory and (b) the long-term behaviour of…”
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Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities by Caprio, Rocco, Kuntz, Juan, Power, Samuel, Johansen, Adam M

“…We prove non-asymptotic error bounds for particle gradient descent (PGD)~(Kuntz et al., 2023), a recently introduced algorithm for maximum likelihood…”
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Momentum Particle Maximum Likelihood by Lim, Jen Ning, Kuntz, Juan, Power, Samuel, Johansen, Adam M

“…Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of…”
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Particle algorithms for maximum likelihood training of latent variable models by Kuntz, Juan, Lim, Jen Ning, Johansen, Adam M

“…(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM…”
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The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems by Kuntz, Juan, Crucinio, Francesca R, Johansen, Adam M

“…We provide a comprehensive characterisation of the theoretical properties of the divide-and-conquer sequential Monte Carlo (DaC-SMC) algorithm. We firmly…”
Get full text

Product-form estimators: exploiting independence to scale up Monte Carlo by Kuntz, Juan, Crucinio, Francesca R, Johansen, Adam M

“…We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by…”
Get full text

Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations by Kuntz, Juan, Thomas, Philipp, Stan, Guy-Bart, Barahona, Mauricio

“…Computing the stationary distributions of a continuous-time Markov chain (CTMC) involves solving a set of linear equations. In most cases of interest, the…”
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Approximations of countably-infinite linear programs over bounded measure spaces by Kuntz, Juan, Thomas, Philipp, Stan, Guy-Bart, Barahona, Mauricio

“…We study a class of countably-infinite-dimensional linear programs (CILPs) whose feasible sets are bounded subsets of appropriately defined spaces of measures…”
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Rigorous bounds on the stationary distributions of the chemical master equation via mathematical programming by Kuntz, Juan, Thomas, Philipp, Stan, Guy-Bart, Barahona, Mauricio

“…J. Chem. Phys. 151, 034109 (2019) The stochastic dynamics of biochemical networks are usually modelled with the chemical master equation (CME). The stationary…”
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The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains by Kuntz, Juan, Thomas, Philipp, Stan, Guy-Bart, Barahona, Mauricio

“…SIAM Journal on Scientific Computing (2019) 41:A748-A769 We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based method that…”
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Deterministic approximation schemes with computable errors for the distributions of markov chains by Kuntz Nussio, Juan

“…This thesis is a monograph on Markov chains and deterministic approximation schemes that enable the quantitative analysis thereof. We present schemes that…”
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Bounding stationary averages of polynomial diffusions via semidefinite programming by Kuntz, Juan, Ottobre, Michela, Stan, Guy-Bart, Barahona, Mauricio

“…SIAM J. Sci. Comput., 38(6), 3891-3920 (2016) We introduce an algorithm based on semidefinite programming that yields increasing (resp. decreasing) sequences…”
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