Pierre Jacob
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Personal Information
Profession
Associate professor
Secteur d’activité
Education
Site Web
statisfaction.wordpress.com/
À propos
I work on Monte Carlo methods, including SMC, MCMC, and computational Statistics, state-space models, multi-modality, model choice...
Mots-clés
monte carlo bayesian statistics computational statistics statistics mcmc smc bayes conference isba 2022 keynote lecture algorithms couplings unbiased estimator exact inference particle filter marine biogeochemistry state space model
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Talk at CIRM on Poisson equation and debiasing techniques

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ISBA 2022 Susie Bayarri lecture

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Couplings of Markov chains and the Poisson equation

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Monte Carlo methods for some not-quite-but-almost Bayesian problems

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Monte Carlo methods for some not-quite-but-almost Bayesian problems

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Markov chain Monte Carlo methods and some attempts at parallelizing them

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Unbiased MCMC with couplings

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Unbiased Markov chain Monte Carlo methods

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Recent developments on unbiased MCMC

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Estimation of the score vector and observed information matrix in intractable models

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Estimation of the score vector and observed information matrix in intractable models

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Estimation of the score vector and observed information matrix in intractable models

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Estimation of the score vector and observed information matrix in intractable models

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Current limitations of sequential inference in general hidden Markov models

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On non-negative unbiased estimators

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Path storage in the particle filter

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Density exploration methods

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SMC^2: an algorithm for sequential analysis of state-space models

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PAWL - GPU meeting @ Warwick

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Presentation of SMC^2 at BISP7

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