Pierre JACOB

Grade : Doctorant Paris Dauphine (Bourse AXA)


Bureau:
F14
Timbre:
J340
Lieu:
(MK1)
Labo:
LS

Téléphone : 0141173865

Mail : pierre.jacob[arrowbase]ensae.fr

ResearchPublications

Research Interests

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Publications

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Comments:

  • Comments on "Particle Markov chain Monte Carlo" by C. Andrieu, A. Doucet, and R. Hollenstein, joint work with Nicolas Chopin, Christian P. Robert, Havard Rue, arxiv link
  • Comment on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" by M. Girolami and B. Calderhead, joint work with A. Doucet and A. M. Johansen, arxiv link

Published:

  • Free energy Sequential Monte Carlo, application to mixture modelling, joint work with Nicolas Chopin, arxiv link, presented at Bayesian Statistics 9. Published in pages 91-118, Proceedings of the Ninth Valencia International Meeting, J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid,
    D. Heckerman, A. F. M. Smith and M. West (eds)
  • Using parallel computation to improve Independent Metropolis--Hastings based estimation, joint work with Christian P. Robert and Murray H. Smith, arxiv link. Published in the Journal of Computational and Graphical Statistics, September 1, 2011, 20(3): 616-635.

Submitted:

  • SMC^2: A sequential Monte Carlo algorithm with particle Markov chain Monte Carlo updates, joint work with N. Chopin and O. Papaspiliopoulos, arxiv link, submitted. The supplementary materials are available here.
  • An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration, joint work with L. Bornn, P. Del Moral, A. Doucet. arxiv link, submitted.
  • The Wang-Landau algorithm reaches the Flat Histogram criterion in finite time, joint work with Robin Ryder. arxiv link, submitted.


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