Edit Profile (opens in new tab) Bierkens, Joris Co-Author Distance Author ID: bierkens.joris Published as: Bierkens, Joris External Links: MGP Documents Indexed: 28 Publications since 2009, including 3 Additional arXiv Preprints Co-Authors: 25 Co-Authors with 25 Joint Publications 690 Co-Co-Authors all top 5 Co-Authors 3 single-authored 6 Roberts, Gareth O. 4 van Gaans, Onno Ward 3 Fearnhead, Paul 3 Kappen, Hilbert J. 3 Schauer, Moritz 3 van der Meulen, Frank Henri 3 Verduyn Lunel, Sjoerd M. 2 Bertazzi, Andrea 2 Chernyak, Vladimir Y. 2 Chertkov, Michael 2 Dobson, Paul W. 2 Duncan, Andrew B. 2 Grazzi, Sebastiano 1 Bouchard-Côté, Alexandre 1 Doucet, Arnaud 1 Kamatani, Kengo 1 Kappen, Bert 1 Lienart, Thibaut 1 Nyquist, Pierre 1 Pengel, Ardjen 1 Pollock, Murray 1 Ran, André C. M. 1 Schlottke, Mikola C. 1 Vollmer, Sebastian J. 1 Zitt, Pierre-André all top 5 Serials 4 The Annals of Applied Probability 3 Statistics and Computing 2 Advances in Applied Probability 2 Stochastic Processes and their Applications 1 Journal of Mathematical Analysis and Applications 1 The Annals of Statistics 1 Integral Equations and Operator Theory 1 Journal of Differential Equations 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Statistical Science 1 Linear Algebra and its Applications 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Bernoulli 1 Journal of Evolution Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Journal of Physics A: Mathematical and Theoretical all top 5 Fields 21 Probability theory and stochastic processes (60-XX) 12 Numerical analysis (65-XX) 6 Statistics (62-XX) 5 Systems theory; control (93-XX) 4 Operator theory (47-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 281 times in 147 Documents Cited by ▼ Year ▼ The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008 Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 73 2019 Non-reversible Metropolis-Hastings. Zbl 1360.65040 Bierkens, Joris 33 2016 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039 Bierkens, Joris; Roberts, Gareth 32 2017 Ergodicity of the zigzag process. Zbl 1467.60020 Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 29 2019 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148 Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 27 2018 Limit theorems for the zig-zag process. Zbl 1433.65008 Bierkens, Joris; Duncan, Andrew 18 2017 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215 Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 16 2018 Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164 Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz 8 2020 A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019 Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz 7 2021 A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable? Zbl 1291.15017 Bierkens, Joris; Ran, André 6 2014 Explicit solution of relative entropy weighted control. Zbl 1297.93181 Bierkens, Joris; Kappen, Hilbert J. 5 2014 Large deviations for the empirical measure of the zig-zag process. Zbl 1482.60042 Bierkens, Joris; Nyquist, Pierre; Schlottke, Mikola C. 4 2021 Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029 Bierkens, Joris 4 2011 Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup. Zbl 1239.60050 Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 3 2009 Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current. Zbl 1285.82032 Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J. 3 2014 Dissipativity of the delay semigroup. Zbl 1365.34130 Bierkens, Joris; van Gaans, Onno 2 2014 Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050 Bierkens, Joris 2 2011 Spectral analysis of the zigzag process. Zbl 1519.37005 Bierkens, Joris; Lunel, Sjoerd M. Verduyn 2 2022 Adaptive schemes for piecewise deterministic Monte Carlo algorithms. Zbl 1501.65001 Bertazzi, Andrea; Bierkens, Joris 2 2022 Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160 Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 2 2010 Approximations of piecewise deterministic Markov processes and their convergence properties. Zbl 1500.60044 Bertazzi, Andrea; Bierkens, Joris; Dobson, Paul 1 2022 High-dimensional scaling limits of piecewise deterministic sampling algorithms. Zbl 1504.65002 Bierkens, Joris; Kamatani, Kengo; Roberts, Gareth O. 1 2022 Sticky PDMP samplers for sparse and local inference problems. Zbl 1499.62011 Bierkens, Joris; Grazzi, Sebastiano; Meulen, Frank van der; Schauer, Moritz 1 2023 Sticky PDMP samplers for sparse and local inference problems. Zbl 1499.62011 Bierkens, Joris; Grazzi, Sebastiano; Meulen, Frank van der; Schauer, Moritz 1 2023 Spectral analysis of the zigzag process. Zbl 1519.37005 Bierkens, Joris; Lunel, Sjoerd M. Verduyn 2 2022 Adaptive schemes for piecewise deterministic Monte Carlo algorithms. Zbl 1501.65001 Bertazzi, Andrea; Bierkens, Joris 2 2022 Approximations of piecewise deterministic Markov processes and their convergence properties. Zbl 1500.60044 Bertazzi, Andrea; Bierkens, Joris; Dobson, Paul 1 2022 High-dimensional scaling limits of piecewise deterministic sampling algorithms. Zbl 1504.65002 Bierkens, Joris; Kamatani, Kengo; Roberts, Gareth O. 1 2022 A piecewise deterministic Monte Carlo method for diffusion bridges. Zbl 1475.62019 Bierkens, Joris; Grazzi, Sebastiano; van der Meulen, Frank; Schauer, Moritz 7 2021 Large deviations for the empirical measure of the zig-zag process. Zbl 1482.60042 Bierkens, Joris; Nyquist, Pierre; Schlottke, Mikola C. 4 2021 Simulation of elliptic and hypo-elliptic conditional diffusions. Zbl 1448.60164 Bierkens, Joris; van der Meulen, Frank; Schauer, Moritz 8 2020 The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008 Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 73 2019 Ergodicity of the zigzag process. Zbl 1467.60020 Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 29 2019 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148 Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 27 2018 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215 Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 16 2018 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039 Bierkens, Joris; Roberts, Gareth 32 2017 Limit theorems for the zig-zag process. Zbl 1433.65008 Bierkens, Joris; Duncan, Andrew 18 2017 Non-reversible Metropolis-Hastings. Zbl 1360.65040 Bierkens, Joris 33 2016 A singular M-matrix perturbed by a nonnegative rank one matrix has positive principal minors; is it D-stable? Zbl 1291.15017 Bierkens, Joris; Ran, André 6 2014 Explicit solution of relative entropy weighted control. Zbl 1297.93181 Bierkens, Joris; Kappen, Hilbert J. 5 2014 Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current. Zbl 1285.82032 Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J. 3 2014 Dissipativity of the delay semigroup. Zbl 1365.34130 Bierkens, Joris; van Gaans, Onno 2 2014 Pathwise stability of degenerate stochastic evolutions. Zbl 1233.60029 Bierkens, Joris 4 2011 Sufficient conditions for the eventual strong Feller property for degenerate stochastic evolutions. Zbl 1217.60050 Bierkens, Joris 2 2011 Estimate on the pathwise Lyapunov exponent of linear stochastic differential equations with constant coefficients. Zbl 1197.93160 Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 2 2010 Existence of an invariant measure for stochastic evolutions driven by an eventually compact semigroup. Zbl 1239.60050 Bierkens, Joris; Van Gaans, Onno; Verduyn Lunel, Sjoerd 3 2009 all cited Publications top 5 cited Publications all top 5 Cited by 245 Authors 16 Bierkens, Joris 10 Roberts, Gareth O. 6 Fearnhead, Paul 6 Huang, Lu-Jing 5 Monmarché, Pierre 5 Schauer, Moritz 5 van der Meulen, Frank Henri 4 Dobson, Paul W. 4 Guillin, Arnaud 4 Mao, Yonghua 4 Ottobre, Michela 3 Andrieu, Christophe 3 Chen, Ting-Li 3 Choi, Michael C. H. 3 Dang, Khue-Dung 3 Duncan, Andrew B. 3 Kamatani, Kengo 3 Kohn, Robert J. 3 Liu, Kai 3 Nüsken, Nikolas 3 Quiroz, Matias 3 Spiliopoulos, Konstantinos V. 3 Tran, Minh Ngoc 3 Villani, Mattias 3 Wang, Lihan 3 Zitt, Pierre-André 2 Aristoff, David 2 Bertazzi, Andrea 2 Bou-Rabee, Nawaf M. 2 Bouchard-Côté, Alexandre 2 Clairon, Quentin 2 Cotter, Simon L. 2 Doucet, Arnaud 2 Ferré, Grégoire 2 Fox, Emily B. 2 Goldman, Jacob Vorstrup 2 Górajski, Mariusz 2 Grazzi, Sebastiano 2 Jack, Robert L. 2 Kaiser, Marcus 2 Latz, Jonas 2 Lelièvre, Tony 2 Lu, Jianfeng 2 Ma, Yian 2 Maire, Florian 2 Michel, Manon 2 Nemeth, Christopher 2 Nyquist, Pierre 2 Paulin, Daniel 2 Pavliotis, Grigorios A. 2 Pollock, Murray 2 Ran, André C. M. 2 Rosenthal, Jeffrey S. 2 Russell, Paul T. 2 Samson, Adeline 2 Singh, Sumeetpal Sidhu 2 Sutton, Matthew William 2 van Gaans, Onno Ward 2 Vasdekis, Giorgos 2 Verduyn Lunel, Sjoerd M. 2 Wang, Andi Q. 2 Zimmer, Johannes 1 Agazzi, Andrea 1 Aihara, Kazuyuki 1 Alquier, Pierre 1 Anehila, B. 1 Apers, Simon 1 Arnaudon, Alexis 1 Bai, Handong 1 Baker, Jack W. 1 Banerjee, Sudipto 1 Bangerth, Wolfgang 1 Bao, Jianhai 1 Barrera, Gerardo 1 Bartlett, Peter L. 1 Bastide, Paul 1 Bayen, Térence 1 Bertoli, Francesco 1 Beskos, Alexandros 1 Birrell, Paul J. 1 Bishop, Adrian N. 1 Bouguet, Florian 1 Cai, He 1 Cappello, Lorenzo 1 Cazenave-Lacroutz, Henri 1 Chatterji, Niladri S. 1 Chen, Gui-Qiang G. 1 Chen, Sigeng 1 Chen, Tianqi 1 Cheng, Xiang 1 Chevallier, Augustin 1 Clarté, Grégoire 1 Cloez, Bertrand 1 Corbella, Alice 1 Corstanje, Marc 1 Cotter, Colin John 1 Coville, Jerome 1 Cox, Sonja Gisela 1 Crisan, Dan O. 1 de Angelis, Daniela ...and 145 more Authors all top 5 Cited in 64 Serials 14 Statistics and Computing 10 The Annals of Applied Probability 7 Journal of Statistical Physics 7 Journal of the American Statistical Association 6 Statistics & Probability Letters 6 Stochastic Processes and their Applications 6 Electronic Journal of Probability 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Journal of Computational and Graphical Statistics 4 Journal of Applied Probability 4 Bernoulli 4 SIAM/ASA Journal on Uncertainty Quantification 3 Nonlinearity 3 Electronic Journal of Statistics 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Statistical Science 2 Journal of Theoretical Probability 2 SIAM Review 2 Statistical Inference for Stochastic Processes 2 Methodology and Computing in Applied Probability 2 Brazilian Journal of Probability and Statistics 2 Journal of Machine Learning Research (JMLR) 2 The Annals of Applied Statistics 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Communications in Mathematical Physics 1 International Journal of Control 1 Inverse Problems 1 Reports on Mathematical Physics 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 Automatica 1 Integral Equations and Operator Theory 1 Journal of Differential Equations 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Quaestiones Mathematicae 1 Semigroup Forum 1 SIAM Journal on Control and Optimization 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 SIAM Journal on Scientific Computing 1 Combinatorics, Probability and Computing 1 Electronic Communications in Probability 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Computational Geosciences 1 Annales Henri Poincaré 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastic Models 1 Communications on Pure and Applied Analysis 1 Journal of Statistical Mechanics: Theory and Experiment 1 Mathematical Biosciences and Engineering 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Complex Analysis and Operator Theory 1 Journal of Physics A: Mathematical and Theoretical 1 SIAM Journal on Imaging Sciences 1 Sankhyā. Series A 1 Journal of the Japan Statistical Society. Japanese Issue 1 SN Partial Differential Equations and Applications all top 5 Cited in 24 Fields 93 Probability theory and stochastic processes (60-XX) 63 Numerical analysis (65-XX) 50 Statistics (62-XX) 16 Statistical mechanics, structure of matter (82-XX) 14 Partial differential equations (35-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 Operator theory (47-XX) 7 Ordinary differential equations (34-XX) 6 Computer science (68-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Systems theory; control (93-XX) 4 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Integral equations (45-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Differential geometry (53-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year