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Jarner, Søren Fiig

Author ID: jarner.soren-fiig Recent zbMATH articles by "Jarner, Søren Fiig"
Published as: Jarner, Søren F.; Jarner, Søren Fiig; Jarner, S. F.
External Links: ORCID
Documents Indexed: 15 Publications since 2000
Co-Authors: 13 Co-Authors with 15 Joint Publications
225 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

12 Publications have been cited 243 times in 203 Documents Cited by Year
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
Jarner, Søren Fiig; Hansen, Ernst
84
2000
Polynomial convergence rates of Markov chains. Zbl 1012.60062
Jarner, Søren F.; Roberts, Gareth O.
75
2002
Locally contracting iterated functions and stability of Markov chains. Zbl 0996.60081
Jarner, S. F.; Tweedie, R. L.
20
2001
Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004
Jarner, Søren F.; Roberts, Gareth
18
2007
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. Zbl 1043.60054
Jarner, Søren F.; Tweedie, Richard L.
16
2003
A partial internal model for longevity risk. Zbl 1398.91334
Jarner, Søren Fiig; Møller, Thomas
7
2015
The evolution of death rates and life expectancy in Denmark. Zbl 1224.91064
Jarner, Søren Fiig; Kryger, Esben Masotti; Dengsøe, Chresten
5
2008
Pitfalls and merits of cointegration-based mortality models. Zbl 1431.91334
Jarner, Søren F.; Jallbjørn, Snorre
5
2020
Conductance bounds on the \(L^2\) convergence rate of Metropolis algorithms on unbounded state spaces. Zbl 1042.60040
Jarner, Søren F.; Yuen, Wai Kong
4
2004
Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes. Zbl 1075.60549
Jarner, S. F.; Tweedie, R. L.
4
2002
A nonparametric visual test of mixed hazard models. Zbl 1296.62052
Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig
4
2013
Investing for retirement through a with-profits pension scheme: a client’s perspective. Zbl 1224.91081
Preisel, Michael; Jarner, Søren F.; Eliasen, Rune
1
2010
Pitfalls and merits of cointegration-based mortality models. Zbl 1431.91334
Jarner, Søren F.; Jallbjørn, Snorre
5
2020
A partial internal model for longevity risk. Zbl 1398.91334
Jarner, Søren Fiig; Møller, Thomas
7
2015
A nonparametric visual test of mixed hazard models. Zbl 1296.62052
Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig
4
2013
Investing for retirement through a with-profits pension scheme: a client’s perspective. Zbl 1224.91081
Preisel, Michael; Jarner, Søren F.; Eliasen, Rune
1
2010
The evolution of death rates and life expectancy in Denmark. Zbl 1224.91064
Jarner, Søren Fiig; Kryger, Esben Masotti; Dengsøe, Chresten
5
2008
Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004
Jarner, Søren F.; Roberts, Gareth
18
2007
Conductance bounds on the \(L^2\) convergence rate of Metropolis algorithms on unbounded state spaces. Zbl 1042.60040
Jarner, Søren F.; Yuen, Wai Kong
4
2004
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. Zbl 1043.60054
Jarner, Søren F.; Tweedie, Richard L.
16
2003
Polynomial convergence rates of Markov chains. Zbl 1012.60062
Jarner, Søren F.; Roberts, Gareth O.
75
2002
Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes. Zbl 1075.60549
Jarner, S. F.; Tweedie, R. L.
4
2002
Locally contracting iterated functions and stability of Markov chains. Zbl 0996.60081
Jarner, S. F.; Tweedie, R. L.
20
2001
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
Jarner, Søren Fiig; Hansen, Ernst
84
2000
all top 5

Cited by 276 Authors

12 Fort, Gersende
12 Roberts, Gareth O.
10 Jones, Galin L.
10 Moulines, Eric
8 Golomoziy, Vitaliy
8 Rosenthal, Jeffrey S.
8 Vihola, Matti
7 Andrieu, Christophe
7 Atchadé, Yves F.
7 Spade, David A.
5 Jarner, Søren Fiig
5 Kartashov, Mykola Valentynovych
5 Liu, Yuanyuan
5 Nguyen, Dang Hai
4 Flegal, James M.
4 Hobert, James P.
4 Jasra, Ajay
4 Kamatani, Kengo
4 Nielsen, Jens Perch
3 Douc, Randal
3 Guillin, Arnaud
3 Latuszynski, Krzysztof
3 Lee, Anthony J. T.
3 Martínez Miranda, María Dolores
3 Priouret, Pierre
3 Yin, George Gang
2 Allassonnière, Stéphanie
2 Bebbington, Mark S.
2 Belomestny, Denis
2 Beskos, Alexandros
2 Connor, Stephen B.
2 Deligiannidis, George
2 Diaconis, Persi Warren
2 Doucet, Arnaud
2 Doukhan, Paul
2 Durmus, Alain
2 Favaro, Stefano
2 Fearnhead, Paul
2 Furrer, Christian
2 Gámiz Pérez, María Luz
2 Girolami, Mark A.
2 Guillen, Montserrat
2 Hening, Alexandru
2 Herbei, Radu
2 Hernández-Lerma, Onésimo
2 Hervé, Loïc
2 Hou, Zhenting
2 Jakubowski, Adam
2 Johndrow, James E.
2 Karagulyan, Avetik G.
2 Ledoux, James
2 Li, Yao
2 Livingstone, Samuel
2 Mao, Yonghua
2 Meitz, Mika
2 Neath, Ronald C.
2 Nguyen Huu Du
2 Nguyen, Nhu Ngoc
2 Pérez-Marín, Ana María
2 Petersen, Kitt Skovsø
2 Portier, François
2 Qin, Qian
2 Rudolf, Daniel
2 Saikkonen, Pentti
2 Shao, Xiaofeng
2 Sherlock, Chris
2 Song, Yanhong
2 Tarłowski, Dawid
2 Vandekerkhove, Pierre
2 Vasdekis, Giorgos
2 Vogrinc, Jure
2 Walker, Stephen Grahm
2 Whiteley, Nick
2 Wu, Wei Biao
1 Adamczak, Radosław
1 Ahmad, Jamaal
1 Al-Takrouri, Saleh
1 Ango Nze, Patrick
1 Azaïs, Romain
1 Balasooriya, Uditha
1 Bambos, Nicholas
1 Barbi, Elisabetta
1 Bednorz, Witold Marek
1 Benaïm, Michel
1 Berg, Stephen
1 Bertail, Patrice
1 Betancourt, Michael
1 Bierkens, Joris
1 Bladt, Martin
1 Bladt, Mogens
1 Blake, David
1 Bou-Rabee, Nawaf M.
1 Bourquin, Antoine
1 Brown, Austin R.
1 Butkovsky, Oleg A.
1 Byrne, Simon P. J.
1 Cai, Yongli
1 Cairns, Andrew J. G.
1 Cao, Junfei
1 Chada, Neil K.
...and 176 more Authors
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Cited in 74 Serials

18 The Annals of Applied Probability
14 Stochastic Processes and their Applications
13 Journal of Applied Probability
12 Bernoulli
9 The Annals of Statistics
8 Statistics and Computing
7 Advances in Applied Probability
7 Theory of Probability and Mathematical Statistics
6 Scandinavian Actuarial Journal
6 Electronic Journal of Statistics
5 Computational Statistics and Data Analysis
5 Methodology and Computing in Applied Probability
4 Scandinavian Journal of Statistics
4 Insurance Mathematics & Economics
4 Statistics & Probability Letters
4 Statistical Science
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Journal of Mathematical Analysis and Applications
3 Journal of Computational and Graphical Statistics
2 Physica A
2 Journal of Differential Equations
2 Mathematics and Computers in Simulation
2 Operations Research Letters
2 Monte Carlo Methods and Applications
2 Electronic Communications in Probability
2 Econometric Theory
2 ASTIN Bulletin
2 SIAM/ASA Journal on Uncertainty Quantification
1 Communications on Pure and Applied Mathematics
1 Journal of Mathematical Biology
1 Journal of Statistical Physics
1 Mathematical Biosciences
1 Nonlinearity
1 Chaos, Solitons and Fractals
1 Annals of the Institute of Statistical Mathematics
1 The Annals of Probability
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Journal of the American Statistical Association
1 Mathematische Zeitschrift
1 Studies in Applied Mathematics
1 Stochastic Analysis and Applications
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Applied Mathematics Letters
1 SIAM Journal on Matrix Analysis and Applications
1 Queueing Systems
1 Annals of Operations Research
1 Computational Statistics
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 SIAM Journal on Applied Mathematics
1 Bulletin of the American Mathematical Society. New Series
1 Journal of Nonlinear Science
1 Statistica Sinica
1 Journal of Difference Equations and Applications
1 Mathematical Population Studies
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Discrete Dynamics in Nature and Society
1 Journal of Applied Statistics
1 Extremes
1 Acta Mathematica Sinica. English Series
1 Brazilian Journal of Probability and Statistics
1 Discrete and Continuous Dynamical Systems. Series B
1 Iranian Journal of Science and Technology. Transaction A: Science
1 Entropy
1 Journal of Machine Learning Research (JMLR)
1 SIAM Journal on Applied Dynamical Systems
1 Hacettepe Journal of Mathematics and Statistics
1 Statistical Methods and Applications
1 Statistics Surveys
1 European Actuarial Journal
1 Foundations of Data Science
1 SIAM Journal on Mathematics of Data Science

Citations by Year