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Jarner, Søren Fiig

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Author ID: jarner.soren-fiig Recent zbMATH articles by "Jarner, Søren Fiig"
Published as: Jarner, S. F.; Jarner, Søren F.; Jarner, Søren Fiig
External Links: ORCID
Documents Indexed: 14 Publications since 2000

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 185 times in 155 Documents Cited by Year
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
Jarner, Søren Fiig; Hansen, Ernst
64
2000
Polynomial convergence rates of Markov chains. Zbl 1012.60062
Jarner, Søren F.; Roberts, Gareth O.
61
2002
Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004
Jarner, Søren F.; Roberts, Gareth
15
2007
Locally contracting iterated functions and stability of Markov chains. Zbl 0996.60081
Jarner, S. F.; Tweedie, R. L.
15
2001
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. Zbl 1043.60054
Jarner, Søren F.; Tweedie, Richard L.
10
2003
The evolution of death rates and life expectancy in Denmark. Zbl 1224.91064
Jarner, Søren Fiig; Kryger, Esben Masotti; Dengsøe, Chresten
5
2008
A partial internal model for longevity risk. Zbl 1398.91334
Jarner, Søren Fiig; Møller, Thomas
4
2015
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
3
2013
Conductance bounds on the \(L^2\) convergence rate of Metropolis algorithms on unbounded state spaces. Zbl 1042.60040
Jarner, Søren F.; Yuen, Wai Kong
3
2004
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
A partial internal model for longevity risk. Zbl 1398.91334
Jarner, Søren Fiig; Møller, Thomas
4
2015
A nonparametric visual test of mixed hazard models. Zbl 1296.62052
Spreeuw, Jaap; Nielsen, Jens Perch; Jarner, Søren Fiig
3
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
15
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
3
2004
Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains. Zbl 1043.60054
Jarner, Søren F.; Tweedie, Richard L.
10
2003
Polynomial convergence rates of Markov chains. Zbl 1012.60062
Jarner, Søren F.; Roberts, Gareth O.
61
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.
15
2001
Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070
Jarner, Søren Fiig; Hansen, Ernst
64
2000
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Cited by 209 Authors

12 Fort, Gersende
10 Moulines, Eric
9 Roberts, Gareth O.
8 Vihola, Matti
7 Atchadé, Yves F.
7 Golomozyĭ, V. V.
7 Jones, Galin L.
7 Rosenthal, Jeffrey S.
6 Andrieu, Christophe
5 Kartashov, Mykola Valentynovych
5 Nielsen, Jens Perch
4 Jarner, Søren Fiig
4 Nguyen, Dang Hai
3 Douc, Randal
3 Flegal, James M.
3 Guillin, Arnaud
3 Jasra, Ajay
3 Kamatani, Kengo
3 Latuszynski, Krzysztof
3 Liu, Yuanyuan
3 Martínez Miranda, María Dolores
3 Priouret, Pierre
3 Spade, David A.
3 Yin, George Gang
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 Herbei, Radu
2 Hernández-Lerma, Onésimo
2 Hobert, James P.
2 Hou, Zhenting
2 Iosipoi, Leonid
2 Jakubowski, Adam
2 Karagulyan, Avetik G.
2 Li, Yao
2 Liu, Yuanyuan
2 Livingstone, Samuel
2 Neath, Ronald C.
2 Nguyen Huu Du
2 Pérez-Marín, Ana María
2 Petersen, Kitt Skovsø
2 Portier, François
2 Shao, Xiaofeng
2 Tarłowski, Dawid
2 Walker, Stephen Grahm
2 Whiteley, Nick
2 Wu, Wei Biao
1 Adamczak, Radosław
1 Al-Takrouri, Saleh
1 Allassonnière, Stéphanie
1 Ango Nze, Patrick
1 Azaïs, Romain
1 Balasooriya, Uditha
1 Bambos, Nicholas
1 Bebbington, M. S.
1 Bebbington, Mark
1 Bednorz, Witold Marek
1 Belomestny, D. V.
1 Belomestny, Denis
1 Bertail, Patrice
1 Beskos, Alexandros
1 Betancourt, Michael
1 Bierkens, Joris
1 Bou-Rabee, Nawaf M.
1 Butkovsky, Oleg A.
1 Byrne, Simon P. J.
1 Chatterjee, Debasish
1 Chen, Bohan
1 Chen, Tianqi
1 Chinipardaz, Rahim
1 Christiansen, Marcus Christian
1 Cline, Daren B. H.
1 Dalalyan, Arnak S.
1 Del Moral, Pierre
1 Delyon, Bernard
1 Denuit, Michel M.
1 Dieu, Nguyen Thanh
1 Doss, Charles R.
1 Duncan, Andrew B.
1 Erhardsson, Torkel
1 Feng, Tao
1 Ferré, Déborah
1 Foss, Sergey G.
1 Fox, Emily B.
1 Franks, Jordan J.
1 Geyer, Charles J.
1 Glynn, Peter W.
1 Golomoziy, Vitalij
1 Green, Rebecca
1 Green, Richard M.
1 Guan, Yongtao
...and 109 more Authors
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Cited in 57 Serials

15 The Annals of Applied Probability
13 Stochastic Processes and their Applications
11 Bernoulli
10 Journal of Applied Probability
7 Advances in Applied Probability
7 The Annals of Statistics
7 Theory of Probability and Mathematical Statistics
5 Computational Statistics and Data Analysis
5 Scandinavian Actuarial Journal
5 Statistics and Computing
4 Statistics & Probability Letters
4 Statistical Science
4 Electronic Journal of Statistics
3 Journal of Mathematical Analysis and Applications
3 Scandinavian Journal of Statistics
3 Insurance Mathematics & Economics
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Methodology and Computing in Applied Probability
2 Operations Research Letters
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 Physica A
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 Differential Equations
1 Mathematics and Computers in Simulation
1 Mathematische Zeitschrift
1 Stochastic Analysis and Applications
1 International Journal of Approximate Reasoning
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 Difference Equations and Applications
1 Electronic Communications in Probability
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 Econometric Theory
1 Iranian Journal of Science and Technology. Transaction A: Science
1 Entropy
1 SIAM Journal on Applied Dynamical Systems
1 Journal of the Korean Statistical Society
1 Statistics Surveys
1 European Actuarial Journal

Citations by Year