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Thiéry, Alexandre H.

Author ID: thiery.alexandre-h Recent zbMATH articles by "Thiéry, Alexandre H."
Published as: Thiery, Alexandre H.; Thiéry, Alexandre H.; Thiery, Alexandre; Thiéry, Alexandre; Thiery, A. H.
External Links: MGP
all top 5

Co-Authors

0 single-authored
5 Jasra, Ajay
5 Pillai, Natesh S.
4 Beskos, Alexandros
4 Roberts, Gareth O.
4 Sherlock, Chris
4 Stuart, Andrew M.
2 Chopin, Nicolas
2 Critchley, Frank
2 Doucet, Arnaud
2 Finke, Axel
2 Girolami, Mark A.
2 Golightly, Andrew
2 Jacob, Pierre E.
2 Johansen, Adam M.
2 Lee, Anthony J. T.
2 Paulin, Daniel
2 Robert, Christian P.
2 Simpson, Daniel Peter
2 Singh, Sumeetpal Sidhu
1 Adams, Ryan Prescott
1 Anaya-Izquierdo, Karim Alejandro
1 Arbel, Julyan
1 Archambeau, Cédric
1 Bao, Le
1 Barthelmé, Simon
1 Beffy, Magali
1 Bhadra, Anindya
1 Bornn, Luke
1 Bouchard, Guillaume
1 Boys, Richard J.
1 Bui-Thanh, Tan
1 Calderhead, Ben
1 Campbell, David A.
1 Castro, Daniela
1 Chen, Yanjiun
1 Chin, Siu A.
1 Christie, Mike
1 Coad, D. Stephen
1 Coolen, Anthony C. C.
1 Cornebise, Julien
1 Cox, David Roxbee
1 Draper, David
1 Dryden, Ian L.
1 Eguchi, Shinto
1 Everitt, Richard Geoffrey
1 Fearnhead, Paul
1 Filippone, Maurizio
1 Friel, Nial
1 Gandy, Axel
1 Gelman, Andrew
1 Gerber, Mathieu
1 Griffin, Jim E.
1 Gripton, Adam
1 Guerrera, Thiago
1 Guillas, Serge
1 Gutenkunst, Ryan
1 Haario, Heikki
1 He, Zhijian
1 Hetland, Andreas L.
1 Higham, Desmond J.
1 Holmes, Christopher C.
1 Honkela, Antti
1 Husmeier, Dirk
1 Ikeda, Shiro
1 Jupp, Peter E.
1 Kantas, Nikolas
1 Künsch, Hans Rudolf
1 Kypraios, Theodore
1 Lacoste-Julien, Simon
1 Latuszynski, Krzysztof
1 Lau, F. Din-Houn
1 L’Ecuyer, Pierre
1 Lemieux, Christiane
1 Lindsten, Fredrik
1 Linton, Oliver Bruce
1 Liu, Han
1 Machta, Benjamin B.
1 Mansinghka, Vikash K.
1 Marin, Jean-Michel
1 Marriott, Paul
1 Mateu, Jorge
1 Meng, Xiaoli
1 Mira, Antonietta
1 Murray, Iain
1 Myers, Aaron
1 Nguyen, Dao
1 Oates, Chris J.
1 Opper, Manfred
1 Owen, Art B.
1 Papaspiliopoulos, Omiros
1 Parry, Matthew F.
1 Peters, Gareth William
1 Pettitt, Anthony N.
1 Pitt, Michael K.
1 Pollock, Murray
1 Porcu, Emilio
1 Prünster, Igor
1 Rao, Calyampudi Radhakrishna
1 Rasmussen, Carl Edward
1 Rosenthal, Jeffrey S.
...and 33 more Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 212 times in 187 Documents Cited by Year
Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071
Girolami, Mark; Calderhead, Ben
248
2011
On the efficiency of pseudo-marginal random walk Metropolis algorithms. Zbl 1326.65015
Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
59
2015
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. Zbl 1272.60053
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
35
2012
Consistency and fluctuations for stochastic gradient Langevin dynamics. Zbl 1360.60144
Teh, Yee Whye; Thiery, Alexandre H.; Vollmer, Sebastian J.
34
2016
Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109
Gerber, Mathieu; Chopin, Nicolas
32
2015
On the convergence of adaptive sequential Monte Carlo methods. Zbl 1342.82127
Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre
31
2016
On nonnegative unbiased estimators. Zbl 1321.65015
Jacob, Pierre E.; Thiery, Alexandre H.
15
2015
On coupling particle filter trajectories. Zbl 1384.65006
Sen, Deborshee; Thiery, Alexandre H.; Jasra, Ajay
12
2018
Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
7
2014
Efficiency of delayed-acceptance random walk metropolis algorithms. Zbl 1478.60093
Sherlock, Chris; Thiery, Alexandre H.; Golightly, Andrew
5
2021
Error bounds for sequential Monte Carlo samplers for multimodal distributions. Zbl 07007209
Paulin, Daniel; Jasra, Ajay; Thiery, Alexandre
5
2019
Pseudo-marginal Metropolis-Hastings sampling using averages of unbiased estimators. Zbl 07072238
Sherlock, Chris; Thiery, Alexandre H.; Lee, Anthony
5
2017
A discrete bouncy particle sampler. Zbl 07543327
Sherlock, C.; Thiery, A. H.
4
2022
A discrete bouncy particle sampler. Zbl 07543327
Sherlock, C.; Thiery, A. H.
4
2022
Efficiency of delayed-acceptance random walk metropolis algorithms. Zbl 1478.60093
Sherlock, Chris; Thiery, Alexandre H.; Golightly, Andrew
5
2021
Error bounds for sequential Monte Carlo samplers for multimodal distributions. Zbl 07007209
Paulin, Daniel; Jasra, Ajay; Thiery, Alexandre
5
2019
On coupling particle filter trajectories. Zbl 1384.65006
Sen, Deborshee; Thiery, Alexandre H.; Jasra, Ajay
12
2018
Pseudo-marginal Metropolis-Hastings sampling using averages of unbiased estimators. Zbl 07072238
Sherlock, Chris; Thiery, Alexandre H.; Lee, Anthony
5
2017
Consistency and fluctuations for stochastic gradient Langevin dynamics. Zbl 1360.60144
Teh, Yee Whye; Thiery, Alexandre H.; Vollmer, Sebastian J.
34
2016
On the convergence of adaptive sequential Monte Carlo methods. Zbl 1342.82127
Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre
31
2016
On the efficiency of pseudo-marginal random walk Metropolis algorithms. Zbl 1326.65015
Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
59
2015
Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109
Gerber, Mathieu; Chopin, Nicolas
32
2015
On nonnegative unbiased estimators. Zbl 1321.65015
Jacob, Pierre E.; Thiery, Alexandre H.
15
2015
Noisy gradient flow from a random walk in Hilbert space. Zbl 1308.60005
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
7
2014
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. Zbl 1272.60053
Pillai, Natesh S.; Stuart, Andrew M.; Thiéry, Alexandre H.
35
2012
Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071
Girolami, Mark; Calderhead, Ben
248
2011
all top 5

Cited by 358 Authors

19 Jasra, Ajay
10 Golightly, Andrew
10 Kohn, Robert J.
10 Roberts, Gareth O.
10 Sherlock, Chris
9 Stuart, Andrew M.
8 Beskos, Alexandros
8 Law, Kody J. H.
7 Drovandi, Christopher C.
7 Thiéry, Alexandre H.
7 Tran, Minh Ngoc
6 Pillai, Natesh S.
6 Quiroz, Matias
5 Latuszynski, Krzysztof
5 Latz, Jonas
5 Ullmann, Elisabeth
5 Villani, Mattias
4 Dang, Khue-Dung
4 Fearnhead, Paul
4 Kamatani, Kengo
4 Lee, Anthony J. T.
4 Nemeth, Christopher
4 Ottobre, Michela
4 Papaioannou, Iason
4 Zhou, Yan
3 Chopin, Nicolas
3 Cotter, Simon L.
3 Crisan, Dan O.
3 Doucet, Arnaud
3 Friel, Nial
3 Gillespie, Colin S.
3 Heng, Jeremy
3 Jacob, Pierre E.
3 Kantas, Nikolas
3 Majka, Mateusz B.
3 Marzouk, Youssef M.
3 Miasojedow, Błażej
3 Pereyra, Marcelo
3 Picchini, Umberto
3 Robert, Christian P.
3 South, Leah F.
3 Szpruch, Lukasz
3 Tempone, Raúl F.
3 Vihola, Matti
3 Vollmer, Sebastian J.
3 Wilkinson, Darren James
3 Zhu, Lingjiong
2 Andrieu, Christophe
2 Bédard, Myléne
2 Botha, Imke
2 Bouchard-Côté, Alexandre
2 Cui, Tiangang
2 Dalalyan, Arnak S.
2 Deligiannidis, George
2 Everitt, Richard Geoffrey
2 Fox, Emily B.
2 Franks, Jordan J.
2 Gao, Xuefeng
2 Gunawan, David
2 Gürbüzbalaban, Mert
2 Johansen, Adam M.
2 Jourdain, Benjamin
2 Karagulyan, Avetik G.
2 Kendall, Wilfrid S.
2 Kuntz, Juan
2 Kypraios, Theodore
2 Lelièvre, Tony
2 Liang, Faming
2 Lindsten, Fredrik
2 Lowe, Tom E.
2 Maire, Florian
2 McKinley, Trevelyan J.
2 Mijatović, Aleksandar
2 Moulines, Eric
2 Neal, Peter J.
2 Nott, David John
2 Osei, Prince Peprah
2 Owen, Jamie
2 Paulin, Daniel
2 Prangle, Dennis
2 Rásonyi, Miklós
2 Rosenthal, Jeffrey S.
2 Schön, Thomas B.
2 Schweizer, Nikolaus
2 Singh, Sumeetpal Sidhu
2 Spencer, Simon Edward Frank
2 Spiliopoulos, Konstantinos V.
2 Vogrinc, Jure
2 Wagner, Fabian J.
2 Xu, Lihu
1 Agrawal, Sanket
1 Aicher, Christopher
1 Alquier, Pierre
1 Alrachid, Houssam
1 Alzahrani, Naif
1 Andrianakis, Ioannis
1 Aston, John A. D.
1 Bacallado, Sergio
1 Baker, Jack W.
1 Balasubramanian, Krishnakumar
...and 258 more Authors
all top 5

Cited in 52 Serials

37 Statistics and Computing
12 The Annals of Applied Probability
10 Bernoulli
10 Bayesian Analysis
9 Journal of the American Statistical Association
9 SIAM Journal on Scientific Computing
8 The Annals of Statistics
8 SIAM/ASA Journal on Uncertainty Quantification
7 Journal of Computational Physics
5 Statistical Science
5 Computational Statistics and Data Analysis
4 Advances in Applied Probability
4 Stochastic Processes and their Applications
4 Journal of Computational and Graphical Statistics
3 Methodology and Computing in Applied Probability
3 Journal of Machine Learning Research (JMLR)
3 Stochastic and Partial Differential Equations. Analysis and Computations
2 Inverse Problems
2 International Statistical Review
2 Operations Research
2 SIAM Journal on Numerical Analysis
2 Stochastic Analysis and Applications
2 Computational Statistics
2 Brazilian Journal of Probability and Statistics
2 Statistical Applications in Genetics and Molecular Biology
2 The Annals of Applied Statistics
1 Computer Methods in Applied Mechanics and Engineering
1 Nonlinearity
1 Annals of the Institute of Statistical Mathematics
1 Applied Mathematics and Optimization
1 Journal of Applied Probability
1 Journal of Econometrics
1 Theoretical Population Biology
1 International Journal of Approximate Reasoning
1 Journal of Economic Dynamics & Control
1 Machine Learning
1 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Complexity
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Foundations of Computational Mathematics
1 SIAM Journal on Applied Dynamical Systems
1 Multiscale Modeling & Simulation
1 Discrete and Continuous Dynamical Systems. Series S
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Sankhyā. Series A
1 Journal of Theoretical Biology
1 SMAI Journal of Computational Mathematics
1 SIAM Journal on Mathematics of Data Science

Citations by Year