Edit Profile (opens in new tab) Thiéry, Alexandre H. Co-Author Distance Author ID: thiery.alexandre-h Published as: Thiery, Alexandre H.; Thiéry, Alexandre H.; Thiery, Alexandre; Thiéry, Alexandre; Thiery, A. H. more...less External Links: MGP Documents Indexed: 15 Publications since 2011, including 1 Additional arXiv Preprint 2 Further Contributions Co-Authors: 19 Co-Authors with 17 Joint Publications 706 Co-Co-Authors 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 all top 5 Serials 4 The Annals of Statistics 3 The Annals of Applied Probability 2 Biometrika 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of Computational Physics 1 Bernoulli 1 Journal of Machine Learning Research (JMLR) 1 Statistics and Computing 1 Stochastic and Partial Differential Equations. Analysis and Computations Fields 14 Numerical analysis (65-XX) 10 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 21 Fields 132 Statistics (62-XX) 127 Numerical analysis (65-XX) 90 Probability theory and stochastic processes (60-XX) 14 Biology and other natural sciences (92-XX) 10 Partial differential equations (35-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Operations research, mathematical programming (90-XX) 5 Computer science (68-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Systems theory; control (93-XX) 3 Information and communication theory, circuits (94-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX) Citations by Year