Edit Profile (opens in new tab) Vollmer, Sebastian J. Co-Author Distance Author ID: vollmer.sebastian-j Published as: Vollmer, Sebastian J.; Vollmer, Sebastian External Links: MGP · Wikidata · GND · IdRef · theses.fr Documents Indexed: 18 Publications since 2008, including 3 Additional arXiv Preprints Co-Authors: 30 Co-Authors with 16 Joint Publications 884 Co-Co-Authors all top 5 Co-Authors 2 single-authored 4 Duncan, Andrew B. 4 Zygalakis, Konstantinos C. 3 Nagapetyan, Tigran 3 Szpruch, Lukasz 3 Teh, Yee Whye 2 Bouchard-Côté, Alexandre 2 Doucet, Arnaud 2 Giles, Michael B. 2 Hasenclever, Leonard Q. 2 Lienart, Thibaut 2 Roberts, Gareth O. 1 Agapiou, Sergios 1 Aslett, Louis J. M. 1 Bierkens, Joris 1 Blundell, Charles 1 Döbler, Christian 1 Fearnhead, Paul 1 Gaunt, Robert Edward 1 Gorham, Jackson 1 Hairer, Martin 1 Herzer, Dierk 1 Holzmann, Hajo 1 Kasprzak, Mikołaj J. 1 Lakshminarayanan, Balaji 1 Mackey, Lester 1 Majka, Mateusz B. 1 Strulik, Holger 1 Stuart, Andrew M. 1 Thiéry, Alexandre H. 1 Webb, Stefan all top 5 Serials 3 Journal of Machine Learning Research (JMLR) 2 The Annals of Applied Probability 1 Inverse Problems 1 Journal of the American Statistical Association 1 Statistics & Probability Letters 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Bernoulli 1 Journal of Economic Growth 1 AStA. Advances in Statistical Analysis 1 Statistics and Computing 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Fields 10 Probability theory and stochastic processes (60-XX) 10 Numerical analysis (65-XX) 9 Statistics (62-XX) 3 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 15 Publications have been cited 303 times in 246 Documents Cited by ▼ Year ▼ Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions. Zbl 1307.65002 Hairer, Martin; Stuart, Andrew M.; Vollmer, Sebastian J. 73 2014 The bouncy particle sampler: a nonreversible rejection-free Markov chain Monte Carlo method. Zbl 1398.60084 Bouchard-Côté, Alexandre; Vollmer, Sebastian J.; Doucet, Arnaud 67 2018 Consistency and fluctuations for stochastic gradient Langevin dynamics. Zbl 1360.60144 Teh, Yee Whye; Thiery, Alexandre H.; Vollmer, Sebastian J. 34 2016 Measuring sample quality with diffusions. Zbl 1439.60073 Gorham, Jackson; Duncan, Andrew B.; Vollmer, Sebastian J.; Mackey, Lester 28 2019 Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics. Zbl 1391.60178 Vollmer, Sebastian J.; Zygalakis, Konstantinos C.; Teh, Yee Whye 19 2016 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 Posterior consistency for Bayesian inverse problems through stability and regression results. Zbl 1284.35064 Vollmer, Sebastian J. 15 2013 An iterative technique for bounding derivatives of solutions of Stein equations. Zbl 1386.60084 Döbler, Christian; Gaunt, Robert E.; Vollmer, Sebastian J. 12 2017 Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models. Zbl 1419.62048 Agapiou, Sergios; Roberts, Gareth O.; Vollmer, Sebastian J. 9 2018 Dimension-independent MCMC sampling for inverse problems with non-Gaussian priors. Zbl 1322.65008 Vollmer, Sebastian J. 9 2015 Note on A. Barbour’s paper on Stein’s method for diffusion approximations. Zbl 1381.60014 Kasprzak, Mikołaj J.; Duncan, Andrew B.; Vollmer, Sebastian J. 5 2017 A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU. Zbl 1171.62013 Holzmann, Hajo; Vollmer, Sebastian 5 2008 Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Zbl 1505.62159 Giles, Michael B.; Majka, Mateusz B.; Szpruch, Lukasz; Vollmer, Sebastian J.; Zygalakis, Konstantinos C. 5 2020 The long-run determinants of fertility: one century of demographic change 1900–1999. Zbl 1275.91108 Herzer, Dierk; Strulik, Holger; Vollmer, Sebastian 4 2012 Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server. Zbl 1435.68261 Hasenclever, Leonard; Webb, Stefan; Lienart, Thibaut; Vollmer, Sebastian; Lakshminarayanan, Balaji; Blundell, Charles; Teh, Yee Whye 2 2017 Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Zbl 1505.62159 Giles, Michael B.; Majka, Mateusz B.; Szpruch, Lukasz; Vollmer, Sebastian J.; Zygalakis, Konstantinos C. 5 2020 Measuring sample quality with diffusions. Zbl 1439.60073 Gorham, Jackson; Duncan, Andrew B.; Vollmer, Sebastian J.; Mackey, Lester 28 2019 The bouncy particle sampler: a nonreversible rejection-free Markov chain Monte Carlo method. Zbl 1398.60084 Bouchard-Côté, Alexandre; Vollmer, Sebastian J.; Doucet, Arnaud 67 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 Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models. Zbl 1419.62048 Agapiou, Sergios; Roberts, Gareth O.; Vollmer, Sebastian J. 9 2018 An iterative technique for bounding derivatives of solutions of Stein equations. Zbl 1386.60084 Döbler, Christian; Gaunt, Robert E.; Vollmer, Sebastian J. 12 2017 Note on A. Barbour’s paper on Stein’s method for diffusion approximations. Zbl 1381.60014 Kasprzak, Mikołaj J.; Duncan, Andrew B.; Vollmer, Sebastian J. 5 2017 Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server. Zbl 1435.68261 Hasenclever, Leonard; Webb, Stefan; Lienart, Thibaut; Vollmer, Sebastian; Lakshminarayanan, Balaji; Blundell, Charles; Teh, Yee Whye 2 2017 Consistency and fluctuations for stochastic gradient Langevin dynamics. Zbl 1360.60144 Teh, Yee Whye; Thiery, Alexandre H.; Vollmer, Sebastian J. 34 2016 Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics. Zbl 1391.60178 Vollmer, Sebastian J.; Zygalakis, Konstantinos C.; Teh, Yee Whye 19 2016 Dimension-independent MCMC sampling for inverse problems with non-Gaussian priors. Zbl 1322.65008 Vollmer, Sebastian J. 9 2015 Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions. Zbl 1307.65002 Hairer, Martin; Stuart, Andrew M.; Vollmer, Sebastian J. 73 2014 Posterior consistency for Bayesian inverse problems through stability and regression results. Zbl 1284.35064 Vollmer, Sebastian J. 15 2013 The long-run determinants of fertility: one century of demographic change 1900–1999. Zbl 1275.91108 Herzer, Dierk; Strulik, Holger; Vollmer, Sebastian 4 2012 A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU. Zbl 1171.62013 Holzmann, Hajo; Vollmer, Sebastian 5 2008 all cited Publications top 5 cited Publications all top 5 Cited by 443 Authors 12 Bierkens, Joris 10 Gaunt, Robert Edward 10 Roberts, Gareth O. 9 Stuart, Andrew M. 8 Law, Kody J. H. 7 Vollmer, Sebastian J. 6 Fearnhead, Paul 6 Jasra, Ajay 5 Guillin, Arnaud 5 Hoang, Viet Ha 5 Kamatani, Kengo 5 Majka, Mateusz B. 5 Tong, Xin Thomson 4 Dobson, Paul W. 4 Duncan, Andrew B. 4 Dunlop, Matthew M. 4 Eberle, Andreas 4 Marzouk, Youssef M. 4 Moulines, Eric 4 Nickl, Richard 4 Oates, Chris J. 4 Pereyra, Marcelo 3 Andrieu, Christophe 3 Beskos, Alexandros 3 Bouchard-Côté, Alexandre 3 Briol, François-Xavier 3 Cotter, Simon L. 3 Cui, Tiangang 3 Dang, Khue-Dung 3 Doucet, Arnaud 3 Durmus, Alain 3 Fox, Emily B. 3 Girolami, Mark A. 3 Glatt-Holtz, Nathan E. 3 Kasprzak, Mikołaj J. 3 Kohn, Robert J. 3 Li, Jinglai 3 Liang, Faming 3 Lin, Guang 3 Lu, Jianfeng 3 Lu, Yulong 3 Ma, Yian 3 Monmarché, Pierre 3 Nemeth, Christopher 3 Ottobre, Michela 3 Paulin, Daniel 3 Quiroz, Matias 3 Reinert, Gesine D. 3 Ross, Nathan 3 Rudolf, Daniel 3 Scheichl, Robert 3 Sprungk, Björn 3 Strulik, Holger 3 Swan, Yvik C. 3 Szpruch, Lukasz 3 Tran, Minh Ngoc 3 Villani, Mattias 3 Wang, Lihan 3 Xu, Lihu 3 Zygalakis, Konstantinos C. 2 Agapiou, Sergios 2 Arras, Benjamin 2 Barp, Alessandro 2 Bartlett, Peter L. 2 Bertazzi, Andrea 2 Bou-Rabee, Nawaf M. 2 Choi, Michael C. H. 2 Deng, Wei 2 Döbler, Christian 2 Dong, Jing 2 Fathi, Max 2 Ferré, Grégoire 2 Flammarion, Nicolas 2 Gan, Han L. 2 Gao, Xuefeng 2 Giordano, Matteo 2 Goldman, Jacob Vorstrup 2 Gorham, Jackson 2 Grazzi, Sebastiano 2 Gürbüzbalaban, Mert 2 Hobert, James P. 2 Höllmer, Philipp 2 Houdré, Christian 2 Johndrow, James E. 2 Kawakami, Hajime 2 Kekkonen, Hanne 2 Ketelsen, Christian 2 Krauth, Werner 2 Krometis, Justin A. 2 Leimkuhler, Benedict J. 2 Lienart, Thibaut 2 Mackey, Lester 2 Michel, Manon 2 Mijoule, Guillaume 2 Mikulincer, Dan 2 Mondaini, Cecilia F. 2 Morzfeld, Matthias 2 Nüsken, Nikolas 2 Pillai, Natesh S. 2 Pollock, Murray ...and 343 more Authors all top 5 Cited in 74 Serials 28 Statistics and Computing 18 The Annals of Applied Probability 14 Bernoulli 13 SIAM/ASA Journal on Uncertainty Quantification 11 Inverse Problems 10 Journal of the American Statistical Association 9 Journal of Machine Learning Research (JMLR) 8 Electronic Journal of Probability 7 Journal of Computational Physics 7 Stochastic Processes and their Applications 7 Journal of Computational and Graphical Statistics 6 SIAM Journal on Scientific Computing 5 Journal of Mathematical Analysis and Applications 5 Statistics & Probability Letters 5 Statistical Science 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Inverse Problems and Imaging 4 Journal of Statistical Physics 4 Stochastic and Partial Differential Equations. Analysis and Computations 3 Advances in Applied Probability 3 Journal of Applied Probability 3 Methodology and Computing in Applied Probability 3 SIAM Journal on Imaging Sciences 2 Nonlinearity 2 The Annals of Statistics 2 Journal of Statistical Computation and Simulation 2 Electronic Communications in Probability 2 Journal of Economic Growth 2 Computational Geosciences 2 Brazilian Journal of Probability and Statistics 2 Foundations of Computational Mathematics 2 Stochastic Systems 2 Bayesian Analysis 1 Archive for Rational Mechanics and Analysis 1 Computer Methods in Applied Mechanics and Engineering 1 Journal of Fluid Mechanics 1 Journal of Mathematical Biology 1 Reports on Mathematical Physics 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Optimization 1 International Statistical Review 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Numerische Mathematik 1 Operations Research 1 Transactions of the American Mathematical Society 1 Probability Theory and Related Fields 1 Econometric Reviews 1 Computational Mechanics 1 Journal of Scientific Computing 1 Machine Learning 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 SIAM Review 1 Test 1 Calculus of Variations and Partial Differential Equations 1 Bulletin of the Belgian Mathematical Society - Simon Stevin 1 ACM Transactions on Modeling and Computer Simulation 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 Annales Henri Poincaré 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Physics A: Mathematical and Theoretical 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Discrete and Continuous Dynamical Systems. Series S 1 Sankhyā. Series A 1 Quantitative Economics 1 Journal of the Japan Statistical Society. Japanese Issue 1 Mathematical Statistics and Learning 1 Foundations of Data Science 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 28 Fields 137 Statistics (62-XX) 130 Probability theory and stochastic processes (60-XX) 122 Numerical analysis (65-XX) 30 Partial differential equations (35-XX) 21 Computer science (68-XX) 11 Statistical mechanics, structure of matter (82-XX) 8 Operations research, mathematical programming (90-XX) 6 Fluid mechanics (76-XX) 5 Biology and other natural sciences (92-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Operator theory (47-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Special functions (33-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Geophysics (86-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Functional analysis (46-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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