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Pierre E. Jacob
Pierre E. Jacob
Verified email at essec.edu - Homepage
Title
Cited by
Cited by
Year
SMC^2: an efficient algorithm for sequential analysis of state-space models
N Chopin, PE Jacob, O Papaspiliopoulos
Journal of the Royal Statistical Society: Series B 75 (3), 397–426, 2013
5132013
Parallel resampling in the particle filter
LM Murray, A Lee, PE Jacob
Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016
1952016
Approximate Bayesian computation with the Wasserstein distance
E Bernton, PE Jacob, M Gerber, CP Robert
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2019
1572019
Unbiased Markov chain Monte Carlo methods with couplings
PE Jacob, J O’Leary, YF Atchadé
Journal of the Royal Statistical Society Series B 82 (3), 543-600, 2020
1402020
On parameter estimation with the Wasserstein distance
E Bernton, PE Jacob, M Gerber, CP Robert
Information and Inference: A Journal of the IMA 8 (4), 657-676, 2019
1082019
Better together? Statistical learning in models made of modules
PE Jacob, LM Murray, CC Holmes, CP Robert
arXiv preprint arXiv:1708.08719, 2017
872017
On non-negative unbiased estimators
PE Jacob, AH Thiery
Annals of Statistics 43 (2), 769-784, 2015
852015
Inference in generative models using the Wasserstein distance
E Bernton, PE Jacob, M Gerber, CP Robert
arXiv preprint arXiv:1701.05146, 2017
832017
Unbiased Hamiltonian Monte Carlo with couplings
J Heng, PE Jacob
Biometrika 106 (2), 287-302, 2019
722019
Path storage in the particle filter
PE Jacob, LM Murray, S Rubenthaler
Statistics and Computing 25 (2), 487-496, 2013
702013
Using Parallel Computation to Improve Independent Metropolis–Hastings Based Estimation
PE Jacob, CP Robert, MH Smith
Journal of Computational and Graphical Statistics 20 (3), 616-635, 2011
682011
Smoothing with couplings of conditional particle filters
PE Jacob, F Lindsten, TB Schön
Journal of the American Statistical Association, 1-32, 2018
632018
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration
L Bornn, PE Jacob, P Del Moral, A Doucet
Journal of Computational and Graphical Statistics 22 (3), 749-773, 2013
542013
Estimating relatedness between malaria parasites
AR Taylor, PE Jacob, DE Neafsey, CO Buckee
Genetics 212 (4), 1337-1351, 2019
532019
An invitation to sequential Monte Carlo samplers
C Dai, J Heng, PE Jacob, N Whiteley
Journal of the American Statistical Association 117 (539), 1587-1600, 2022
502022
Estimating convergence of Markov chains with L-lag couplings
N Biswas, PE Jacob, P Vanetti
Advances in Neural Information Processing Systems, 7391-7401, 2019
472019
Schr\" odinger Bridge Samplers
E Bernton, J Heng, A Doucet, PE Jacob
arXiv preprint arXiv:1912.13170, 2019
452019
Bayesian model comparison with the Hyvärinen score: Computation and consistency
S Shao, PE Jacob, J Ding, V Tarokh
Journal of the American Statistical Association 114 (528), 1826-1837, 2019
452019
Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
A Buchholz, N Chopin, PE Jacob
Bayesian Analysis, 2021
362021
Fast approximation of the sliced-wasserstein distance using concentration of random projections
K Nadjahi, A Durmus, PE Jacob, R Badeau, U Simsekli
Advances in Neural Information Processing Systems 34, 12411-12424, 2021
332021
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