Pierre E. Jacob
Pierre E. Jacob
Associate Professor, Department of Statistics, Harvard University
Verified email at fas.harvard.edu - Homepage
TitleCited byYear
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
297*2013
Parallel resampling in the particle filter
LM Murray, A Lee, PE Jacob
Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016
86*2016
On non-negative unbiased estimators
PE Jacob, AH Thiery
Annals of Statistics 43 (2), 769-784, 2015
452015
Inference in generative models using the Wasserstein distance
E Bernton, PE Jacob, M Gerber, CP Robert
arXiv preprint arXiv:1701.05146, 2017
442017
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
432011
Path storage in the particle filter
PE Jacob, LM Murray, S Rubenthaler
Statistics and Computing 25 (2), 487-496, 2013
422013
Unbiased Markov chain Monte Carlo with couplings
PE Jacob, J O'Leary, YF Atchadé
arXiv preprint arXiv:1708.03625, 2017
252017
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
252013
Smoothing with couplings of conditional particle filters
PE Jacob, F Lindsten, TB Schön
Journal of the American Statistical Association, 1-32, 2018
202018
Better together? Statistical learning in models made of modules
PE Jacob, LM Murray, CC Holmes, CP Robert
arXiv preprint arXiv:1708.08719, 2017
19*2017
Coupling of Particle Filters
PE Jacob, F Lindsten, TB Schön
arXiv preprint arXiv:1606.01156, 2016
172016
Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models
A Doucet, PE Jacob, S Rubenthaler
arXiv preprint arXiv:1304.5768, 2013
172013
Unbiased Hamiltonian Monte Carlo with couplings
J Heng, PE Jacob
Biometrika 106 (2), 287-302, 2019
152019
The Wang-Landau algorithm reaches the Flat Histogram criterion in finite time
PE Jacob, RJ Ryder
Annals of Applied Probability 24 (1), 34-53, 2014
152014
Bayesian model comparison with the Hyvärinen score: computation and consistency
S Shao, PE Jacob, J Ding, V Tarokh
Journal of the American Statistical Association, 1-24, 2019
132019
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
122019
Sequential Bayesian inference for implicit hidden Markov models and current limitations
PE Jacob
ESAIM: Proceedings and Surveys 51, 24-48, 2015
122015
Feynman-Kac particle integration with geometric interacting jumps
P Del Moral, PE Jacob, A Lee, L Murray, GW Peters
Stochastic Analysis and Applications 31 (5), 830-871, 2013
112013
RBi: R interface to LibBi
PE Jacob, A Lee, L Murray, S Funk
The Comprehensive R Archive Network, 2017
82017
Free energy Sequential Monte Carlo, application to mixture modelling
N Chopin, PE Jacob
Bayesian Statistics 9: proceedings of the Ninth Valencia International …, 2010
8*2010
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Articles 1–20