Publications

Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen (2024). The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems. The Annals of Applied Probability.
PDF Cite DOI
Jen Ning Lim, Juan Kuntz, Samuel Power, Adam M. Johansen (2024). Momentum Particle Maximum Likelihood. In ICML 2024.
PDF Cite
Rocco Caprio, Juan Kuntz, Samuel Power, Adam M. Johansen (2024). Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities. Under review.
PDF Cite
Juan Kuntz, Jen Ning Lim, Adam M. Johansen (2023). Particle algorithms for maximum likelihood training of latent variable models. In AISTATS 2023.
PDF Cite Code Video Long Video Very Long Video
Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen (2022). Product-form estimators: exploiting independence to scale up Monte Carlo. In Statistics and Computing.
PDF Cite Video DOI
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona (2021). Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations. In SIAM Review.
PDF Cite DOI
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona (2021). Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces. In SIAM Journal on Optimization.
PDF Cite DOI
Juan Kuntz (2020). Markov chains revisited. Book draft.
PDF Cite
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona (2019). Bounding the stationary distributions of the chemical master equation via mathematical programming. In The Journal of Chemical Physics.
PDF Cite DOI
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona (2019). The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains. In SIAM Journal on Scientific Computing.
PDF Cite DOI