Publications

Juan Kuntz, Jen Ning Lim, Adam M. Johansen (2022). Particle algorithms for maximum likelihood training of latent variable models. In AISTATS (accepted).

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Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen (2022). Product-form estimators: exploiting independence to scale up Monte Carlo. In Statistics and Computing.

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Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen (2021). The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems. Under review (Annals of Applied Probability).

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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.

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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.

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Juan Kuntz (2020). Markov chains revisited. Book draft.

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Juan Kuntz, Michela Ottobre, Andrew M. Stuart (2019). Diffusion limit for the random walk Metropolis algorithm out of stationarity. In Annales de l’Institut Henri Poincaré, Probabilités et Statistiques.

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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.

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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.

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Juan Kuntz, Michela Ottobre, Andrew M. Stuart (2018). Non-stationary phase of the MALA algorithm. In Stochastics and Partial Differential Equations: Analysis and Computations.

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Juan Kuntz (2017). Deterministic approximation schemes with computable errors for the distributions of Markov chains. PhD Thesis.

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Juan Kuntz, Michela Ottobre, Guy-Bart Stan, Mauricio Barahona (2016). Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming. In SIAM Journal on Scientific Computing.

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Juan Kuntz, Diego Oyarzun, Guy-Bart Stan (2014). Model Reduction of Genetic-Metabolic Networks via Time Scale Separation. In A Systems Theoretic Approach to Systems and Synthetic Biology I: Models and System Characterizations.

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