Publications

(2022). Particle algorithms for maximum likelihood training of latent variable models. In AISTATS (accepted).

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(2022). Product-form estimators: exploiting independence to scale up Monte Carlo. In Statistics and Computing.

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(2021). The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems. Under review (Annals of Applied Probability).

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(2021). Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces. In SIAM Journal on Optimization.

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(2020). Markov chains revisited. Book draft.

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(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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(2019). Bounding the stationary distributions of the chemical master equation via mathematical programming. In The Journal of Chemical Physics.

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(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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(2018). Non-stationary phase of the MALA algorithm. In Stochastics and Partial Differential Equations: Analysis and Computations.

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(2016). Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming. In SIAM Journal on Scientific Computing.

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(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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