Numerical methods

Product-form estimators: exploiting independence to scale up Monte Carlo
Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen
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The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems
Juan Kuntz, Francesca R. Crucinio, Adam M. Johansen
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Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona
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Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona
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Diffusion limit for the random walk Metropolis algorithm out of stationarity
Juan Kuntz, Michela Ottobre, Andrew M. Stuart
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Bounding the stationary distributions of the chemical master equation via mathematical programming
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona
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The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains
Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona
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Non-stationary phase of the MALA algorithm
Juan Kuntz, Michela Ottobre, Andrew M. Stuart
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Deterministic approximation schemes with computable errors for the distributions of Markov chains
Juan Kuntz
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Bounding Stationary Averages of Polynomial Diffusions via Semidefinite Programming
Juan Kuntz, Michela Ottobre, Guy-Bart Stan, Mauricio Barahona
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