George Deligiannidis

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Arnaud Doucet, M. Pitt, George Deligiannidis et al. · Biometrika · 2015 · 275 citations · Full text

Natural Sciences, Finance, Mathematics +17

Piecewise-Deterministic Markov Chain Monte Carlo

Paul Vanetti, Alexandre Bouchard‐Côté, George Deligiannidis et al. · arXiv (Cornell University) · 2017 · 70 citations · Full text

Engineering, Computer Science, Physics +15

Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme

Saifuddin Syed, Alexandre Bouchard‐Côté, George Deligiannidis et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2021 · 68 citations · Full text

Computing, Computer Science, Computational Physics +16

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates

George Deligiannidis, Daniel Paulin, Alexandre Bouchard‐Côté et al. · The Annals of Applied Probability · 2021 · 37 citations · Full text

Natural Sciences, Mathematics, Physics +17

Optimal Stopping for Processes with Independent Increments, and Applications

George Deligiannidis, Hai Le, Sergey Utev · Journal of Applied Probability · 2009 · 26 citations · Full text

Business, Finance, Financial Economics +15