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Kengo Kamatani

Identifiers

  • name variant Kengo Kamatani 0.60 · backfill

Papers (13)

  1. On One-Dimensional Riccati Diffusions math.PR · 2017 · author #3
  2. Bayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data math.ST · 2017 · author #2
  3. A Multi-Index Markov Chain Monte Carlo Method stat.CO · 2017 · author #2
  4. Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo stat.CO · 2017 · author #2
  5. Multilevel Particle Filters: Normalizing Constant Estimation stat.CO · 2016 · author #2
  6. Ergodicity of Markov chain Monte Carlo with reversible proposal stat.ME · 2016 · author #1
  7. Multilevel particle filter stat.CO · 2015 · author #2
  8. Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution stat.ME · 2014 · author #1
  9. A Stable Particle Filter in High-Dimensions stat.CO · 2014 · author #4
  10. Rate optimality of Random walk Metropolis algorithm in high-dimension with heavy-tailed target distribution stat.ME · 2014 · author #1
  11. Local degeneracy of Markov chain Monte Carlo methods stat.ME · 2011 · author #1
  12. Weak consistency of Markov chain Monte Carlo methods math.ST · 2011 · author #1
  13. Local Consistency of Markov Chain Monte Carlo Methods stat.ME · 2010 · author #1

Mentions

  • 1108.2477 #1 · backfill · confidence 0.70 Kengo Kamatani
  • 1103.5679 #1 · backfill · confidence 0.70 Kengo Kamatani
  • 1012.0996 #1 · backfill · confidence 0.70 Kengo Kamatani

Frequent Coauthors