SMC^2: an efficient algorithm for sequential analysis of state-space models N Chopin, PE Jacob, O Papaspiliopoulos Journal of the Royal Statistical Society: Series B 75 (3), 397–426, 2013 | 517 | 2013 |
Parallel resampling in the particle filter LM Murray, A Lee, PE Jacob Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016 | 198 | 2016 |
Approximate Bayesian computation with the Wasserstein distance E Bernton, PE Jacob, M Gerber, CP Robert Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2019 | 159 | 2019 |
Unbiased Markov chain Monte Carlo methods with couplings PE Jacob, J O’Leary, YF Atchadé Journal of the Royal Statistical Society Series B 82 (3), 543-600, 2020 | 143 | 2020 |
On parameter estimation with the Wasserstein distance E Bernton, PE Jacob, M Gerber, CP Robert Information and Inference: A Journal of the IMA 8 (4), 657-676, 2019 | 111 | 2019 |
Better together? Statistical learning in models made of modules PE Jacob, LM Murray, CC Holmes, CP Robert arXiv preprint arXiv:1708.08719, 2017 | 91 | 2017 |
On non-negative unbiased estimators PE Jacob, AH Thiery Annals of Statistics 43 (2), 769-784, 2015 | 86 | 2015 |
Inference in generative models using the Wasserstein distance E Bernton, PE Jacob, M Gerber, CP Robert arXiv preprint arXiv:1701.05146, 2017 | 83 | 2017 |
Unbiased Hamiltonian Monte Carlo with couplings J Heng, PE Jacob Biometrika 106 (2), 287-302, 2019 | 73 | 2019 |
Path storage in the particle filter PE Jacob, LM Murray, S Rubenthaler Statistics and Computing 25 (2), 487-496, 2013 | 70 | 2013 |
Using Parallel Computation to Improve Independent Metropolis–Hastings Based Estimation PE Jacob, CP Robert, MH Smith Journal of Computational and Graphical Statistics 20 (3), 616-635, 2011 | 68 | 2011 |
Smoothing with couplings of conditional particle filters PE Jacob, F Lindsten, TB Schön Journal of the American Statistical Association, 1-32, 2018 | 63 | 2018 |
Estimating relatedness between malaria parasites AR Taylor, PE Jacob, DE Neafsey, CO Buckee Genetics 212 (4), 1337-1351, 2019 | 54 | 2019 |
An Adaptive Interacting Wang-Landau Algorithm for Automatic Density Exploration L Bornn, PE Jacob, P Del Moral, A Doucet Journal of Computational and Graphical Statistics 22 (3), 749-773, 2013 | 54 | 2013 |
An invitation to sequential Monte Carlo samplers C Dai, J Heng, PE Jacob, N Whiteley Journal of the American Statistical Association 117 (539), 1587-1600, 2022 | 52 | 2022 |
Schr\" odinger Bridge Samplers E Bernton, J Heng, A Doucet, PE Jacob arXiv preprint arXiv:1912.13170, 2019 | 48 | 2019 |
Estimating convergence of Markov chains with L-lag couplings N Biswas, PE Jacob, P Vanetti Advances in Neural Information Processing Systems, 7391-7401, 2019 | 48 | 2019 |
Bayesian model comparison with the Hyvärinen score: Computation and consistency S Shao, PE Jacob, J Ding, V Tarokh Journal of the American Statistical Association 114 (528), 1826-1837, 2019 | 45 | 2019 |
Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo A Buchholz, N Chopin, PE Jacob Bayesian Analysis, 2021 | 39 | 2021 |
Fast approximation of the sliced-wasserstein distance using concentration of random projections K Nadjahi, A Durmus, PE Jacob, R Badeau, U Simsekli Advances in Neural Information Processing Systems 34, 12411-12424, 2021 | 35 | 2021 |