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Joris Bierkens

I am working as Assistant Professor in Statistics at Delft University of Technology.

My interest lies in improving the computational efficiency of statistical methods. Currently I am working on non-reversible Markov Chain Monte Carlo (MCMC) methods with particular attention to piecewise deterministic sampling methods such as the Zig-Zag process.

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  • Last seen Nov 25 '20 at 15:34

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20 What is a cumulant really? Oct 14 '13
8 A family of skew-symmetric matrices corresponding to cycles in graphs Jan 13 '14
4 When does a stochastic process have its sample paths a.s. in the reproducing kernel hilbert space (RKHS) induced by its covariance function? Aug 4 '14
4 Ergodic and mixing processes Jun 23 '15
4 A Stochastic Taylor Expansion/Asymptotics Jun 3 '16
3 On the solution of a generalized Lyapunov equation Aug 5 '14
3 A question about extensions of Markov semigroups Jan 7 '14
3 Example of Girsanov change of density with finite relative entropy, but with infinite integral over squared changed drift Oct 7 '13
2 Approximation of stochastic differential equations Sep 8 '13
2 Hitting time of a specific Markov chain using martingale approach (or otherwise) Jan 11 '17
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