Monte Carlo methods for Markov jump processes.

2015/17/D/ST1/01198

ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
ST1_18: Zastosowania matematyki w innych naukach
ST6_11: Uczenie maszynowe, statystyczne przetwarzanie danych i zastosowanie w przetwarzaniu sygnałów

ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki

Voivodeship: mazowieckie

Number of co-investigators in the project: 1

SONATA 9 – announced on 2015-03-16

Note — project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Sparse Estimation in Ising Model via Penalized Monte Carlo Methods

Authors:
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Academic press:
Journal of Machine Learning Research (year: 2018, volume: 19(75), pages: 46048), Publisher: MICROTOME PUBL

Status:
Published
Geometric ergodicity of Rao and Teh's algorithm for Markov jump processes and CTBNs

Authors:
Błażej Miasojedow, Wojciech Niemiro

Academic press:
Electronic Journal of Statistics (year: 2017, volume: 11(2), pages: 4629-4648), Publisher: Institute of Mathematical Statistics

Status:
Published

DOI:
10.1214/17-EJS1348 – link to the publication
Analysis of Langevin Monte Carlo via Convex Optimization

Authors:
Alain Durmus, Szymon Majewski, Błażej Miasojedow

Academic press:
Journal of Machine Learning Research (year: 2019, volume: 20, pages: 16803), Publisher: MICROTOME PUBL

Status:
Published

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