Pierre E. Jacob
Pierre E. Jacob
Associate Professor, Department of Statistics, Harvard University
Verified email at fas.harvard.edu - Homepage
Title
Cited by
Cited by
Year
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
368*2013
Parallel resampling in the particle filter
LM Murray, A Lee, PE Jacob
Journal of Computational and Graphical Statistics 25 (3), 789-805, 2016
118*2016
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
742020
On non-negative unbiased estimators
PE Jacob, AH Thiery
Annals of Statistics 43 (2), 769-784, 2015
642015
Inference in generative models using the Wasserstein distance
E Bernton, PE Jacob, M Gerber, CP Robert
arXiv preprint arXiv:1701.05146, 2017
582017
Path storage in the particle filter
PE Jacob, LM Murray, S Rubenthaler
Statistics and Computing 25 (2), 487-496, 2013
552013
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
552011
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
482019
Smoothing with couplings of conditional particle filters
PE Jacob, F Lindsten, TB Schön
Journal of the American Statistical Association, 1-32, 2018
372018
Better together? Statistical learning in models made of modules
PE Jacob, LM Murray, CC Holmes, CP Robert
arXiv preprint arXiv:1708.08719, 2017
372017
Unbiased Hamiltonian Monte Carlo with couplings
J Heng, PE Jacob
Biometrika 106 (2), 287-302, 2019
332019
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
332013
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
252019
Estimating relatedness between malaria parasites
AR Taylor, PE Jacob, DE Neafsey, CO Buckee
Genetics 212 (4), 1337-1351, 2019
222019
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
192019
The Wang-Landau algorithm reaches the Flat Histogram criterion in finite time
PE Jacob, RJ Ryder
Annals of Applied Probability 24 (1), 34-53, 2014
192014
Derivative-Free Estimation of the Score Vector and Observed Information Matrix with Application to State-Space Models
A Doucet, PE Jacob, S Rubenthaler
arXiv preprint arXiv:1304.5768, 2013
192013
Bayesian inference in non-Markovian state-space models with applications to battery fractional-order systems
PE Jacob, SMM Alavi, A Mahdi, SJ Payne, DA Howey
IEEE Transactions on Control Systems Technology 26 (2), 497-506, 2017
182017
Coupling of Particle Filters
PE Jacob, F Lindsten, TB Schön
arXiv preprint arXiv:1606.01156, 2016
182016
Estimating convergence of Markov chains with L-lag couplings
N Biswas, PE Jacob, P Vanetti
Advances in Neural Information Processing Systems, 7391-7401, 2019
162019
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