Kengo Kamatani

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 9

Top Topics

Markov Processes

Metropolis Hastings

Particle Filter

Top Venues

J. Appl. Probab.

SIAM J. Sci. Comput.

SIAM J. Numer. Anal.

Publications

Ajay Jasra, Kengo Kamatani, Mohamed Maama
Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes. SIAM J. Sci. Comput. 46 (4) (2024)
Kengo Kamatani, Xiaolin Song
Non-reversible guided Metropolis kernel. J. Appl. Probab. 60 (3) (2023)
Alexandros Beskos, Kengo Kamatani
MCMC Algorithms for Posteriors on Matrix Spaces. J. Comput. Graph. Stat. 31 (3) (2022)
Joris Bierkens, Sebastiano Grazzi, Kengo Kamatani, Gareth Roberts
The Boomerang Sampler. ICML (2020)
Joris Bierkens, Sebastiano Grazzi, Kengo Kamatani, Gareth Roberts
The Boomerang Sampler. CoRR (2020)
Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, Yan Zhou
Multilevel particle filters: normalizing constant estimation. Stat. Comput. 28 (1) (2018)
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comput. 40 (2) (2018)
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
Multilevel Particle Filters. SIAM J. Numer. Anal. 55 (6) (2017)
Kengo Kamatani
Ergodicity of Markov chain Monte Carlo with reversible proposal. J. Appl. Probab. 54 (2) (2017)