Publications
Preprints
- Solving Fredholm Equations of the Second Kind via Wasserstein Gradient Flows
Crucinio F.R., Johansen, A.M. - Proximal Interacting Particle Langevin Algorithm
Cordero Encinar P., Crucinio F.R., Akyildiz Ö. D. - Towards a turnkey approach to unbiased Monte Carlo estimation of smooth functions of expectations
Chopin N., Crucinio F.R., Singh S. S. - Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation
Akyildiz Ö. D., Crucinio F.R., Girolami M., Johnston T., Sabanis S.
Papers
- Optimal Scaling Results for Moreau-Yosida Metropolis-adjusted Langevin Algorithms
Crucinio F.R., Durmus A., Jiménez P., Roberts, G. O.
Bernoulli, 2024+ - A connection between Tempering and Entropic Mirror Descent
Chopin N., Crucinio F.R., Korba A.
Proceedings of the 41st International Conference of Machine Learning (ICML), 2024 - Solving Fredholm Equations of the First Kind via Wasserstein Gradient Flows
Crucinio F.R., De Bortoli V., Doucet A., Johansen, A.M.
Stochastic Processes & their Applications, Volume 173, July 2024, 104374, 2024 - The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems
Kuntz J., Crucinio F.R., Johansen, A.M.
Annals of Applied Probability, 34(1B): 1469-1523, 2024 - A divide and conquer sequential Monte Carlo approach to high dimensional filtering
Crucinio F.R., Johansen, A.M.
Statistica Sinica, Volume 34, Online Special Issue I, 2024 - Properties of Marginal Sequential Monte Carlo Methods
Crucinio F.R., Johansen, A.M.
Statistics and Probability Letters, Volume 203, 109914, 2023 - A Particle Method for Solving Fredholm Equations of the First Kind
Crucinio F.R., Doucet A., Johansen, A.M.
Journal of the American Statistical Association, 118:542, 937-947, 2023 - Product-form estimators: exploiting independence to scale up Monte Carlo
Kuntz J., Crucinio F.R., Johansen A.M.
Statistics and Computing 32, 12, 2022 - Orbit-based conditional tests. A link between permutations and Markov bases
Fontana R., Crucinio F. R.
Journal of Statistical Planning and Inference 205:(23-33), 2020
Books
Other
- Speeding up algebraic-based sampling via permutations
Crucinio F.R., Fontana R.
In: La Rocca M., Liseo B., Salmaso L. (eds) Nonparametric Statistics. ISNPS 2018. Springer Proceedings in Mathematics & Statistics 339(145-155), 2020 - Comparison of conditional tests on Poisson data
Fontana R., Crucinio F.R.
Statistics and Data Science: new challenges, new generations. SIS 2017 Proceedings, Firenze University Press, 2017 - Some interacting particle methods with non-standard interactions
Crucinio F.R.
PhD Thesis, University of Warwick, 2021 - Microthesis: A Novel Algorithm for Solving Fredholm Integral Equations
Crucinio F.R.
LMS Newsletter (493), 2021