Publications
Preprints
- Towards a turnkey approach to unbiased Monte Carlo estimation of smooth functions of expectations Chopin N., Crucinio F.R., Singh S. S.
- A connection between Tempering and Entropic Mirror Descent Chopin N., Crucinio F.R., Korba A.
- Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation
Akyildiz Ö. D., Crucinio F.R., Girolami M., Johnston T., Sabanis S. - Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms
Crucinio F.R., Durmus A., Jiménez P., Roberts, G. O. - Solving Fredholm Equations of the First Kind via Wasserstein Gradient Flows
Crucinio F.R., De Bortoli V., Doucet A., Johansen, A.M.
Journals
- 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
Conference Proceedings
Books
Other
