Pierre Jacob

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-3126-6966

ESSEC Business School

Publications

• Solving the Poisson equation using coupled Markov chains — The Annals of Statistics 2026
• Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• An Invitation to Sequential Monte Carlo Samplers — Journal of the American Statistical Association 2022
• Rejoinder—A Gibbs Sampler for a Class of Random Convex Polytopes — Journal of the American Statistical Association 2021
• A Gibbs Sampler for a Class of Random Convex Polytopes — Journal of the American Statistical Association 2021
• Smoothing With Couplings of Conditional Particle Filters — Journal of the American Statistical Association 2020
• ‘Unbiased Hamiltonian Monte Carlo with couplings’ — Biometrika 2020
• Unbiased Markov chain Monte Carlo methods with couplings — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2020
• Approximate Bayesian computation with the Wasserstein distance — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2019
• Unbiased Hamiltonian Monte Carlo with couplings — Biometrika 2019
• Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency — Journal of the American Statistical Association 2019
• On nonnegative unbiased estimators — The Annals of Statistics 2015
• SMC2: an efficient algorithm for sequential analysis of state space models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013