 Unbiased Parameter Estimation for Partially Observed DiffusionsSIAM Journal of Control and Optimization (SICON), 2023 |
 A randomized multi-index sequential Monte Carlo methodStatistics and computing (Stat. Comput.), 2022 |
 Unbiased time-average estimators for Markov chainsMathematics of Operations Research (MOR), 2022 |
 Unbiased Estimation using Underdamped Langevin DynamicsSIAM Journal on Scientific Computing (SISC), 2022 |
 Constructing unbiased gradient estimators with finite variance for
conditional stochastic optimizationMathematics and Computers in Simulation (MCS), 2022 |
 Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse
problemsFoundations of Computational Mathematics (FoCM), 2022 |
 Unbiased Estimation of the Hessian for Partially Observed DiffusionsProceedings of the Royal Society A (Proc. R. Soc. A), 2021 |
 Efficient Importance Sampling for Large Sums of Independent and
Identically Distributed Random VariablesStatistics and computing (Stat Comput), 2021 |
