Juan P. Madrigal-Cianci

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All published works

Action	Title	Year	Authors
+ PDF Chat	Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings	2023	Juan P. Madrigal-Cianci Fabio Nobile Raúl Tempone
+	An Agent-Based Model Framework for Utility-Based Cryptoeconomies	2023	Kiran Karra Tom Mellan Maria Manuela Magalhães Silva Juan P. Madrigal-Cianci Axel Cubero Cortes Zixuan Zhang
+	Smoothening block rewards: How much should miners pay for mining pools?	2023	Axel Cortes-Cubero Juan P. Madrigal-Cianci Kiran Karra Zixuan Zhang
+ PDF Chat	Generalized parallel tempering on Bayesian inverse problems	2021	Jonas Latz Juan P. Madrigal-Cianci Fabio Nobile Raúl Tempone
+	Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings	2021	Juan P. Madrigal-Cianci Fabio Nobile Raúl Tempone

Common Coauthors

Coauthor	Papers Together
Fabio Nobile	3
Raúl Tempone	3
Kiran Karra	2
Maria Manuela Magalhães Silva	1
Tom Mellan	1
Zixuan Zhang	1
Zixuan Zhang	1
Axel Cubero Cortes	1
Axel Cortes-Cubero	1
Jonas Latz	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Monte Carlo sampling methods using Markov chains and their applications	1970	W. Keith Hastings	2
+ PDF Chat	Multilevel Sequential2 Monte Carlo for Bayesian inverse problems	2018	Jonas Latz Iason Papaioannou Elisabeth Ullmann	2
+ PDF Chat	Explicit error bounds for Markov chain Monte Carlo	2012	Daniel Rudolf	2
+ PDF Chat	Dimension-independent likelihood-informed MCMC	2015	Tiangang Cui Kody J. H. Law Youssef Marzouk	2
+ PDF Chat	Geometric Ergodicity and Hybrid Markov Chains	1997	Gareth O. Roberts Jeffrey S. Rosenthal	2
+ PDF Chat	A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow	2015	Tim Dodwell C. Ketelsen Robert Scheichl Aretha L. Teckentrup	2
+ PDF Chat	Handbook of Markov Chain Monte Carlo	2011	Steve Brooks Andrew Gelman Galin L. Jones Xiao‐Li Meng	2
+	Rates of convergence for everywhere-positive Markov chains	1995	J. R. Baxter Jeffrey S. Rosenthal	1
+ PDF Chat	Simulated Tempering: A New Monte Carlo Scheme	1992	Enzo Marinari Giorgio Parisi	1
+ PDF Chat	Rigorous confidence bounds for MCMC under a geometric drift condition	2010	Krzysztof Łatuszyński Wojciech Niemiro	1
+ PDF Chat	An Adaptive Metropolis Algorithm	2001	Heikki Haario Eero Saksman J. Tamminen	1
+ PDF Chat	Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions	2009	Dawn B. Woodard Scott C. Schmidler Mark Huber	1
+ PDF Chat	Optimal Scaling of Discrete Approximations to Langevin Diffusions	1998	Gareth O. Roberts Jeffrey S. Rosenthal	1
+ PDF Chat	Rare-event sampling: Occupation-based performance measures for parallel tempering and infinite swapping Monte Carlo methods	2012	J. D. Doll Nuria Plattner David L. Freeman Yufei Liu Paul Dupuis	1
+ PDF Chat	An Adaptive Parallel Tempering Algorithm	2013	Błażej Miasojedow Éric Moulines Matti Vihola	1
+ PDF Chat	Infinite swapping replica exchange molecular dynamics leads to a simple simulation patch using mixture potentials	2013	Jianfeng Lu Eric Vanden‐Eijnden	1
+	DRAM: Efficient adaptive MCMC	2006	Heikki Haario Marko Laine Antonietta Mira Eero Saksman	1
+ PDF Chat	An infinite swapping approach to the rare-event sampling problem	2011	Nuria Plattner J. D. Doll Paul Dupuis Hui Wang Yufei Liu J. E. Gubernatis	1
+ PDF Chat	Exact estimation for Markov chain equilibrium expectations	2014	Peter W. Glynn Chang-Han Rhee	1
+	The pseudo-marginal approach for efficient Monte Carlo computations	2009	Christophe Andrieu Gareth O. Roberts	1
+ PDF Chat	A note on Metropolis-Hastings kernels for general state spaces	1998	Luke Tierney	1
+	Numerical Models for Differential Problems	2009	Alfio Quarteroni	1
+	Explicit error bounds for lazy reversible Markov chain Monte Carlo	2008	Daniel Rudolf	1
+	Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling	2009	Jasper A. Vrugt Cajo J. F. ter Braak Cees Diks B.A. Robinson James M. Hyman David Higdon	1
+	On the convergence of adaptive sequential Monte Carlo methods	2016	Alexandros Beskos Ajay Jasra Nikolas Kantas Alexandre H. Thiéry	1
+	Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients	2011	K. A. Cliffe Michael B. Giles Robert Scheichl Aretha L. Teckentrup	1
+ PDF Chat	Complexity analysis of accelerated MCMC methods for Bayesian inversion	2013	Viêt Hà Hòang Christoph Schwab Andrew M. Stuart	1
+ PDF Chat	General state space Markov chains and MCMC algorithms	2004	Gareth O. Roberts Jeffrey S. Rosenthal	1
+ PDF Chat	Inverse problems: A Bayesian perspective	2010	Andrew M. Stuart	1
+	MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster	2013	Simon L. Cotter Gareth O. Roberts Andrew M. Stuart David White	1
+ PDF Chat	Markov chain decomposition for convergence rate analysis	2002	Neal Madras Dana Randall	1
+ PDF Chat	Multilevel Monte Carlo Path Simulation	2008	Michael B. Giles	1
+ PDF Chat	Parameter estimation of spinning binary inspirals using Markov chain Monte Carlo	2008	Marc van der Sluys V. Raymond Ilya Mandel Christian Röver N. Christensen Vicky Kalogera Renate Meyer A. Vecchio	1
+ PDF Chat	On the Infinite Swapping Limit for Parallel Tempering	2012	Paul Dupuis Yufei Liu Nuria Plattner J. D. Doll	1
+	Multilevel sequential Monte Carlo samplers	2016	Alexandros Beskos Ajay Jasra Kody J. H. Law Raúl Tempone Yan Zhou	1
+	Geometric MCMC for infinite-dimensional inverse problems	2016	Alexandros Beskos Mark Girolami Shiwei Lan Patrick E. Farrell Andrew M. Stuart	1
+	Implementing MCMC: Estimating with Conﬁdence	2011	James M. Flegal Galin L. Jones	1
+	Perfection within Reach: Exact MCMC Sampling	2011	Radu V. Craiu Xiao‐Li Meng	1
+ PDF Chat	FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems	2016	Tan Bui‐Thanh Quoc Phong Nguyen	1
+ PDF Chat	A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD	2018	Ajay Jasra Kengo Kamatani Kody J. H. Law Yan Zhou	1
+	A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics	2017	Michele Pisaroni Fabio Nobile Pénélope Leyland	1
+ PDF Chat	Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth	2019	Christian Kahle Kei Fong Lam Jonas Latz Elisabeth Ullmann	1
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	1
+	Markov chain Simulation for Multilevel Monte Carlo	2018	Ajay Jasra Kody J. H. Law Yaxian Xu	1
+ PDF Chat	WASSERSTEIN METRIC-DRIVEN BAYESIAN INVERSION WITH APPLICATIONS TO SIGNAL PROCESSING	2019	Mohammad Motamed Daniel Appelö	1
+ PDF Chat	Multilevel Particle Filters	2017	Ajay Jasra Kengo Kamatani Kody J. H. Law Yan Zhou	1
+ PDF Chat	Analysis of the Ensemble Kalman Filter for Inverse Problems	2017	Claudia Schillings Andrew M. Stuart	1
+	Multilevel Monte Carlo method for ergodic SDEs without contractivity	2019	Wei Fang Michael B. Giles	1
+	Multilevel Dimension-Independent Likelihood-Informed MCMC for Large-Scale Inverse Problems	2019	Tiangang Cui Gianluca Detommaso Robert Scheichl	1
+	Density Estimation for Statistics and Data Analysis	1987	Khosrow Dehnad	1