Lawrence Middleton

Unbiased Smoothing using Particle Independent Metropolis-Hastings

Arnaud Doucet, Pierre E. Jacob, George Deligiannidis, 2019, AISTATS.

Trading styles and long-run variance of asset prices

Lawrence Middleton, James Dodd, Simone Rijavec, 2021, 2109.08242.

Unbiased Markov chain Monte Carlo for intractable target distributions

Arnaud Doucet, Pierre E. Jacob, George Deligiannidis, 2020, Electronic Journal of Statistics.