Kengo Kamatani

MCMC Algorithms for Posteriors on Matrix Spaces

Alexandros Beskos, Kengo Kamatani, 2020 .

A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD

Ajay Jasra, Yan Zhou, Kody Law, 2017, 1704.00117.

The Boomerang Sampler pdf

Gareth Roberts, Joris Bierkens, Kengo Kamatani, 2020, ICML.

ASYMPTOTIC PROPERTIES OF MONTE CARLO STRATEGIES FOR A CUMULATIVE LINK MODEL

Kengo Kamatani, 2014 .

Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution

Kengo Kamatani, K. Kamatani, 2014, Bernoulli.

High-dimensional scaling limits of piecewise deterministic sampling algorithms

Gareth O. Roberts, Joris Bierkens, Kengo Kamatani, 2018, The Annals of Applied Probability.

Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data

Ajay Jasra, Hiroki Masuda, Kengo Kamatani, 2017, Scandinavian Journal of Statistics.