Kengo Kamatani

According to our database, Kengo Kamatani authored at least 9 papers between 2017 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Bayesian Inference for Non-synchronously Observed Diffusions.

Ajay Jasra, Kengo Kamatani, Amin Wu

SIAM/ASA J. Uncertain. Quantification, 2026

2024

Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes.

Ajay Jasra, Kengo Kamatani, Mohamed Maama

SIAM J. Sci. Comput., 2024

2023

Non-reversible guided Metropolis kernel.

Kengo Kamatani, Xiaolin Song

J. Appl. Probab., September, 2023

2022

MCMC Algorithms for Posteriors on Matrix Spaces.

Alexandros Beskos, Kengo Kamatani

J. Comput. Graph. Stat., July, 2022

2020

The Boomerang Sampler.

Joris Bierkens, Sebastiano Grazzi, Kengo Kamatani, Gareth Roberts

Proceedings of the 37th International Conference on Machine Learning, 2020

2018

Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo.

Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou

SIAM J. Sci. Comput., 2018

Multilevel particle filters: normalizing constant estimation.

Ajay Jasra, Kengo Kamatani, Prince Peprah Osei, Yan Zhou

Stat. Comput., 2018

2017

Multilevel Particle Filters.

Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou

SIAM J. Numer. Anal., 2017

Ergodicity of Markov chain Monte Carlo with reversible proposal.

Kengo Kamatani

J. Appl. Probab., 2017