Ergodicity of Markov chain Monte Carlo with reversible proposal. - Kengo Kamatani (J. Appl. Probab., 2017)

Multilevel Particle Filters. - Ajay Jasra; Kengo Kamatani; Kody J. H. Law; Yan Zhou (SIAM J. Numer. Anal., 2017)

Multilevel particle filters: normalizing constant estimation. - Ajay Jasra; Kengo Kamatani; Prince Peprah Osei; Yan Zhou (Stat. Comput., 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)

The Boomerang Sampler. - Joris Bierkens; Sebastiano Grazzi; Kengo Kamatani; Gareth Roberts (ICML, 2020)

MCMC Algorithms for Posteriors on Matrix Spaces. - Alexandros Beskos; Kengo Kamatani (J. Comput. Graph. Stat., 2022)

Non-reversible guided Metropolis kernel. - Kengo Kamatani; Xiaolin Song (J. Appl. Probab., 2023)

Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes. - Ajay Jasra; Kengo Kamatani; Mohamed Maama (SIAM J. Sci. Comput., 2024)