Non-reversible guided Metropolis kernel von Kamatani, Kengo, Song, Xiaolin

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A stable particle filter for a class of high-dimensional state-space models von Beskos, Alexandros, Crisan, Dan, Jasra, Ajay, Kamatani, Kengo, Zhou, Yan

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High-dimensional scaling limits of piecewise deterministic sampling algorithms von Bierkens, Joris, Kamatani, Kengo, Roberts, Gareth O.

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Local consistency of Markov chain Monte Carlo methods von Kamatani, Kengo

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

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The YUIMA Project: A Computational Framework for Simulation and Inference of Stochastic Differential Equations von Brouste, Alexandre, Fukasawa, Masaaki, Hino, Hideitsu, Iacus, Stefano M., Kamatani, Kengo, Koike, Yuta, Masuda, Hiroki, Nomura, Ryosuke, Ogihara, Teppei, Shimuzu, Yasutaka, Uchida, Masayuki, Yoshida, Nakahiro

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Local degeneracy of Markov chain Monte Carlo methods von Kamatani, Kengo

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Random walk Metropolis algorithm in high dimension with non-Gaussian target distributions von Kamatani, Kengo

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Asymptotic Properties of Monte Carlo Strategies for a Cumulative Link Model von Kamatani, Kengo

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The Order of Degeneracy of Markov Chain Monte Carlo Method von Kamatani, Kengo

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Multilevel Particle Filters for a Class of Partially Observed Piecewise Deterministic Markov Processes von Jasra, Ajay, Kamatani, Kengo, Maama, Mohamed

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Hybrid multi-step estimators for stochastic differential equations based on sampled data von Kamatani, Kengo, Uchida, Masayuki

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Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo von Jasra, Ajay, Kamatani, Kengo, Law, Kody, Zhou, Yan

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MULTILEVEL PARTICLE FILTERS von JASRA, AJAY, KAMATANI, KENGO, LAW, KODY J. H., ZHOU, YAN

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Bayesian inference for stable Lévy–driven stochastic differential equations with high-frequency data von Jasra, Ajay, Kamatani, Kengo, Masuda, Hiroki

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Mean-reverting Proposals for the Markov Chain Monte Carlo Algorithms von Kamatani, Kengo

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Multilevel particle filters: normalizing constant estimation von Jasra, Ajay, Kamatani, Kengo, Osei, Prince Peprah, Zhou, Yan

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Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo von Jasra, Ajay, Kamatani, Kengo, Law, Kody, Zhou, Yan

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ON ONE-DIMENSIONAL RICCATI DIFFUSIONS von Bishop, A. N., Del Moral, P., Kamatani, K., Rémillard, B.

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Multilevel particle filters von Jasra, Ajay, Kamatani, Kengo, Law, Kody J.H, Zhou, Yan

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