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Dr Juan Kuntz Nussio

I am a Research Fellow in the Warwick Machine Learning Group working with Adam Johansen. I develop tools for probabilistic machine learning, Bayesian inference, and computational statistics by combining concepts and techniques from optimization and Monte Carlo. In the past, I worked on Markov processes, numerical methods for the analysis thereof, and applications of control theoretic tools to synthetic biology. Below are a few recent preprints and publications, please see my personal website for the complete list. I have also been writing a book on Markov chains, see here for the latest draft.

Preprints

  • J. Kuntz, A. M. Johansen. Scalable particle-based alternatives to EM, 2022 [arXiv].
  • J. Kuntz, F. R. Crucinio, A. M. Johansen. The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems, 2021 [arXiv].

Publications

  • J. Kuntz, F. R. Crucinio, A. M. Johansen. Product-form estimators: exploiting independence to scale up Monte Carlo, Statistics and Computing, 32:12, 2022 [journal].
  • J. Kuntz, P. Thomas, G.-B. Stan, M. Barahona. Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations, SIAM Review, 63(1):3-64, 2021 [journal|arXiv].
  • J. Kuntz, P. Thomas, G.-B. Stan, M. Barahona. Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces, SIAM Journal on Optimization, 31(1):604-625, 2021 [journal|arXiv].
  • J. Kuntz, P. Thomas, G.-B. Stan, M. Barahona. Bounding the stationary distributions of the chemical master equation via mathematical programming. The Journal of Chemical Physics 151(3):034109, 2019 [journal|arXiv].
  • J. Kuntz, P. Thomas, G.-B. Stan, M. Barahona. The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains. SIAM Journal on Scientific Computing 41(2):A748-A769, 2019 [journal|arXiv].
  • J. Kuntz, M. Ottobre, A. M. Stuart. Diffusion limit for the Random Walk Metropolis algorithm out of stationarity. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 55(3):1599-1648, 2019 [journal|arXiv].