Publications

Conjugate gradient methods for high-dimensional GLMMs

Published in ArXiv, 2024

This paper studies the spectrum of the complex sparse high-dimensional matrices arising from mixed models, and relates it to the convergence rate of conjugate gradient.

Download here

Approximate filtering via discrete dual processes

Published in Stochastic Processes and their Applications, 2024

This paper gives an extensive analysis of approximate (and exact) filtering strategies, when the dual process is a Markov chain on a discrete state space.

Download here

Andrea Pandolfi

Publications

Conjugate gradient methods for high-dimensional GLMMs

Approximate filtering via discrete dual processes