Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth The zig-zag process and super-efficient sampling for Bayesian analysis of big data. (English) Zbl 1417.65008 Ann. Stat. 47, No. 3, 1288-1320 (2019). MSC: 65C05 65C60 62F15 60J25 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Ann. Stat. 47, No. 3, 1288--1320 (2019; Zbl 1417.65008) Full Text: DOI arXiv Euclid
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. Piecewise deterministic Markov processes for continuous-time Monte Carlo. (English) Zbl 1403.62148 Stat. Sci. 33, No. 3, 386-412 (2018). MSC: 62M02 62F15 PDFBibTeX XMLCite \textit{P. Fearnhead} et al., Stat. Sci. 33, No. 3, 386--412 (2018; Zbl 1403.62148) Full Text: DOI arXiv Euclid
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. (English) Zbl 1463.62215 Stat. Probab. Lett. 136, 148-154 (2018). MSC: 62J12 62M05 62F15 65C05 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Stat. Probab. Lett. 136, 148--154 (2018; Zbl 1463.62215) Full Text: DOI arXiv Link
Fearnhead, Paul; Latuszynski, Krzystof; Roberts, Gareth O.; Sermaidis, Giorgos Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error. arXiv:1712.06201 Preprint, arXiv:1712.06201 [stat.ME] (2017). BibTeX Cite \textit{P. Fearnhead} et al., ``Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error'', Preprint, arXiv:1712.06201 [stat.ME] (2017) Full Text: arXiv OA License
Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul Markov chain Monte Carlo for exact inference for diffusions. (English) Zbl 1328.65015 Scand. J. Stat. 40, No. 2, 294-321 (2013). MSC: 65C40 60J60 60H10 PDFBibTeX XMLCite \textit{G. Sermaidis} et al., Scand. J. Stat. 40, No. 2, 294--321 (2013; Zbl 1328.65015) Full Text: DOI arXiv
Girolami, Mark; Calderhead, Ben [Sanz-Serna, J. M.; Rasmussen, Carl Edward; Doucet, Arnaud; Jacob, Pierre; Johansen, Adam M.; Honkela, Antti; Guillas, Serge; Barthelmé, Simon; Chopin, Nicolas; Filippone, Maurizio; Critchley, Frank; Friel, N.; Wyse, J.; Stathopoulos, Vassilios; Robert, Christian P.; Fearnhead, Paul; Beskos, A.; Stuart, A. M.; Skilling, John; Anaya-Izquierdo, Karim; Marriott, Paul; Archambeau, Cedric; Bouchard, Guillaume; Beffy, Magali; Bhadra, Anindya; Bornn, Luke; Cornebise, Julien; Campbell, David A.; Cao, Jiguo; Wang, Liangliang; Chin, Siu A.; Coolen, A. C. C.; Peters, Gareth; Cox, D. R.; Draper, David; Dryden, Ian; Eguchi, Shinto; Gelman, Andrew; Golightly, Andrew; Boys, Richard J.; Griffin, Jim; Gripton, Adam; Christie, Mike; Guerrera, Thiago; Rue, Håvard; Simpson, Daniel; Higham, Desmond J.; Holmes, Chris; Husmeier, Dirk; Ikeda, Shiro; Jasra, Ajay; Singh, Sumeetpal; Jupp, Peter; Kypraios, Theodore; Łatuszyński, Krzysztof; Roberts, Gareth O.; Thiéry, Alexandre; Wolny, Katarzyna; Mansinghka, V.; Marin, Jean-Michel; Meng, Xiao-Li; Mira, Antonietta; Haario, Heikki; Murray, Iain; Adams, Ryan Prescott; Parry, Matthew F.; Penny, W. D.; Pettitt, Anthony; Pillai, Natesh S.; Rao, C. R.; Roy, Daniel M.; Salimans, Tim; Schmidl, D.; Theis, F. J.; Sermaidis, Giorgos; Srivastava, Anuj; Stephens, David A.; Titsias, M. K.; Transtrum, Mark K.; Chen, Yanjiun; Machta, Benjamin B.; Sethna, James P.; Gutenkunst, Ryan; Vehtari, Aki; Vanhatalo, Jarno; Welling, Max; Winther, Ole; Opper, Manfred] Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. (English) Zbl 1411.62071 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 2, 123-214 (2011). MSC: 62F15 62H11 65C60 65C05 62-02 PDFBibTeX XMLCite \textit{M. Girolami} and \textit{B. Calderhead}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 2, 123--214 (2011; Zbl 1411.62071) Full Text: DOI
Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Stuart, Andrew Random-weight particle filtering of continuous time processes. (English) Zbl 1411.60109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 497-512 (2010). MSC: 60J22 65C40 62M20 PDFBibTeX XMLCite \textit{P. Fearnhead} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 4, 497--512 (2010; Zbl 1411.60109) Full Text: DOI
Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman [Fearnhead, Paul; Godsill, Simon; Chopin, Nicolas; Chen, Rong; Girolami, Mark; Whiteley, Nick; Roberts, Gareth; Belmonte, Miguel A.; Papaspiliopoulos, Omiros; Łatuszyński, Krzysztof; Flury, Thomas; Shephard, Neil; Robert, Christian P.; Jacob, Pierre; Rue, Håvard; Bhadra, Anindya; Bornn, Luke; Tabet, Aline; Cappé, Olivier; Cornebise, J.; Peters, G. W.; Creal, Drew D.; Koopman, Siem Jan; Crisan, Dan; Draper, David; Everitt, Richard; Golightly, Andrew; Wilkinson, Darren J.; Ionides, Edward L.; Johannes, Michael; Polson, Nick; Yae, Seung Min; Johansen, Adam M.; Aston, John A. D.; Lee, Anthony; Holmes, Chris; Maskell, Simon; Murray, Lawrence; Jones, Emlyn; Parslow, John; Campbell, Eddy; Margvelashvili, Nugzar; Silva, Ralph S.; Kohn, Robert; Giordani, Paolo; Pitt, Michael K.; Toivanen, Miika; Lampinen, Jouko; Yun, Jonghyun; Chen, Yuguo] Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. (English) Zbl 1411.65020 J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 3, 269-342 (2010). MSC: 65C40 65C05 65C60 62P20 65-02 PDFBibTeX XMLCite \textit{C. Andrieu} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 72, No. 3, 269--342 (2010; Zbl 1411.65020) Full Text: DOI
Sherlock, Chris; Fearnhead, Paul; Roberts, Gareth O. The random walk Metropolis: linking theory and practice through a case study. (English) Zbl 1328.60177 Stat. Sci. 25, No. 2, 172-190 (2010). MSC: 60J22 PDFBibTeX XMLCite \textit{C. Sherlock} et al., Stat. Sci. 25, No. 2, 172--190 (2010; Zbl 1328.60177) Full Text: DOI arXiv Euclid
Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. Particle filters for partially observed diffusions. (English) Zbl 05563368 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 4, 755-777 (2008). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Fearnhead} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 4, 755--777 (2008; Zbl 05563368) Full Text: DOI arXiv
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). (English) Zbl 1100.62079 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333-382 (2006). MSC: 62M05 65C05 62F15 65C40 PDFBibTeX XMLCite \textit{A. Beskos} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333--382 (2006; Zbl 1100.62079) Full Text: DOI