Hofstadler, Julian; Latuszynski, Krzysztof; Roberts, Gareth O.; Rudolf, Daniel Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo. arXiv:2402.12122 Preprint, arXiv:2402.12122 [math.NA] (2024). MSC: 65C05 65C20 60J22 BibTeX Cite \textit{J. Hofstadler} et al., ``Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo'', Preprint, arXiv:2402.12122 [math.NA] (2024) Full Text: arXiv OA License
Agrawal, Sanket; Vats, Dootika; Łatuszyński, Krzysztof; Roberts, Gareth O. Optimal scaling of MCMC beyond Metropolis. (English) Zbl 1514.65004 Adv. Appl. Probab. 55, No. 2, 492-509 (2023). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{S. Agrawal} et al., Adv. Appl. Probab. 55, No. 2, 492--509 (2023; Zbl 1514.65004) Full Text: DOI arXiv
Vats, D.; Gonçalves, F. B.; Łatuszyński, K.; Roberts, G. O. Efficient Bernoulli factory Markov chain Monte Carlo for intractable posteriors. (English) Zbl 07543329 Biometrika 109, No. 2, 369-385 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Vats} et al., Biometrika 109, No. 2, 369--385 (2022; Zbl 07543329) Full Text: DOI arXiv
Gonçalves, Flávio B.; Łatuszyński, Krzysztof; Roberts, Gareth O. Barker’s algorithm for Bayesian inference with intractable likelihoods. (English) Zbl 1385.65013 Braz. J. Probab. Stat. 31, No. 4, 732-745 (2017). MSC: 65C50 60J22 65C05 PDFBibTeX XMLCite \textit{F. B. Gonçalves} et al., Braz. J. Probab. Stat. 31, No. 4, 732--745 (2017; Zbl 1385.65013) Full Text: DOI arXiv Euclid
Gerber, Mathieu; Chopin, Nicolas [Pitt, Michael; Doucet, Arnaud; Oates, Chris J.; Simpson, Daniel; Girolami, Mark; Pollock, M.; Johansen, Adam M.; Łatuszyński, K.; Roberts, G. O.; Finke, Axel; Hetland, Andreas L.; Lee, Anthony; Critchley, Frank; Nguyen, Dao; Arbel, Julyan; Prünster, Igor; Bao, Le; Beskos, Alexandros; Jasra, Ajay; Castro, Daniela; Porcu, Emilio; Coad, D. S.; Weng, R. C.; Everitt, Richard G.; Gandy, Axel; Lau, F. Din-Houn; He, Zhijian; Owen, Art B.; Paulin, Daniel; Thiery, Alexandre H.; Künsch, Hans R.; Lacoste-Julien, Simon; Lindsten, Fredrik; L’Ecuyer, Pierre; Lemieux, Christiane; Singh, Sumeetpal S.; Liu, Han; Zeng, Yong; Mateu, Jorge; Papaspiliopoulos, Omiros; Robert, Christian P.; Rudolf, Daniel; Ryder, Robin J.; Telesca, Donatello; Wong, Weng Kee; Tong, Howell; Wu, Ruochen; Linton, Oliver] Sequential quasi Monte Carlo. With discussion and authors’ reply. (English) Zbl 1414.62109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509-579 (2015). MSC: 62G05 65C60 PDFBibTeX XMLCite \textit{M. Gerber} and \textit{N. Chopin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509--579 (2015; Zbl 1414.62109) Full Text: DOI arXiv
Craiu, Radu V.; Gray, Lawrence; Łatuszyński, Krzysztof; Madras, Neal; Roberts, Gareth O.; Rosenthal, Jeffrey S. Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms. (English) Zbl 1328.60169 Ann. Appl. Probab. 25, No. 6, 3592-3623 (2015). MSC: 60J05 60J22 62F10 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{R. V. Craiu} et al., Ann. Appl. Probab. 25, No. 6, 3592--3623 (2015; Zbl 1328.60169) Full Text: DOI arXiv Euclid
Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S. Adaptive Gibbs samplers and related MCMC methods. (English) Zbl 1263.60067 Ann. Appl. Probab. 23, No. 1, 66-98 (2013). MSC: 60J22 60J05 65C05 62F15 PDFBibTeX XMLCite \textit{K. Łatuszyński} et al., Ann. Appl. Probab. 23, No. 1, 66--98 (2013; Zbl 1263.60067) Full Text: DOI arXiv Euclid
Łatuszyński, Krzysztof; Roberts, Gareth O. CLTs and asymptotic variance of time-sampled Markov chains. (English) Zbl 1262.60068 Methodol. Comput. Appl. Probab. 15, No. 1, 237-247 (2013). MSC: 60J05 60F05 60J22 PDFBibTeX XMLCite \textit{K. Łatuszyński} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 15, No. 1, 237--247 (2013; Zbl 1262.60068) 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
Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. Simulating events of unknown probabilities via reverse time martingales. (English) Zbl 1236.60044 Random Struct. Algorithms 38, No. 4, 441-452 (2011). Reviewer: Tzvetan Semerdjiev (Sofia) MSC: 60G42 65C60 PDFBibTeX XMLCite \textit{K. Łatuszyński} et al., Random Struct. Algorithms 38, No. 4, 441--452 (2011; Zbl 1236.60044) Full Text: DOI arXiv Link
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