Polson, Nicholas G.; Roberts, Gareth O. Bayes factors for discrete observations from diffusion processes. (English) Zbl 0815.62069 Biometrika 81, No. 1, 11-26 (1994). MSC: 62M99 62F15 60J70 PDFBibTeX XMLCite \textit{N. G. Polson} and \textit{G. O. Roberts}, Biometrika 81, No. 1, 11--26 (1994; Zbl 0815.62069) Full Text: DOI Link
Roberts, Gareth O.; Polson, Nicholas G. On the geometric convergence of the Gibbs sampler. (English) Zbl 0796.62029 J. R. Stat. Soc., Ser. B 56, No. 2, 377-384 (1994). MSC: 62F15 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{N. G. Polson}, J. R. Stat. Soc., Ser. B 56, No. 2, 377--384 (1994; Zbl 0796.62029)
Polson, Nicholas G.; Roberts, Gareth O. A utility based approach to information for stochastic differential equations. (English) Zbl 0795.62002 Stochastic Processes Appl. 48, No. 2, 341-356 (1993). Reviewer: He Sheng Wu (Shanghai) MSC: 62B10 62M99 62F15 60J60 62M05 60H30 PDFBibTeX XMLCite \textit{N. G. Polson} and \textit{G. O. Roberts}, Stochastic Processes Appl. 48, No. 2, 341--356 (1993; Zbl 0795.62002) Full Text: DOI
Polson, Nicholas G.; Roberts, Gareth O. A Bayesian decision theoretic characterization of Poisson processes. (English) Zbl 0800.62038 J. R. Stat. Soc., Ser. B 53, No. 3, 675-682 (1991). MSC: 62C10 60G55 PDFBibTeX XMLCite \textit{N. G. Polson} and \textit{G. O. Roberts}, J. R. Stat. Soc., Ser. B 53, No. 3, 675--682 (1991; Zbl 0800.62038)