Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S. On the efficiency of pseudo-marginal random walk Metropolis algorithms. (English) Zbl 1326.65015 Ann. Stat. 43, No. 1, 238-275 (2015). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C05 65C40 60F05 60J05 60J10 60J22 60G50 PDFBibTeX XMLCite \textit{C. Sherlock} et al., Ann. Stat. 43, No. 1, 238--275 (2015; Zbl 1326.65015) Full Text: DOI arXiv Euclid
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
Sherlock, Chris; Roberts, Gareth Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets. (English) Zbl 1215.60047 Bernoulli 15, No. 3, 774-798 (2009). MSC: 60J22 65C40 65C05 PDFBibTeX XMLCite \textit{C. Sherlock} and \textit{G. Roberts}, Bernoulli 15, No. 3, 774--798 (2009; Zbl 1215.60047) Full Text: DOI arXiv