Casella, Bruno; Roberts, Gareth; Stramer, Osnat Stability of partially implicit Langevin schemes and their MCMC variants. (English) Zbl 1248.60080 Methodol. Comput. Appl. Probab. 13, No. 4, 835-854 (2011). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60H35 65C30 60J22 65C05 93E25 PDFBibTeX XMLCite \textit{B. Casella} et al., Methodol. Comput. Appl. Probab. 13, No. 4, 835--854 (2011; Zbl 1248.60080) Full Text: DOI Link
Roberts, G. O.; Stramer, O. Langevin diffusions and Metropolis-Hastings algorithms. (English) Zbl 1033.65003 Methodol. Comput. Appl. Probab. 4, No. 4, 337-357 (2002). Reviewer: Gong Guanglu (Beijing) MSC: 65C05 60J22 60J60 65C30 65C40 60H15 60H35 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{O. Stramer}, Methodol. Comput. Appl. Probab. 4, No. 4, 337--357 (2002; Zbl 1033.65003) Full Text: DOI
Roberts, G. O.; Stramer, O. On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm. (English) Zbl 0985.62066 Biometrika 88, No. 3, 603-621 (2001). MSC: 62M05 65C40 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{O. Stramer}, Biometrika 88, No. 3, 603--621 (2001; Zbl 0985.62066) Full Text: DOI Link