Cotter, S. L.; Roberts, G. O.; Stuart, A. M.; White, D. MCMC methods for functions: modifying old algorithms to make them faster. (English) Zbl 1331.62132 Stat. Sci. 28, No. 3, 424-446 (2013). MSC: 62F15 65C05 65C40 60G60 60J22 62G05 62G07 PDFBibTeX XMLCite \textit{S. L. Cotter} et al., Stat. Sci. 28, No. 3, 424--446 (2013; Zbl 1331.62132) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew Optimal tuning of the hybrid Monte Carlo algorithm. (English) Zbl 1287.60090 Bernoulli 19, No. 5A, 1501-1534 (2013). MSC: 60J22 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 19, No. 5A, 1501--1534 (2013; Zbl 1287.60090) Full Text: DOI arXiv
Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M. Nonparametric estimation of diffusions: a differential equations approach. (English) Zbl 1437.62575 Biometrika 99, No. 3, 511-531 (2012). MSC: 62P10 62M05 60J60 62G05 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Biometrika 99, No. 3, 511--531 (2012; Zbl 1437.62575) Full Text: DOI Link
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
Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions. (English) Zbl 1172.60328 Ann. Appl. Probab. 19, No. 3, 863-898 (2009). MSC: 60J22 65C40 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 19, No. 3, 863--898 (2009; Zbl 1172.60328) Full Text: DOI arXiv
Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew; Voss, Jochen MCMC methods for diffusion bridges. (English) Zbl 1159.65007 Stoch. Dyn. 8, No. 3, 319-350 (2008). Reviewer: Serghey G. Suvorov (Donetsk) MSC: 65C30 65C05 60H35 60H15 35R60 65C40 60G50 PDFBibTeX XMLCite \textit{A. Beskos} et al., Stoch. Dyn. 8, No. 3, 319--350 (2008; Zbl 1159.65007) Full Text: DOI