Hu, Shenggang; Aslett, Louis; Dai, Hongsheng; Pollock, Murray; Roberts, Gareth O. Privacy Guarantees in Posterior Sampling under Contamination. arXiv:2403.07772 Preprint, arXiv:2403.07772 [math.ST] (2024). MSC: 62F15 62J12 BibTeX Cite \textit{S. Hu} et al., ``Privacy Guarantees in Posterior Sampling under Contamination'', Preprint, arXiv:2403.07772 [math.ST] (2024) Full Text: arXiv OA License
Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. Flexible Bayesian inference for diffusion processesusing splines. (English) Zbl 07775423 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023). MSC: 65C05 62M05 PDFBibTeX XMLCite \textit{P. A. Jenkins} et al., Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023; Zbl 07775423) Full Text: DOI arXiv OA License
Zhou, Quan; Yang, Jun; Vats, Dootika; Roberts, Gareth O.; Rosenthal, Jeffrey S. Dimension-free mixing for high-dimensional Bayesian variable selection. (English) Zbl 07686598 J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1751-1784 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Zhou} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 84, No. 5, 1751--1784 (2022; Zbl 07686598) Full Text: DOI arXiv
Mider, Marcin; Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. The computational cost of blocking for sampling discretely observed diffusions. (English) Zbl 1524.62124 Methodol. Comput. Appl. Probab. 24, No. 4, 3007-3027 (2022). MSC: 62F15 65C05 60J22 PDFBibTeX XMLCite \textit{M. Mider} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3007--3027 (2022; Zbl 1524.62124) Full Text: DOI arXiv
Corbella, Alice; Spencer, Simon E. F.; Roberts, Gareth O. Automatic zig-zag sampling in practice. (English) Zbl 1499.62015 Stat. Comput. 32, No. 6, Paper No. 107, 16 p. (2022). MSC: 62-08 65C05 PDFBibTeX XMLCite \textit{A. Corbella} et al., Stat. Comput. 32, No. 6, Paper No. 107, 16 p. (2022; Zbl 1499.62015) 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
Zanella, Giacomo; Roberts, Gareth [Zhou, Quan; Zhou, Shuang; Flegal, James M.; Yang, Xiaodong; Liu, Jun S.; Hazra, Arnab; Huser, Raphaël; Robert, Christian P.; Irie, Kaoru; Sugasawa, Shonosuke; Power, Sam; Wang, Andi; Zhao, Peng; Yang, Hou-Cheng; Hu, Guanyu] Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion). (English) Zbl 07808155 Bayesian Anal. 16, No. 4, 1309-1391 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{G. Zanella} and \textit{G. Roberts}, Bayesian Anal. 16, No. 4, 1309--1391 (2021; Zbl 07808155) Full Text: DOI arXiv Link
Robert, Christian P.; Roberts, Gareth Rao-Blackwellisation in the Markov chain Monte Carlo era. (English) Zbl 07777541 Int. Stat. Rev. 89, No. 2, 237-249 (2021). MSC: 65C05 62F15 62M05 PDFBibTeX XMLCite \textit{C. P. Robert} and \textit{G. Roberts}, Int. Stat. Rev. 89, No. 2, 237--249 (2021; Zbl 07777541) Full Text: DOI arXiv
Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. Quasi-stationary Monte Carlo and the ScaLE algorithm. (English) Zbl 07554789 J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167-1221 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Pollock} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 82, No. 5, 1167--1221 (2020; Zbl 07554789) Full Text: DOI arXiv
Birrell, Paul J.; Wernisch, Lorenz; Tom, Brian D. M.; Held, Leonhard; Roberts, Gareth O.; Pebody, Richard G.; De Angelis, Daniela Efficient real-time monitoring of an emerging influenza pandemic: how feasible? (English) Zbl 1439.62216 Ann. Appl. Stat. 14, No. 1, 74-93 (2020). MSC: 62P10 62M10 62L12 65C05 PDFBibTeX XMLCite \textit{P. J. Birrell} et al., Ann. Appl. Stat. 14, No. 1, 74--93 (2020; Zbl 1439.62216) Full Text: DOI arXiv Euclid
Papaspiliopoulos, O.; Roberts, G. O.; Zanella, G. Scalable inference for crossed random effects models. (English) Zbl 1435.62283 Biometrika 107, No. 1, 25-40 (2020). MSC: 62J10 62P25 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Biometrika 107, No. 1, 25--40 (2020; Zbl 1435.62283) Full Text: DOI arXiv Link
Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S. Weight-preserving simulated tempering. (English) Zbl 1431.60082 Stat. Comput. 30, No. 1, 27-41 (2020). MSC: 60J22 62M05 65C05 PDFBibTeX XMLCite \textit{N. G. Tawn} et al., Stat. Comput. 30, No. 1, 27--41 (2020; Zbl 1431.60082) Full Text: DOI arXiv
Zanella, Giacomo; Roberts, Gareth Scalable importance tempering and Bayesian variable selection. (English) Zbl 1420.62059 J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 3, 489-517 (2019). MSC: 62D05 65C05 62F07 62P35 PDFBibTeX XMLCite \textit{G. Zanella} and \textit{G. Roberts}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 3, 489--517 (2019; Zbl 1420.62059) Full Text: DOI arXiv Link
Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth The zig-zag process and super-efficient sampling for Bayesian analysis of big data. (English) Zbl 1417.65008 Ann. Stat. 47, No. 3, 1288-1320 (2019). MSC: 65C05 65C60 62F15 60J25 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Ann. Stat. 47, No. 3, 1288--1320 (2019; Zbl 1417.65008) Full Text: DOI arXiv Euclid
Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. Piecewise deterministic Markov processes for continuous-time Monte Carlo. (English) Zbl 1403.62148 Stat. Sci. 33, No. 3, 386-412 (2018). MSC: 62M02 62F15 PDFBibTeX XMLCite \textit{P. Fearnhead} et al., Stat. Sci. 33, No. 3, 386--412 (2018; Zbl 1403.62148) Full Text: DOI arXiv Euclid
Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. (English) Zbl 1463.62215 Stat. Probab. Lett. 136, 148-154 (2018). MSC: 62J12 62M05 62F15 65C05 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Stat. Probab. Lett. 136, 148--154 (2018; Zbl 1463.62215) Full Text: DOI arXiv Link
Medina-Aguayo, F. J.; Lee, A.; Roberts, G. O. Erratum to: “Stability of noisy Metropolis-Hastings”. (English) Zbl 1505.62287 Stat. Comput. 28, No. 1, 239 (2018). MSC: 62-08 60J22 60J05 65C05 PDFBibTeX XMLCite \textit{F. J. Medina-Aguayo} et al., Stat. Comput. 28, No. 1, 239 (2018; Zbl 1505.62287) Full Text: DOI
Agapiou, Sergios; Roberts, Gareth O.; Vollmer, Sebastian J. Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models. (English) Zbl 1419.62048 Bernoulli 24, No. 3, 1726-1786 (2018). MSC: 62F15 65C05 65C40 PDFBibTeX XMLCite \textit{S. Agapiou} et al., Bernoulli 24, No. 3, 1726--1786 (2018; Zbl 1419.62048) Full Text: DOI arXiv Euclid
Griffin, A.; Jenkins, P. A.; Roberts, G. O.; Spencer, S. E. F. Simulation from quasi-stationary distributions on reducible state spaces. (English) Zbl 1425.60067 Adv. Appl. Probab. 49, No. 3, 960-980 (2017). MSC: 60J27 62G09 PDFBibTeX XMLCite \textit{A. Griffin} et al., Adv. Appl. Probab. 49, No. 3, 960--980 (2017; Zbl 1425.60067) Full Text: DOI arXiv
Medina-Aguayo, F. J.; Lee, A.; Roberts, G. O. Stability of noisy Metropolis-Hastings. (English) Zbl 1505.62286 Stat. Comput. 26, No. 6, 1187-1211 (2016); erratum ibid. 28, No. 1, 239 (2018). MSC: 62-08 60J22 60J05 65C05 PDFBibTeX XMLCite \textit{F. J. Medina-Aguayo} et al., Stat. Comput. 26, No. 6, 1187--1211 (2016; Zbl 1505.62286) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S. Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. (English) Zbl 1345.60082 J. Appl. Probab. 53, No. 2, 410-420 (2016). MSC: 60J22 60J10 60J05 60J60 60F05 60G50 60J25 65C05 65C40 62F10 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, J. Appl. Probab. 53, No. 2, 410--420 (2016; Zbl 1345.60082) Full Text: DOI arXiv Euclid Link
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
Peavoy, Daniel; Franzke, Christian L. E.; Roberts, Gareth O. Systematic physics constrained parameter estimation of stochastic differential equations. (English) Zbl 1507.62143 Comput. Stat. Data Anal. 83, 182-199 (2015). MSC: 62-08 60H10 60J60 62F15 86A08 PDFBibTeX XMLCite \textit{D. Peavoy} et al., Comput. Stat. Data Anal. 83, 182--199 (2015; Zbl 1507.62143) 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
Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S. Convergence of conditional Metropolis-Hastings samplers. (English) Zbl 1379.60082 Adv. Appl. Probab. 46, No. 2, 422-445 (2014). MSC: 60J22 60J05 65C05 62F15 PDFBibTeX XMLCite \textit{G. L. Jones} et al., Adv. Appl. Probab. 46, No. 2, 422--445 (2014; Zbl 1379.60082) Full Text: DOI Euclid
Roberts, Gareth O.; Rosenthal, Jeffrey S. Minimising MCMC variance via diffusion limits, with an application to simulated tempering. (English) Zbl 1298.60078 Ann. Appl. Probab. 24, No. 1, 131-149 (2014). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 65C40 62M05 62F10 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 24, No. 1, 131--149 (2014; Zbl 1298.60078) Full Text: DOI arXiv Euclid
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
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
Papaspiliopoulos, Omiros; Roberts, Gareth Importance sampling techniques for estimation of diffusion models. (English) Zbl 1272.65012 Kessler, Mathieu (ed.) et al., Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4940-8/hbk; 978-1-4398-4976-7/ebook). Monographs on Statistics and Applied Probability 124, 311-340 (2012). MSC: 65C50 60G17 60J60 65C05 62D05 60J22 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{G. Roberts}, Monogr. Stat. Appl. Probab. 124, 311--340 (2012; Zbl 1272.65012) Full Text: DOI
Marshall, Tristan; Roberts, Gareth An adaptive approach to Langevin MCMC. (English) Zbl 1252.62099 Stat. Comput. 22, No. 5, 1041-1057 (2012). MSC: 62M99 65C40 65C60 PDFBibTeX XMLCite \textit{T. Marshall} and \textit{G. Roberts}, Stat. Comput. 22, No. 5, 1041--1057 (2012; Zbl 1252.62099) Full Text: DOI
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
Yau, C.; Papaspiliopoulos, O.; Roberts, G. O.; Holmes, C. Bayesian non-parametric hidden Markov models with applications in genomics. (English) Zbl 1411.62247 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 1, 37-57 (2011). MSC: 62M05 62F15 60J20 62P10 PDFBibTeX XMLCite \textit{C. Yau} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 1, 37--57 (2011; Zbl 1411.62247) 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
Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O. Likelihood-based inference for correlated diffusions. (English. French summary) Zbl 1221.65027 Can. J. Stat. 39, No. 1, 52-72 (2011). MSC: 65C60 60J60 91B84 62M99 62F15 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Can. J. Stat. 39, No. 1, 52--72 (2011; Zbl 1221.65027) Full Text: DOI arXiv
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
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
Roberts, Gareth O.; Sangalli, Laura M. Latent diffusion models for survival analysis. (English) Zbl 1323.60106 Bernoulli 16, No. 2, 435-458 (2010). MSC: 60J60 60J20 60K10 62N05 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{L. M. Sangalli}, Bernoulli 16, No. 2, 435--458 (2010; Zbl 1323.60106) Full Text: DOI arXiv Euclid
Berthelsen, Kasper K.; Breyer, Laird A.; Roberts, Gareth O. Perfect posterior simulation for mixture and hidden Markov models. (English) Zbl 1226.60100 LMS J. Comput. Math. 13, 246-259 (2010). MSC: 60J22 62F12 62F15 PDFBibTeX XMLCite \textit{K. K. Berthelsen} et al., LMS J. Comput. Math. 13, 246--259 (2010; Zbl 1226.60100) Full Text: DOI
Jewell, Chris P.; Kypraios, Theodore; Neal, Peter; Roberts, Gareth O. Bayesian analysis for emerging infectious diseases. (English) Zbl 1330.62395 Bayesian Anal. 4, No. 3, 465-496 (2009). MSC: 62P10 92D30 65C40 65C60 62M10 92C60 PDFBibTeX XMLCite \textit{C. P. Jewell} et al., Bayesian Anal. 4, No. 3, 465--496 (2009; Zbl 1330.62395) Full Text: DOI Euclid
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. (English) Zbl 1169.65004 Ann. Stat. 37, No. 1, 223-245 (2009). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 62M05 60J60 65C05 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Stat. 37, No. 1, 223--245 (2009; Zbl 1169.65004) Full Text: DOI arXiv Euclid
Papaspiliopoulos, Omiros; Roberts, Gareth O. Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. (English) Zbl 1437.62576 Biometrika 95, No. 1, 169-186 (2008). MSC: 62P10 65C40 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{G. O. Roberts}, Biometrika 95, No. 1, 169--186 (2008; Zbl 1437.62576) Full Text: DOI arXiv
Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. Particle filters for partially observed diffusions. (English) Zbl 05563368 J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 4, 755-777 (2008). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Fearnhead} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 70, No. 4, 755--777 (2008; Zbl 05563368) Full Text: DOI arXiv
Papaspiliopoulos, Omiros; Roberts, Gareth Stability of the Gibbs sampler for Bayesian hierarchical models. (English) Zbl 1144.65007 Ann. Stat. 36, No. 1, 95-117 (2008). Reviewer: Rózsa Horvàth-Bokor (Budapest) MSC: 65C60 65C05 62D05 62J12 60G15 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} and \textit{G. Roberts}, Ann. Stat. 36, No. 1, 95--117 (2008; Zbl 1144.65007) Full Text: DOI arXiv Euclid
Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin A general framework for the parametrization of hierarchical models. (English) Zbl 1246.62195 Stat. Sci. 22, No. 1, 59-73 (2007). MSC: 62M99 65C40 62F15 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Stat. Sci. 22, No. 1, 59--73 (2007; Zbl 1246.62195) Full Text: DOI arXiv Euclid
Roberts, Gareth O.; Rosenthal, Jeffrey S. Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. (English) Zbl 1137.62015 J. Appl. Probab. 44, No. 2, 458-475 (2007). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 62F15 65C40 65C05 60J10 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, J. Appl. Probab. 44, No. 2, 458--475 (2007; Zbl 1137.62015) Full Text: DOI
Dellaportas, Petros; Friel, Nial; Roberts, Gareth O. Bayesian model selection for partially observed diffusion models. (English) Zbl 1436.62407 Biometrika 93, No. 4, 809-825 (2006). MSC: 62M09 60J60 62P05 PDFBibTeX XMLCite \textit{P. Dellaportas} et al., Biometrika 93, No. 4, 809--825 (2006; Zbl 1436.62407) Full Text: DOI Link
Roberts, Gareth O.; Rosenthal, Jeffrey S. Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. (English) Zbl 1121.60076 Ann. Appl. Probab. 16, No. 4, 2123-2139 (2006). MSC: 60J05 65C05 60J22 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 16, No. 4, 2123--2139 (2006; Zbl 1121.60076) Full Text: DOI arXiv
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). (English) Zbl 1100.62079 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333-382 (2006). MSC: 62M05 65C05 62F15 65C40 PDFBibTeX XMLCite \textit{A. Beskos} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333--382 (2006; Zbl 1100.62079) Full Text: DOI
Beskos, A.; Roberts, G. O. One-shot CFTP; application to a class of truncated Gaussian densities. (English) Zbl 1103.65013 Methodol. Comput. Appl. Probab. 7, No. 4, 407-437 (2005). Reviewer: Aniket Mahanti (Calgary) MSC: 65C60 62H30 65C40 PDFBibTeX XMLCite \textit{A. Beskos} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 7, No. 4, 407--437 (2005; Zbl 1103.65013) Full Text: DOI Link
Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. Scaling limits for the transient phase of local Metropolis-Hastings algorithms. (English) Zbl 1075.65012 J. R. Stat. Soc., Ser. B, Stat. Methodol. 67, No. 2, 253-268 (2005). MSC: 65C40 65C05 60J22 62D05 PDFBibTeX XMLCite \textit{O. F. Christensen} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 67, No. 2, 253--268 (2005; Zbl 1075.65012) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. General state space Markov chains and MCMC algorithms. (English) Zbl 1189.60131 Probab. Surv. 1, 20-71 (2004). MSC: 60J05 62F10 65C05 60-02 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Probab. Surv. 1, 20--71 (2004; Zbl 1189.60131) Full Text: DOI arXiv EuDML
Neal, Peter J.; Roberts, Gareth O. Statistical inference and model selection for the 1861 Hagelloch measles epidemic. (English) Zbl 1096.62123 Biostatistics 5, No. 2, 249-261 (2004). MSC: 62P10 65C40 PDFBibTeX XMLCite \textit{P. J. Neal} and \textit{G. O. Roberts}, Biostatistics 5, No. 2, 249--261 (2004; Zbl 1096.62123) Full Text: DOI
Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. (English) Zbl 1062.62049 J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 2, 369-393 (2004). MSC: 62F15 62M99 62P05 65C40 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 66, No. 2, 369--393 (2004; Zbl 1062.62049) Full Text: DOI
Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth Bayesian inference for nondecomposable graphical Gaussian models. (English) Zbl 1192.62090 Sankhyā 65, No. 1, 43-55 (2003). MSC: 62F15 05C90 62D05 PDFBibTeX XMLCite \textit{P. Dellaportas} et al., Sankhyā 65, No. 1, 43--55 (2003; Zbl 1192.62090)
Brooks, S. P.; Giudici, P.; Roberts, G. O. Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (with discussion). (English) Zbl 1063.62120 J. R. Stat. Soc., Ser. B, Stat. Methodol. 65, No. 1, 3-55 (2003). MSC: 62M10 62F15 65C40 65C05 PDFBibTeX XMLCite \textit{S. P. Brooks} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 65, No. 1, 3--55 (2003; Zbl 1063.62120) Full Text: DOI
Sköld, M.; Roberts, G. O. Density estimation for the Metropolis-Hastings algorithm. (English) Zbl 1055.65020 Scand. J. Stat. 30, No. 4, 699-718 (2003). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C60 65C40 62G07 PDFBibTeX XMLCite \textit{M. Sköld} and \textit{G. O. Roberts}, Scand. J. Stat. 30, No. 4, 699--718 (2003; Zbl 1055.65020) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Downweighting tightly knit communities in World Wide Web rankings. (English) Zbl 1089.68667 Adv. Appl. Stat. 3, No. 3, 199-216 (2003). MSC: 68W20 68U35 62C12 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Adv. Appl. Stat. 3, No. 3, 199--216 (2003; Zbl 1089.68667)
Dellaportas, Petros; Roberts, Gareth O. An introduction to MCMC. (English) Zbl 1035.62083 Møller, Jesper (ed.), Spatial statistics and computational methods. New York, NY: Springer (ISBN 0-387-00136-0/pbk). Lect. Notes Stat. 173, 1-41 (2003). MSC: 62M05 62F15 65C40 62M30 PDFBibTeX XMLCite \textit{P. Dellaportas} and \textit{G. O. Roberts}, Lect. Notes Stat. 173, 1--41 (2003; Zbl 1035.62083)
Neal, Radford M. [Chen, Ming-Hui; Schmeiser, Bruce W.; Downs, Oliver B.; Mira, Antonietta; Roberts, Gareth O.; Skilling, John; MacKay, David J. C.; Walkers, S. G.] Slice sampling. (With discussions and rejoinder). (English) Zbl 1051.65007 Ann. Stat. 31, No. 3, 705-767 (2003). Reviewer: Jaromir Antoch (Praha) MSC: 65C60 65C05 62D05 65C40 PDFBibTeX XMLCite \textit{R. M. Neal}, Ann. Stat. 31, No. 3, 705--767 (2003; Zbl 1051.65007) Full Text: DOI
Liechty, John C.; Roberts, Gareth O. Markov chain Monte Carlo methods for switching diffusion models. (English) Zbl 0984.62060 Biometrika 88, No. 2, 299-315 (2001). MSC: 62M05 62M10 62P05 65C40 PDFBibTeX XMLCite \textit{J. C. Liechty} and \textit{G. O. Roberts}, Biometrika 88, No. 2, 299--315 (2001; Zbl 0984.62060) Full Text: DOI Link
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
Roberts, Gareth O.; Rosenthal, Jeffrey S. Infinite hierarchies and prior distributions. (English) Zbl 1006.62017 Bernoulli 7, No. 3, 453-471 (2001). MSC: 62F15 62A01 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Bernoulli 7, No. 3, 453--471 (2001; Zbl 1006.62017) Full Text: DOI Link
Brown, Patrick E.; Kåresen, Kjetil F.; Roberts, Gareth O.; Tonellato, Stefano Blur-generated non-separable space-time models. (English) Zbl 0957.62081 J. R. Stat. Soc., Ser. B, Stat. Methodol. 62, No. 4, 847-860 (2000). MSC: 62M30 62P35 PDFBibTeX XMLCite \textit{P. E. Brown} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 62, No. 4, 847--860 (2000; Zbl 0957.62081) Full Text: DOI
Brooks, S. P.; Roberts, G. O. On quantile estimation and Markov chain Monte Carlo convergence. (English) Zbl 0958.65011 Biometrika 86, No. 3, 710-717 (1999). Reviewer: R.Wegmann (Garching) MSC: 65C50 65C60 65C40 62M05 PDFBibTeX XMLCite \textit{S. P. Brooks} and \textit{G. O. Roberts}, Biometrika 86, No. 3, 710--717 (1999; Zbl 0958.65011) Full Text: DOI
Cowles, Mary Kathryn; Roberts, Gareth O.; Rosenthal, Jeffrey S. Possible biases induced by MCMC convergence diagnostics. (English) Zbl 1156.62315 J. Stat. Comput. Simulation 64, No. 1, 87-104 (1999). MSC: 62F15 65C60 PDFBibTeX XMLCite \textit{M. K. Cowles} et al., J. Stat. Comput. Simulation 64, No. 1, 87--104 (1999; Zbl 1156.62315) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Convergence of slice sampler Markov chains. (English) Zbl 0929.62098 J. R. Stat. Soc., Ser. B, Stat. Methodol. 61, No. 3, 643-660 (1999). MSC: 62M99 65C60 65C40 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 61, No. 3, 643--660 (1999; Zbl 0929.62098) Full Text: DOI
Gilks, Walter R.; Roberts, Gareth O.; Sahu, Sujit K. Adaptive Markov chain Monte Carlo through regeneration. (English) Zbl 1064.65503 J. Am. Stat. Assoc. 93, No. 443, 1045-1054 (1998). MSC: 65C40 62F15 PDFBibTeX XMLCite \textit{W. R. Gilks} et al., J. Am. Stat. Assoc. 93, No. 443, 1045--1054 (1998; Zbl 1064.65503) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Two convergence properties of hybrid samplers. (English) Zbl 0938.60055 Ann. Appl. Probab. 8, No. 2, 397-407 (1998). Reviewer: G.G.Vrănceanu (Bucureşti) MSC: 60J05 62F99 62M05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 8, No. 2, 397--407 (1998; Zbl 0938.60055) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. On convergence rates of Gibbs samplers for uniform distributions. (English) Zbl 0935.60054 Ann. Appl. Probab. 8, No. 4, 1291-1302 (1998). Reviewer: Joseph Melamed (Los Angeles) MSC: 60J05 62M05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 8, No. 4, 1291--1302 (1998; Zbl 0935.60054) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Markov-chain Monte Carlo: Some practical implications of theoretical results (With discussions and rejoinder). (English) Zbl 0920.62105 Can. J. Stat. 26, No. 1, 5-31 (1998). Reviewer: W.Schlee (München) MSC: 62M05 60J05 65C05 65C20 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Can. J. Stat. 26, No. 1, 5--31 (1998; Zbl 0920.62105) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O. Convergence properties of perturbed Markov chains. (English) Zbl 0909.60049 J. Appl. Probab. 35, No. 1, 1-11 (1998). Reviewer: E.Kazarovitsky (Kyïv) MSC: 60J05 62F99 62M05 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. Appl. Probab. 35, No. 1, 1--11 (1998; Zbl 0909.60049) Full Text: DOI Link
Jacka, S. D.; Roberts, G. O. On strong forms of weak convergence. (English) Zbl 0890.60005 Stochastic Processes Appl. 67, No. 1, 41-53 (1997). Reviewer: P.Lachout (Praha) MSC: 60B10 62B05 60J25 PDFBibTeX XMLCite \textit{S. D. Jacka} and \textit{G. O. Roberts}, Stochastic Processes Appl. 67, No. 1, 41--53 (1997; Zbl 0890.60005) Full Text: DOI
Roberts, G. O.; Sahu, S. K. Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler. (English) Zbl 0886.62083 J. R. Stat. Soc., Ser. B 59, No. 2, 291-317 (1997). MSC: 62M99 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{S. K. Sahu}, J. R. Stat. Soc., Ser. B 59, No. 2, 291--317 (1997; Zbl 0886.62083)
Gilks, Walter R.; Roberts, Gareth O. Strategies for improving MCMC. (English) Zbl 0844.62100 Gilks, W. R. (ed.) et al., Markov chain Monte Carlo in practice. London: Chapman & Hall. 89-114 (1996). MSC: 62P99 65C99 PDFBibTeX XMLCite \textit{W. R. Gilks} and \textit{G. O. Roberts}, in: Markov chain Monte Carlo in practice. London: Chapman \& Hall. 89--114 (1996; Zbl 0844.62100)
Roberts, Gareth O. Markov chain concepts related to sampling algorithms. (English) Zbl 0839.62078 Gilks, W. R. (ed.) et al., Markov chain Monte Carlo in practice. London: Chapman & Hall. 45-57 (1996). MSC: 62M05 60J20 60J27 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts}, in: Markov chain Monte Carlo in practice. London: Chapman \& Hall. 45--57 (1996; Zbl 0839.62078)
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, G. O.; Gilks, W. R. Convergence of adaptive direction sampling. (English) Zbl 0806.62052 J. Multivariate Anal. 49, No. 2, 287-298 (1994). MSC: 62H99 65C99 62H05 62H11 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{W. R. Gilks}, J. Multivariate Anal. 49, No. 2, 287--298 (1994; Zbl 0806.62052) Full Text: DOI
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
Smith, A. F. M.; Roberts, G. O. Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. (English) Zbl 0779.62030 J. R. Stat. Soc., Ser. B 55, No. 1, 3-23 (1993). MSC: 62F15 65C99 62M99 PDFBibTeX XMLCite \textit{A. F. M. Smith} and \textit{G. O. Roberts}, J. R. Stat. Soc., Ser. B 55, No. 1, 3--23 (1993; Zbl 0779.62030)
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)
Roberts, G.; Rao, J. N. K.; Kumar, S. Logistic regression analysis of sample survey data. (English) Zbl 0625.62007 Biometrika 74, 1-12 (1987). MSC: 62D05 62G10 PDFBibTeX XMLCite \textit{G. Roberts} et al., Biometrika 74, 1--12 (1987; Zbl 0625.62007) Full Text: DOI