Hofstadler, Julian; Latuszynski, Krzysztof; Roberts, Gareth O.; Rudolf, Daniel Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo. arXiv:2402.12122 Preprint, arXiv:2402.12122 [math.NA] (2024). MSC: 65C05 65C20 60J22 BibTeX Cite \textit{J. Hofstadler} et al., ``Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo'', Preprint, arXiv:2402.12122 [math.NA] (2024) Full Text: arXiv OA License
Vasdekis, G.; Roberts, G. O. Speed up Zig-Zag. (English) Zbl 07789645 Ann. Appl. Probab. 33, No. 6A, 4693-4746 (2023). MSC: 60J25 60F05 65C05 PDFBibTeX XMLCite \textit{G. Vasdekis} and \textit{G. O. Roberts}, Ann. Appl. Probab. 33, No. 6A, 4693--4746 (2023; Zbl 07789645) Full Text: DOI arXiv
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
Agrawal, Sanket; Vats, Dootika; Łatuszyński, Krzysztof; Roberts, Gareth O. Optimal scaling of MCMC beyond Metropolis. (English) Zbl 1514.65004 Adv. Appl. Probab. 55, No. 2, 492-509 (2023). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{S. Agrawal} et al., Adv. Appl. Probab. 55, No. 2, 492--509 (2023; Zbl 1514.65004) Full Text: DOI arXiv
Crucinio, Francesca R.; Durmus, Alain; Jiménez, Pablo; Roberts, Gareth O. Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms. arXiv:2301.02446 Preprint, arXiv:2301.02446 [stat.CO] (2023). MSC: 65C05 60F05 BibTeX Cite \textit{F. R. Crucinio} et al., ``Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms'', Preprint, arXiv:2301.02446 [stat.CO] (2023) Full Text: arXiv OA License
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
Bierkens, Joris; Kamatani, Kengo; Roberts, Gareth O. High-dimensional scaling limits of piecewise deterministic sampling algorithms. (English) Zbl 1504.65002 Ann. Appl. Probab. 32, No. 5, 3361-3407 (2022). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Ann. Appl. Probab. 32, No. 5, 3361--3407 (2022; Zbl 1504.65002) Full Text: DOI arXiv
Vasdekis, Giorgos; Roberts, Gareth O. A note on the polynomial ergodicity of the one-dimensional zig-zag process. (English) Zbl 07589164 J. Appl. Probab. 59, No. 3, 895-903 (2022). MSC: 60J25 65C05 60F05 PDFBibTeX XMLCite \textit{G. Vasdekis} and \textit{G. O. Roberts}, J. Appl. Probab. 59, No. 3, 895--903 (2022; Zbl 07589164) Full Text: DOI arXiv
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
Wang, Andi Q.; Pollock, Murray; Roberts, Gareth O.; Steinsaltz, David Regeneration-enriched Markov processes with application to Monte Carlo. (English) Zbl 1476.60126 Ann. Appl. Probab. 31, No. 2, 703-735 (2021). MSC: 60J22 60J40 60J25 65C05 PDFBibTeX XMLCite \textit{A. Q. Wang} et al., Ann. Appl. Probab. 31, No. 2, 703--735 (2021; Zbl 1476.60126) Full Text: DOI arXiv Link
Yang, Jun; Roberts, Gareth O.; Rosenthal, Jeffrey S. Optimal scaling of random-walk Metropolis algorithms on general target distributions. (English) Zbl 1455.60100 Stochastic Processes Appl. 130, No. 10, 6094-6132 (2020). MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{J. Yang} et al., Stochastic Processes Appl. 130, No. 10, 6094--6132 (2020; Zbl 1455.60100) 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
Wang, Andi Q.; Roberts, Gareth O.; Steinsaltz, David An approximation scheme for quasi-stationary distributions of killed diffusions. (English) Zbl 1434.60014 Stochastic Processes Appl. 130, No. 5, 3193-3219 (2020). MSC: 60B12 60J60 37C50 65C05 PDFBibTeX XMLCite \textit{A. Q. Wang} et al., Stochastic Processes Appl. 130, No. 5, 3193--3219 (2020; Zbl 1434.60014) Full Text: DOI arXiv
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
Tawn, Nicholas G.; Roberts, Gareth O. Accelerating parallel tempering: quantile tempering algorithm (QuanTA). (English) Zbl 1429.65012 Adv. Appl. Probab. 51, No. 3, 802-834 (2019). MSC: 65C05 60J22 60-08 PDFBibTeX XMLCite \textit{N. G. Tawn} and \textit{G. O. Roberts}, Adv. Appl. Probab. 51, No. 3, 802--834 (2019; Zbl 1429.65012) Full Text: DOI arXiv
Livingstone, S.; Faulkner, M. F.; Roberts, G. O. Kinetic energy choice in Hamiltonian/hybrid Monte Carlo. (English) Zbl 1439.60070 Biometrika 106, No. 2, 303-319 (2019). Reviewer: Frank Werner (Würzburg) MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{S. Livingstone} et al., Biometrika 106, No. 2, 303--319 (2019; Zbl 1439.60070) Full Text: DOI arXiv
Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André Ergodicity of the zigzag process. (English) Zbl 1467.60020 Ann. Appl. Probab. 29, No. 4, 2266-2301 (2019). MSC: 60F05 65C05 PDFBibTeX XMLCite \textit{J. Bierkens} et al., Ann. Appl. Probab. 29, No. 4, 2266--2301 (2019; Zbl 1467.60020) Full Text: DOI arXiv Euclid
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
Dai, Hongsheng; Pollock, Murray; Roberts, Gareth Monte Carlo fusion. (English) Zbl 1416.65017 J. Appl. Probab. 56, No. 1, 174-191 (2019). MSC: 65C05 60J60 65C30 PDFBibTeX XMLCite \textit{H. Dai} et al., J. Appl. Probab. 56, No. 1, 174--191 (2019; Zbl 1416.65017) 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
Wang, Andi Q.; Kolb, Martin; Roberts, Gareth O.; Steinsaltz, David Theoretical properties of quasi-stationary Monte Carlo methods. (English) Zbl 1408.60072 Ann. Appl. Probab. 29, No. 1, 434-457 (2019). MSC: 60J60 65C05 60J70 PDFBibTeX XMLCite \textit{A. Q. Wang} et al., Ann. Appl. Probab. 29, No. 1, 434--457 (2019; Zbl 1408.60072) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Roberts, Gareth; Thiery, Alexandre; Pillai, Natesh Asymptotic analysis of the random walk metropolis algorithm on ridged densities. (English) Zbl 06974770 Ann. Appl. Probab. 28, No. 5, 2966-3001 (2018). MSC: 65C05 65C40 65C30 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Appl. Probab. 28, No. 5, 2966--3001 (2018; Zbl 06974770) 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
Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. (English) Zbl 1401.65007 J. Appl. Probab. 54, No. 4, 1233-1260 (2017). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{A. Durmus} et al., J. Appl. Probab. 54, No. 4, 1233--1260 (2017; Zbl 1401.65007) Full Text: DOI arXiv
Gonçalves, Flávio B.; Łatuszyński, Krzysztof; Roberts, Gareth O. Barker’s algorithm for Bayesian inference with intractable likelihoods. (English) Zbl 1385.65013 Braz. J. Probab. Stat. 31, No. 4, 732-745 (2017). MSC: 65C50 60J22 65C05 PDFBibTeX XMLCite \textit{F. B. Gonçalves} et al., Braz. J. Probab. Stat. 31, No. 4, 732--745 (2017; Zbl 1385.65013) Full Text: DOI arXiv Euclid
Durmus, Alain; Roberts, Gareth O.; Vilmart, Gilles; Zygalakis, Konstantinos C. Fast Langevin based algorithm for MCMC in high dimensions. (English) Zbl 1373.60053 Ann. Appl. Probab. 27, No. 4, 2195-2237 (2017). MSC: 60F05 65C05 PDFBibTeX XMLCite \textit{A. Durmus} et al., Ann. Appl. Probab. 27, No. 4, 2195--2237 (2017; Zbl 1373.60053) Full Text: DOI arXiv Euclid
Bierkens, Joris; Roberts, Gareth A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. (English) Zbl 1370.60039 Ann. Appl. Probab. 27, No. 2, 846-882 (2017). MSC: 60F05 60F17 60J22 65C05 65C40 PDFBibTeX XMLCite \textit{J. Bierkens} and \textit{G. Roberts}, Ann. Appl. Probab. 27, No. 2, 846--882 (2017; Zbl 1370.60039) Full Text: DOI arXiv Euclid
Papaspiliopoulos, Omiros; Roberts, Gareth O.; Taylor, Kasia B. Exact sampling of diffusions with a discontinuity in the drift. (English) Zbl 1426.65010 Adv. Appl. Probab. 48, No. A, 249-259 (2016). MSC: 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{O. Papaspiliopoulos} et al., Adv. Appl. Probab. 48, No. A, 249--259 (2016; Zbl 1426.65010) 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
Pollock, Murray; Johansen, Adam M.; Roberts, Gareth O. On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions. (English) Zbl 1343.60099 Bernoulli 22, No. 2, 794-856 (2016). MSC: 60H35 60H10 60J60 60J75 60G17 65C30 PDFBibTeX XMLCite \textit{M. Pollock} et al., Bernoulli 22, No. 2, 794--856 (2016; Zbl 1343.60099) Full Text: DOI arXiv Euclid
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
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
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
Gonçalves, Flávio B.; Roberts, Gareth O. Exact simulation problems for jump-diffusions. (English) Zbl 1334.60130 Methodol. Comput. Appl. Probab. 16, No. 4, 907-930 (2014). MSC: 60H35 60H10 60J60 60J75 65C30 PDFBibTeX XMLCite \textit{F. B. Gonçalves} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 16, No. 4, 907--930 (2014; Zbl 1334.60130) Full Text: DOI
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
Peluchetti, Stefano; Roberts, Gareth O.; Casella, Bruno The strong weak convergence of the quasi-EA. (English) Zbl 1280.65010 Queueing Syst. 73, No. 4, 447-460 (2013). Reviewer: Gong Guanglu (Beijing) MSC: 65C50 65C05 65C35 60G55 60J65 60J60 PDFBibTeX XMLCite \textit{S. Peluchetti} et al., Queueing Syst. 73, No. 4, 447--460 (2013; Zbl 1280.65010) Full Text: DOI
Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul Markov chain Monte Carlo for exact inference for diffusions. (English) Zbl 1328.65015 Scand. J. Stat. 40, No. 2, 294-321 (2013). MSC: 65C40 60J60 60H10 PDFBibTeX XMLCite \textit{G. Sermaidis} et al., Scand. J. Stat. 40, No. 2, 294--321 (2013; Zbl 1328.65015) Full Text: DOI arXiv
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
Peluchetti, Stefano; Roberts, Gareth O. A study of the efficiency of exact methods for diffusion simulation. (English) Zbl 1271.65019 Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 161-187 (2012). MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{S. Peluchetti} and \textit{G. O. Roberts}, Springer Proc. Math. Stat. 23, 161--187 (2012; Zbl 1271.65019) Full Text: DOI
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
Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth \(\varepsilon\)-strong simulation of the Brownian path. (English) Zbl 1263.65007 Bernoulli 18, No. 4, 1223-1248 (2012). Reviewer: Abass Sagna (Evry) MSC: 65C50 60J65 65C05 91B24 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 18, No. 4, 1223--1248 (2012; Zbl 1263.65007) Full Text: DOI arXiv Euclid
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
Neal, Peter; Roberts, Gareth; Yuen, Wai Kong Optimal scaling of random walk Metropolis algorithms with discontinuous target densities. (English) Zbl 1259.60082 Ann. Appl. Probab. 22, No. 5, 1880-1927 (2012). Reviewer: Martin Riedler (Wien) MSC: 60J22 60F05 60J05 65C05 65C40 PDFBibTeX XMLCite \textit{P. Neal} et al., Ann. Appl. Probab. 22, No. 5, 1880--1927 (2012; Zbl 1259.60082) Full Text: DOI arXiv Euclid
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
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
Neal, Peter; Roberts, Gareth Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals. (English) Zbl 1237.60060 Methodol. Comput. Appl. Probab. 13, No. 3, 583-601 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J22 60J05 65C05 65C40 PDFBibTeX XMLCite \textit{P. Neal} and \textit{G. Roberts}, Methodol. Comput. Appl. Probab. 13, No. 3, 583--601 (2011; Zbl 1237.60060) Full Text: DOI
Casella, Bruno; Roberts, Gareth O. Exact simulation of jump-diffusion processes with Monte Carlo applications. (English) Zbl 1237.60067 Methodol. Comput. Appl. Probab. 13, No. 3, 449-473 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J75 65C05 65C30 PDFBibTeX XMLCite \textit{B. Casella} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 13, No. 3, 449--473 (2011; Zbl 1237.60067) Full Text: DOI Link
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. (English) Zbl 1223.65001 Stat. Comput. 21, No. 4, 555-568 (2011). MSC: 65C05 65C40 60J22 60G50 PDFBibTeX XMLCite \textit{Y. F. Atchadé} et al., Stat. Comput. 21, No. 4, 555--568 (2011; Zbl 1223.65001) Full Text: DOI
Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. Simulating events of unknown probabilities via reverse time martingales. (English) Zbl 1236.60044 Random Struct. Algorithms 38, No. 4, 441-452 (2011). Reviewer: Tzvetan Semerdjiev (Sofia) MSC: 60G42 65C60 PDFBibTeX XMLCite \textit{K. Łatuszyński} et al., Random Struct. Algorithms 38, No. 4, 441--452 (2011; Zbl 1236.60044) Full Text: DOI arXiv Link
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
Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S. On the containment condition for adaptive Markov chain Monte Carlo algorithms. (English) Zbl 1225.60130 Adv. Appl. Stat. 21, No. 1, 1-54 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J22 60J05 65C40 65C05 PDFBibTeX XMLCite \textit{Y. Bai} et al., Adv. Appl. Stat. 21, No. 1, 1--54 (2011; Zbl 1225.60130) Full Text: Link
Roberts, Gareth O.; Rosenthal, Jeffrey S. Quantitative non-geometric convergence bounds for independence samplers. (English) Zbl 1222.60054 Methodol. Comput. Appl. Probab. 13, No. 2, 391-403 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J22 60J05 65C40 68W20 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 13, No. 2, 391--403 (2011; Zbl 1222.60054) Full Text: DOI Link
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.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC. (English) Zbl 1226.65006 Extremes 13, No. 3, 373-374 (2010). MSC: 65C40 60G70 60J22 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., Extremes 13, No. 3, 373--374 (2010; Zbl 1226.65006) Full Text: DOI
Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros Inference for stochastic volatility models using time change transformations. (English) Zbl 1189.91220 Ann. Stat. 38, No. 2, 784-807 (2010). Reviewer: Thomas Wakefield (Youngstown) MSC: 91G60 65C05 65C60 PDFBibTeX XMLCite \textit{K. Kalogeropoulos} et al., Ann. Stat. 38, No. 2, 784--807 (2010; Zbl 1189.91220) Full Text: DOI arXiv
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
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
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; 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
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
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. A factorisation of diffusion measure and finite sample path constructions. (English) Zbl 1152.65013 Methodol. Comput. Appl. Probab. 10, No. 1, 85-104 (2008). Reviewer: Serghey G. Suvorov (Donetsk) MSC: 65C50 60J60 60J65 PDFBibTeX XMLCite \textit{A. Beskos} et al., Methodol. Comput. Appl. Probab. 10, No. 1, 85--104 (2008; Zbl 1152.65013) Full Text: DOI Link
Roberts, Gareth O.; Rosenthal, Jeffrey S. Variance bounding Markov chains. (English) Zbl 1142.60047 Ann. Appl. Probab. 18, No. 3, 1201-1214 (2008). MSC: 60J10 65C40 47A10 60J22 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 18, No. 3, 1201--1214 (2008; Zbl 1142.60047) Full Text: DOI arXiv
Neal, Peter; Roberts, Gareth Optimal scaling for random walk Metropolis on spherically constrained target densities. (English) Zbl 1141.60316 Methodol. Comput. Appl. Probab. 10, No. 2, 277-297 (2008). MSC: 60F05 65C05 PDFBibTeX XMLCite \textit{P. Neal} and \textit{G. Roberts}, Methodol. Comput. Appl. Probab. 10, No. 2, 277--297 (2008; Zbl 1141.60316) Full Text: DOI Link
Casella, Bruno; Roberts, Gareth O. Exact Monte Carlo simulation of killed diffusions. (English) Zbl 1142.65006 Adv. Appl. Probab. 40, No. 1, 273-291 (2008). MSC: 65C30 60H10 60H35 60J60 65C05 91G60 PDFBibTeX XMLCite \textit{B. Casella} and \textit{G. O. Roberts}, Adv. Appl. Probab. 40, No. 1, 273--291 (2008; Zbl 1142.65006) Full Text: DOI
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
Jarner, Søren F.; Roberts, Gareth Convergence of heavy-tailed Monte Carlo Markov chain algorithms. (English) Zbl 1164.65004 Scand. J. Stat. 34, No. 4, 781-815 (2007). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C40 60J22 65C05 60G50 60F05 PDFBibTeX XMLCite \textit{S. F. Jarner} and \textit{G. Roberts}, Scand. J. Stat. 34, No. 4, 781--815 (2007; Zbl 1164.65004)
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
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno Extremal indices, geometric ergodicity of Markov chains and MCMC. (English) Zbl 1142.65011 Extremes 9, No. 3-4, 213-229 (2006); erratum ibid. 13, No. 3, 373-374 (2010). Reviewer: R. E. Maiboroda (Kyïv) MSC: 65C40 60G70 60J22 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., Extremes 9, No. 3--4, 213--229 (2006; Zbl 1142.65011) Full Text: DOI
Neal, Peter; Roberts, Gareth Optimal scaling for partially updating MCMC algorithms. (English) Zbl 1127.60021 Ann. Appl. Probab. 16, No. 2, 475-515 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60F05 65C05 65C40 60J22 PDFBibTeX XMLCite \textit{P. Neal} and \textit{G. Roberts}, Ann. Appl. Probab. 16, No. 2, 475--515 (2006; Zbl 1127.60021) Full Text: DOI arXiv
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
Beskos, Alexandros; Roberts, Gareth O. Exact simulation of diffusions. (English) Zbl 1101.60060 Ann. Appl. Probab. 15, No. 4, 2422-2444 (2005). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J60 65C05 PDFBibTeX XMLCite \textit{A. Beskos} and \textit{G. O. Roberts}, Ann. Appl. Probab. 15, No. 4, 2422--2444 (2005; Zbl 1101.60060) Full Text: DOI arXiv
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
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
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
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. On the geometric ergodicity of hybrid samplers. (English) Zbl 1028.65002 J. Appl. Probab. 40, No. 1, 123-146 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 65C05 60J10 65C40 PDFBibTeX XMLCite \textit{G. Fort} et al., J. Appl. Probab. 40, No. 1, 123--146 (2003; Zbl 1028.65002) Full Text: DOI Link
Roberts, Gareth O.; Rosenthal, Jeffrey S. One-shot coupling for certain stochastic recursive sequences. (English) Zbl 1058.60058 Stochastic Processes Appl. 99, No. 2, 195-208 (2002). MSC: 60J05 65C40 60J22 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Stochastic Processes Appl. 99, No. 2, 195--208 (2002; Zbl 1058.60058) Full Text: DOI
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, Gareth O.; Rosenthal, Jeffrey S. The polar slice sampler. (English) Zbl 1006.65004 Stoch. Models 18, No. 2, 257-280 (2002). Reviewer: Jaromir Antoch (Praha) MSC: 65C40 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Stoch. Models 18, No. 2, 257--280 (2002; Zbl 1006.65004) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Optimal scaling for various Metropolis-Hastings algorithms. (English) Zbl 1127.65305 Stat. Sci. 16, No. 4, 351-367 (2001). MSC: 65C05 60J05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Stat. Sci. 16, No. 4, 351--367 (2001; Zbl 1127.65305) Full Text: DOI
Breyer, L. A.; Roberts, G. O. Catalytic perfect simulation. (English) Zbl 0999.60069 Methodol. Comput. Appl. Probab. 3, No. 2, 161-177 (2001). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J10 60F05 65C40 PDFBibTeX XMLCite \textit{L. A. Breyer} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 3, No. 2, 161--177 (2001; Zbl 0999.60069) 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
Mira, A.; Møller, J.; Roberts, G. O. Perfect slice samplers. (English) Zbl 0993.65015 J. R. Stat. Soc., Ser. B, Stat. Methodol. 63, No. 3, 593-606 (2001); correction ibid. 64, No. 3, 581 (2002). Reviewer: Jaromir Antoch (Praha) MSC: 65C40 60J22 82C20 60G60 82C80 65C05 PDFBibTeX XMLCite \textit{A. Mira} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 63, No. 3, 593--606 (2001; Zbl 0993.65015) Full Text: DOI
Breyer, Laird; Roberts, Gareth O.; Rosenthal, Jeffrey S. A note on geometric ergodicity and floating-point roundoff error. (English) Zbl 0991.60064 Stat. Probab. Lett. 53, No. 2, 123-127 (2001). MSC: 60J27 65C50 PDFBibTeX XMLCite \textit{L. Breyer} et al., Stat. Probab. Lett. 53, No. 2, 123--127 (2001; Zbl 0991.60064) Full Text: DOI