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
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
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
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
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
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