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
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)
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. Markov chains and de-initializing processes. (English) Zbl 0985.60067 Scand. J. Stat. 28, No. 3, 489-501 (2001). Reviewer: R.E.Maiboroda (Kyïv) MSC: 60J05 60F05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Scand. J. Stat. 28, No. 3, 489--501 (2001; Zbl 0985.60067) Full Text: DOI