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
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
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
Andrieu, Christophe; Roberts, Gareth O. The pseudo-marginal approach for efficient Monte Carlo computations. (English) Zbl 1185.60083 Ann. Stat. 37, No. 2, 697-725 (2009). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 60K35 PDFBibTeX XMLCite \textit{C. Andrieu} and \textit{G. O. Roberts}, Ann. Stat. 37, No. 2, 697--725 (2009; Zbl 1185.60083) 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 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
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