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
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
Sherlock, Chris; Fearnhead, Paul; Roberts, Gareth O. The random walk Metropolis: linking theory and practice through a case study. (English) Zbl 1328.60177 Stat. Sci. 25, No. 2, 172-190 (2010). MSC: 60J22 PDFBibTeX XMLCite \textit{C. Sherlock} et al., Stat. Sci. 25, No. 2, 172--190 (2010; Zbl 1328.60177) 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. 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