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
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
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
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
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
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
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
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
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
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
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
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 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; 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
Fort, G.; Roberts, G. O. Subgeometric ergodicity of strong Markov processes. (English) Zbl 1072.60057 Ann. Appl. Probab. 15, No. 2, 1565-1589 (2005). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J25 60J60 60K30 PDFBibTeX XMLCite \textit{G. Fort} and \textit{G. O. Roberts}, Ann. Appl. Probab. 15, No. 2, 1565--1589 (2005; Zbl 1072.60057) Full Text: DOI arXiv
Jarner, Søren F.; Roberts, Gareth O. Polynomial convergence rates of Markov chains. (English) Zbl 1012.60062 Ann. Appl. Probab. 12, No. 1, 224-247 (2002). MSC: 60J05 60J10 PDFBibTeX XMLCite \textit{S. F. Jarner} and \textit{G. O. Roberts}, Ann. Appl. Probab. 12, No. 1, 224--247 (2002; Zbl 1012.60062) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. Two convergence properties of hybrid samplers. (English) Zbl 0938.60055 Ann. Appl. Probab. 8, No. 2, 397-407 (1998). Reviewer: G.G.Vrănceanu (Bucureşti) MSC: 60J05 62F99 62M05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 8, No. 2, 397--407 (1998; Zbl 0938.60055) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S. On convergence rates of Gibbs samplers for uniform distributions. (English) Zbl 0935.60054 Ann. Appl. Probab. 8, No. 4, 1291-1302 (1998). Reviewer: Joseph Melamed (Los Angeles) MSC: 60J05 62M05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Ann. Appl. Probab. 8, No. 4, 1291--1302 (1998; Zbl 0935.60054) Full Text: DOI
Roberts, G. O.; Gelman, A.; Gilks, W. R. Weak convergence and optimal scaling of random walk Metropolis algorithms. (English) Zbl 0876.60015 Ann. Appl. Probab. 7, No. 1, 110-120 (1997). MSC: 60F05 65C99 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., Ann. Appl. Probab. 7, No. 1, 110--120 (1997; Zbl 0876.60015) Full Text: DOI
Roberts, G. O.; Shortland, C. F. The hazard rate tangent approximation for boundary hitting times. (English) Zbl 0836.60087 Ann. Appl. Probab. 5, No. 2, 446-460 (1995). Reviewer: Gong Guanglu (Beijing) MSC: 60J65 60J50 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{C. F. Shortland}, Ann. Appl. Probab. 5, No. 2, 446--460 (1995; Zbl 0836.60087) Full Text: DOI