Yang, Jun; Roberts, Gareth O.; Rosenthal, Jeffrey S. Optimal scaling of random-walk Metropolis algorithms on general target distributions. (English) Zbl 1455.60100 Stochastic Processes Appl. 130, No. 10, 6094-6132 (2020). MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{J. Yang} et al., Stochastic Processes Appl. 130, No. 10, 6094--6132 (2020; Zbl 1455.60100) Full Text: DOI arXiv
Wang, Andi Q.; Roberts, Gareth O.; Steinsaltz, David An approximation scheme for quasi-stationary distributions of killed diffusions. (English) Zbl 1434.60014 Stochastic Processes Appl. 130, No. 5, 3193-3219 (2020). MSC: 60B12 60J60 37C50 65C05 PDFBibTeX XMLCite \textit{A. Q. Wang} et al., Stochastic Processes Appl. 130, No. 5, 3193--3219 (2020; Zbl 1434.60014) Full Text: DOI arXiv
Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. MEXIT: maximal un-coupling times for stochastic processes. (English) Zbl 1403.60062 Stochastic Processes Appl. 129, No. 2, 355-380 (2019). MSC: 60J10 60K35 PDFBibTeX XMLCite \textit{P. A. Ernst} et al., Stochastic Processes Appl. 129, No. 2, 355--380 (2019; Zbl 1403.60062) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S. One-shot coupling for certain stochastic recursive sequences. (English) Zbl 1058.60058 Stochastic Processes Appl. 99, No. 2, 195-208 (2002). MSC: 60J05 65C40 60J22 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Stochastic Processes Appl. 99, No. 2, 195--208 (2002; Zbl 1058.60058) Full Text: DOI
Roberts, G. O.; Tweedie, R. L. Corrigendum to “Bounds on regeneration times and convergence rates for Markov chains”. (English) Zbl 1047.60072 Stochastic Processes Appl. 91, No. 2, 337-338 (2001). Reviewer: Jan Seidler (Praha) MSC: 60J10 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{R. L. Tweedie}, Stochastic Processes Appl. 91, No. 2, 337--338 (2001; Zbl 1047.60072) Full Text: DOI
Breyer, L. A.; Roberts, G. O. From Metropolis to diffusions: Gibbs states and optimal scaling. (English) Zbl 1047.60065 Stochastic Processes Appl. 90, No. 2, 181-206 (2000). Reviewer: Jan Seidler (Praha) MSC: 60J05 65C05 60J22 PDFBibTeX XMLCite \textit{L. A. Breyer} and \textit{G. O. Roberts}, Stochastic Processes Appl. 90, No. 2, 181--206 (2000; Zbl 1047.60065) Full Text: DOI
Breyer, L. A.; Roberts, G. O. A quasi-ergodic theorem for evanescent processes. (English) Zbl 0996.60085 Stochastic Processes Appl. 84, No. 2, 177-186 (1999). Reviewer: Jan Seidler (Praha) MSC: 60J25 PDFBibTeX XMLCite \textit{L. A. Breyer} and \textit{G. O. Roberts}, Stochastic Processes Appl. 84, No. 2, 177--186 (1999; Zbl 0996.60085) Full Text: DOI
Roberts, G. O.; Tweedie, R. L. Bounds on regeneration times and convergence rates for Markov chains. (English) Zbl 0961.60066 Stochastic Processes Appl. 80, No. 2, 211-229 (1999). Reviewer: Jan Seidler (Praha) MSC: 60J05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{R. L. Tweedie}, Stochastic Processes Appl. 80, No. 2, 211--229 (1999; Zbl 0961.60066) Full Text: DOI
Jacka, S. D.; Roberts, G. O. On strong forms of weak convergence. (English) Zbl 0890.60005 Stochastic Processes Appl. 67, No. 1, 41-53 (1997). Reviewer: P.Lachout (Praha) MSC: 60B10 62B05 60J25 PDFBibTeX XMLCite \textit{S. D. Jacka} and \textit{G. O. Roberts}, Stochastic Processes Appl. 67, No. 1, 41--53 (1997; Zbl 0890.60005) Full Text: DOI
Roberts, G. O.; Smith, A. F. M. Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (English) Zbl 0803.60067 Stochastic Processes Appl. 49, No. 2, 207-216 (1994). MSC: 60J20 60K35 65C05 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{A. F. M. Smith}, Stochastic Processes Appl. 49, No. 2, 207--216 (1994; Zbl 0803.60067) Full Text: DOI
Polson, Nicholas G.; Roberts, Gareth O. A utility based approach to information for stochastic differential equations. (English) Zbl 0795.62002 Stochastic Processes Appl. 48, No. 2, 341-356 (1993). Reviewer: He Sheng Wu (Shanghai) MSC: 62B10 62M99 62F15 60J60 62M05 60H30 PDFBibTeX XMLCite \textit{N. G. Polson} and \textit{G. O. Roberts}, Stochastic Processes Appl. 48, No. 2, 341--356 (1993; Zbl 0795.62002) Full Text: DOI