Agapiou, Sergios; Roberts, Gareth O.; Vollmer, Sebastian J. Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models. (English) Zbl 1419.62048 Bernoulli 24, No. 3, 1726-1786 (2018). MSC: 62F15 65C05 65C40 PDFBibTeX XMLCite \textit{S. Agapiou} et al., Bernoulli 24, No. 3, 1726--1786 (2018; Zbl 1419.62048) Full Text: DOI arXiv Euclid
Pollock, Murray; Johansen, Adam M.; Roberts, Gareth O. On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions. (English) Zbl 1343.60099 Bernoulli 22, No. 2, 794-856 (2016). MSC: 60H35 60H10 60J60 60J75 60G17 65C30 PDFBibTeX XMLCite \textit{M. Pollock} et al., Bernoulli 22, No. 2, 794--856 (2016; Zbl 1343.60099) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew Optimal tuning of the hybrid Monte Carlo algorithm. (English) Zbl 1287.60090 Bernoulli 19, No. 5A, 1501-1534 (2013). MSC: 60J22 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 19, No. 5A, 1501--1534 (2013; Zbl 1287.60090) Full Text: DOI arXiv
Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth \(\varepsilon\)-strong simulation of the Brownian path. (English) Zbl 1263.65007 Bernoulli 18, No. 4, 1223-1248 (2012). Reviewer: Abass Sagna (Evry) MSC: 65C50 60J65 65C05 91B24 91G60 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 18, No. 4, 1223--1248 (2012; Zbl 1263.65007) Full Text: DOI arXiv Euclid
Roberts, Gareth O.; Sangalli, Laura M. Latent diffusion models for survival analysis. (English) Zbl 1323.60106 Bernoulli 16, No. 2, 435-458 (2010). MSC: 60J60 60J20 60K10 62N05 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{L. M. Sangalli}, Bernoulli 16, No. 2, 435--458 (2010; Zbl 1323.60106) Full Text: DOI arXiv Euclid
Sherlock, Chris; Roberts, Gareth Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets. (English) Zbl 1215.60047 Bernoulli 15, No. 3, 774-798 (2009). MSC: 60J22 65C40 65C05 PDFBibTeX XMLCite \textit{C. Sherlock} and \textit{G. Roberts}, Bernoulli 15, No. 3, 774--798 (2009; Zbl 1215.60047) Full Text: DOI arXiv
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. Retrospective exact simulation of diffusion sample paths with applications. (English) Zbl 1129.60073 Bernoulli 12, No. 6, 1077-1098 (2006). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60J60 60G17 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 12, No. 6, 1077--1098 (2006; Zbl 1129.60073) Full Text: DOI Euclid
Lo, Violet S. F.; Roberts, Gareth O.; Daniels, Henry E. Inverse method of images. (English) Zbl 1001.60084 Bernoulli 8, No. 1, 53-80 (2002). MSC: 60J65 60J50 PDFBibTeX XMLCite \textit{V. S. F. Lo} et al., Bernoulli 8, No. 1, 53--80 (2002; Zbl 1001.60084)
Roberts, Gareth O.; Rosenthal, Jeffrey S. Infinite hierarchies and prior distributions. (English) Zbl 1006.62017 Bernoulli 7, No. 3, 453-471 (2001). MSC: 62F15 62A01 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Bernoulli 7, No. 3, 453--471 (2001; Zbl 1006.62017) Full Text: DOI Link
Roberts, Gareth O.; Tweedie, Richard L. Exponential convergence of Langevin distributions and their discrete approximations. (English) Zbl 0870.60027 Bernoulli 2, No. 4, 341-363 (1996). MSC: 60F99 60J60 65C10 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{R. L. Tweedie}, Bernoulli 2, No. 4, 341--363 (1996; Zbl 0870.60027) Full Text: DOI Link