Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. Flexible Bayesian inference for diffusion processesusing splines. (English) Zbl 07775423 Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023). MSC: 65C05 62M05 PDFBibTeX XMLCite \textit{P. A. Jenkins} et al., Methodol. Comput. Appl. Probab. 25, No. 4, Paper No. 83, 24 p. (2023; Zbl 07775423) Full Text: DOI arXiv OA License
Roberts, Gareth O.; Rosenthal, Jeffrey S. Polynomial convergence rates of piecewise deterministic Markov processes. (English) Zbl 1519.60068 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 6, 18 p. (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60J25 60J22 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 6, 18 p. (2023; Zbl 1519.60068) Full Text: DOI
Mider, Marcin; Jenkins, Paul A.; Pollock, Murray; Roberts, Gareth O. The computational cost of blocking for sampling discretely observed diffusions. (English) Zbl 1524.62124 Methodol. Comput. Appl. Probab. 24, No. 4, 3007-3027 (2022). MSC: 62F15 65C05 60J22 PDFBibTeX XMLCite \textit{M. Mider} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3007--3027 (2022; Zbl 1524.62124) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S. Hitting time and convergence rate bounds for symmetric Langevin diffusions. (English) Zbl 1428.60123 Methodol. Comput. Appl. Probab. 21, No. 3, 921-929 (2019). MSC: 60J70 60J60 60J25 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 21, No. 3, 921--929 (2019; Zbl 1428.60123) Full Text: DOI arXiv
Gonçalves, Flávio B.; Roberts, Gareth O. Exact simulation problems for jump-diffusions. (English) Zbl 1334.60130 Methodol. Comput. Appl. Probab. 16, No. 4, 907-930 (2014). MSC: 60H35 60H10 60J60 60J75 65C30 PDFBibTeX XMLCite \textit{F. B. Gonçalves} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 16, No. 4, 907--930 (2014; Zbl 1334.60130) Full Text: DOI
Łatuszyński, Krzysztof; Roberts, Gareth O. CLTs and asymptotic variance of time-sampled Markov chains. (English) Zbl 1262.60068 Methodol. Comput. Appl. Probab. 15, No. 1, 237-247 (2013). MSC: 60J05 60F05 60J22 PDFBibTeX XMLCite \textit{K. Łatuszyński} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 15, No. 1, 237--247 (2013; Zbl 1262.60068) Full Text: DOI arXiv
Casella, Bruno; Roberts, Gareth; Stramer, Osnat Stability of partially implicit Langevin schemes and their MCMC variants. (English) Zbl 1248.60080 Methodol. Comput. Appl. Probab. 13, No. 4, 835-854 (2011). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60H35 65C30 60J22 65C05 93E25 PDFBibTeX XMLCite \textit{B. Casella} et al., Methodol. Comput. Appl. Probab. 13, No. 4, 835--854 (2011; Zbl 1248.60080) Full Text: DOI Link
Neal, Peter; Roberts, Gareth Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals. (English) Zbl 1237.60060 Methodol. Comput. Appl. Probab. 13, No. 3, 583-601 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J22 60J05 65C05 65C40 PDFBibTeX XMLCite \textit{P. Neal} and \textit{G. Roberts}, Methodol. Comput. Appl. Probab. 13, No. 3, 583--601 (2011; Zbl 1237.60060) Full Text: DOI
Casella, Bruno; Roberts, Gareth O. Exact simulation of jump-diffusion processes with Monte Carlo applications. (English) Zbl 1237.60067 Methodol. Comput. Appl. Probab. 13, No. 3, 449-473 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J75 65C05 65C30 PDFBibTeX XMLCite \textit{B. Casella} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 13, No. 3, 449--473 (2011; Zbl 1237.60067) Full Text: DOI Link
Roberts, Gareth O.; Rosenthal, Jeffrey S. Quantitative non-geometric convergence bounds for independence samplers. (English) Zbl 1222.60054 Methodol. Comput. Appl. Probab. 13, No. 2, 391-403 (2011). Reviewer: Martin Riedler (Linz) MSC: 60J22 60J05 65C40 68W20 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, Methodol. Comput. Appl. Probab. 13, No. 2, 391--403 (2011; Zbl 1222.60054) Full Text: DOI Link
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. A factorisation of diffusion measure and finite sample path constructions. (English) Zbl 1152.65013 Methodol. Comput. Appl. Probab. 10, No. 1, 85-104 (2008). Reviewer: Serghey G. Suvorov (Donetsk) MSC: 65C50 60J60 60J65 PDFBibTeX XMLCite \textit{A. Beskos} et al., Methodol. Comput. Appl. Probab. 10, No. 1, 85--104 (2008; Zbl 1152.65013) Full Text: DOI Link
Neal, Peter; Roberts, Gareth Optimal scaling for random walk Metropolis on spherically constrained target densities. (English) Zbl 1141.60316 Methodol. Comput. Appl. Probab. 10, No. 2, 277-297 (2008). MSC: 60F05 65C05 PDFBibTeX XMLCite \textit{P. Neal} and \textit{G. Roberts}, Methodol. Comput. Appl. Probab. 10, No. 2, 277--297 (2008; Zbl 1141.60316) Full Text: DOI Link
Beskos, A.; Roberts, G. O. One-shot CFTP; application to a class of truncated Gaussian densities. (English) Zbl 1103.65013 Methodol. Comput. Appl. Probab. 7, No. 4, 407-437 (2005). Reviewer: Aniket Mahanti (Calgary) MSC: 65C60 62H30 65C40 PDFBibTeX XMLCite \textit{A. Beskos} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 7, No. 4, 407--437 (2005; Zbl 1103.65013) Full Text: DOI Link
Roberts, G. O.; Stramer, O. Langevin diffusions and Metropolis-Hastings algorithms. (English) Zbl 1033.65003 Methodol. Comput. Appl. Probab. 4, No. 4, 337-357 (2002). Reviewer: Gong Guanglu (Beijing) MSC: 65C05 60J22 60J60 65C30 65C40 60H15 60H35 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{O. Stramer}, Methodol. Comput. Appl. Probab. 4, No. 4, 337--357 (2002; Zbl 1033.65003) Full Text: DOI
Breyer, L. A.; Roberts, G. O. Catalytic perfect simulation. (English) Zbl 0999.60069 Methodol. Comput. Appl. Probab. 3, No. 2, 161-177 (2001). Reviewer: Neculai Curteanu (Iaşi) MSC: 60J10 60F05 65C40 PDFBibTeX XMLCite \textit{L. A. Breyer} and \textit{G. O. Roberts}, Methodol. Comput. Appl. Probab. 3, No. 2, 161--177 (2001; Zbl 0999.60069) Full Text: DOI