Vasdekis, Giorgos; Roberts, Gareth O. A note on the polynomial ergodicity of the one-dimensional zig-zag process. (English) Zbl 07589164 J. Appl. Probab. 59, No. 3, 895-903 (2022). MSC: 60J25 65C05 60F05 PDFBibTeX XMLCite \textit{G. Vasdekis} and \textit{G. O. Roberts}, J. Appl. Probab. 59, No. 3, 895--903 (2022; Zbl 07589164) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Tawn, Nicholas G. Skew Brownian motion and complexity of the ALPS algorithm. (English) Zbl 1497.60101 J. Appl. Probab. 59, No. 3, 777-796 (2022). MSC: 60J25 60J05 60J22 60J65 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. Appl. Probab. 59, No. 3, 777--796 (2022; Zbl 1497.60101) Full Text: DOI arXiv
Dai, Hongsheng; Pollock, Murray; Roberts, Gareth Monte Carlo fusion. (English) Zbl 1416.65017 J. Appl. Probab. 56, No. 1, 174-191 (2019). MSC: 65C05 60J60 65C30 PDFBibTeX XMLCite \textit{H. Dai} et al., J. Appl. Probab. 56, No. 1, 174--191 (2019; Zbl 1416.65017) Full Text: DOI arXiv Link
Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. (English) Zbl 1401.65007 J. Appl. Probab. 54, No. 4, 1233-1260 (2017). MSC: 65C05 60F05 PDFBibTeX XMLCite \textit{A. Durmus} et al., J. Appl. Probab. 54, No. 4, 1233--1260 (2017; Zbl 1401.65007) Full Text: DOI arXiv
Roberts, Gareth O.; Rosenthal, Jeffrey S. Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. (English) Zbl 1345.60082 J. Appl. Probab. 53, No. 2, 410-420 (2016). MSC: 60J22 60J10 60J05 60J60 60F05 60G50 60J25 65C05 65C40 62F10 62F15 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, J. Appl. Probab. 53, No. 2, 410--420 (2016; Zbl 1345.60082) Full Text: DOI arXiv Euclid Link
Roberts, Gareth O.; Rosenthal, Jeffrey S. Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. (English) Zbl 1137.62015 J. Appl. Probab. 44, No. 2, 458-475 (2007). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 62F15 65C40 65C05 60J10 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{J. S. Rosenthal}, J. Appl. Probab. 44, No. 2, 458--475 (2007; Zbl 1137.62015) Full Text: DOI
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. On the geometric ergodicity of hybrid samplers. (English) Zbl 1028.65002 J. Appl. Probab. 40, No. 1, 123-146 (2003). Reviewer: Silvia Curteanu (Iaşi) MSC: 65C05 60J10 65C40 PDFBibTeX XMLCite \textit{G. Fort} et al., J. Appl. Probab. 40, No. 1, 123--146 (2003; Zbl 1028.65002) Full Text: DOI Link
Dunsmuir, William T. M.; Meyn, Sean P.; Roberts, Gareth Obituary: Richard Lewis Tweedie. (English) Zbl 1007.01508 J. Appl. Probab. 39, No. 2, 441-454 (2002). MSC: 01A70 PDFBibTeX XMLCite \textit{W. T. M. Dunsmuir} et al., J. Appl. Probab. 39, No. 2, 441--454 (2002; Zbl 1007.01508) Full Text: DOI
Roberts, Gareth O.; Tweedie, Richard L. Geometric \(L^2\) and \(L^1\) convergence are equivalent for reversible Markov chains. (English) Zbl 1011.60050 J. Appl. Probab. 38A, Spec. Iss., 37-41 (2001). Reviewer: Bero Roos (Hamburg) MSC: 60J05 60J20 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{R. L. Tweedie}, J. Appl. Probab. 38A, 37--41 (2001; Zbl 1011.60050) Full Text: DOI
Roberts, G. O.; Tweedie, R. L. Rates on the convergence of stochastically monotone and continuous time Markov models. (English) Zbl 0979.60060 J. Appl. Probab. 37, No. 2, 359-373 (2000). Reviewer: Gheorghe Oprişan (Bucureşti) MSC: 60J05 60J25 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{R. L. Tweedie}, J. Appl. Probab. 37, No. 2, 359--373 (2000; Zbl 0979.60060) Full Text: DOI
Roberts, G. O. A note on acceptance rate criteria for CLTs for Metropolis-Hastings algorithms. (English) Zbl 0966.65006 J. Appl. Probab. 36, No. 4, 1210-1217 (1999). MSC: 65C40 65C05 60F05 60J22 65C50 PDFBibTeX XMLCite \textit{G. O. Roberts}, J. Appl. Probab. 36, No. 4, 1210--1217 (1999; Zbl 0966.65006) Full Text: DOI
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O. Convergence properties of perturbed Markov chains. (English) Zbl 0909.60049 J. Appl. Probab. 35, No. 1, 1-11 (1998). Reviewer: E.Kazarovitsky (Kyïv) MSC: 60J05 62F99 62M05 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. Appl. Probab. 35, No. 1, 1--11 (1998; Zbl 0909.60049) Full Text: DOI Link
Roberts, G. O.; Jacka, S. D.; Pollett, P. K. Non-explosivity of limits of conditioned birth and death processes. (English) Zbl 0874.60070 J. Appl. Probab. 34, No. 1, 35-45 (1997). MSC: 60J27 60J80 60B10 PDFBibTeX XMLCite \textit{G. O. Roberts} et al., J. Appl. Probab. 34, No. 1, 35--45 (1997; Zbl 0874.60070) Full Text: DOI Link
Jacka, S. D.; Roberts, G. O. Weak convergence of conditioned processes on a countable state space. (English) Zbl 0839.60069 J. Appl. Probab. 32, No. 4, 902-916 (1995). MSC: 60J27 60J80 60B10 PDFBibTeX XMLCite \textit{S. D. Jacka} and \textit{G. O. Roberts}, J. Appl. Probab. 32, No. 4, 902--916 (1995; Zbl 0839.60069) Full Text: DOI
Roberts, G. O.; Jacka, S. D. Weak convergence of conditioned birth and death processes. (English) Zbl 0796.60077 J. Appl. Probab. 31, No. 1, 90-100 (1994). MSC: 60J27 60J80 60B10 PDFBibTeX XMLCite \textit{G. O. Roberts} and \textit{S. D. Jacka}, J. Appl. Probab. 31, No. 1, 90--100 (1994; Zbl 0796.60077) Full Text: DOI
Roberts, G. O. A comparison theorem for conditioned Markov processes. (English) Zbl 0723.60096 J. Appl. Probab. 28, No. 1, 74-83 (1991). Reviewer: Gong Guanglu (Beijing) MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{G. O. Roberts}, J. Appl. Probab. 28, No. 1, 74--83 (1991; Zbl 0723.60096) Full Text: DOI