InstitucionesPeriodo de publicación recogido
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High-dimensional scaling limits of piecewise deterministic sampling algorithms
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 32, Nº. 5, 2022, págs. 3361-3407
Regeneration-enriched Markov processes with application to Monte Carlo
Andi Q. Wang, Murray Pollock, Gareth O. Roberts, David Steinsaltz
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 31, Nº. 2, 2021, págs. 703-735
Ergodicity of the zigzag process
Joris Bierkens, Gareth O. Roberts, Pierre-André Zitt
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 29, Nº. 4, 2019, págs. 2266-2301
Theoretical properties of quasi-stationary Monte Carlo methods
Andi Q. Wang, Martin Kolb, Gareth O. Roberts, David Steinsaltz
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 29, Nº. 1, 2019, págs. 434-457
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo
Paul Fearnhead, Joris Bierkens, Murray Pollock, Gareth O. Roberts
Statistical science, ISSN 0883-4237, Vol. 33, Nº. 3, 2018, págs. 386-412
Fast Langevin based algorithm for MCMC in high dimensions.
Alain Durmus, Gareth O. Roberts, Gilles Vilmart, Konstantinos C. Zygalakis
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 27, Nº. 4, 2017, págs. 2195-2237
Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms.
Radu V. Craiu, Laurence Gray, Krzysztof Latuszynski, Neal Madras, Gareth O. Roberts, Jeffrey S. Rosenthal
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 25, Nº. 6, 2015, págs. 3592-3623
Minimising MCMC variance via diffusion limits, with an application to simulated tempering.
Gareth O. Roberts, Jeffrey S. Rosenthal
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 24, Nº. 1, 2014, págs. 131-149
Markov Chain Monte Carlo for Exact Inference for Diffusions.
Giorgos Sermaidis, Omiros Papaspiliopoulos, Gareth O. Roberts, Alexandros Beskos, Paul Fearnhead
Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 40, Nº. 2, 2013, págs. 294-321
The Random Walk Metropolis: Linking Theory and Practice Through a Case Study
Chris Sherlock, Paul Fearnhead, Gareth O. Roberts
Statistical science, ISSN 0883-4237, Vol. 25, Nº. 2, 2010, págs. 172-190
Variance bounding Markov chains.
Gareth O. Roberts, Jeffrey S. Rosenthal
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 18, Nº. 3, 2008, págs. 1201-1214
Convergence of Heavy-tailed Monte Carlo Markov Chain Algorithms.
Søren Fiig Jarner, Gareth O. Roberts
Scandinavian journal of statistics: Theory and applications, ISSN 0303-6898, Vol. 34, Nº. 4, 2007, págs. 781-815
Markov chain concepts related to sampling algorithms
Gareth O. Roberts
Markov Chain Monte Carlo in Practice: Interdisciplinary Statistics / W.R. Gilks (aut.), S. Richardson (aut.), David Spiegelhalter (aut.), 1996, ISBN 0-412-05551-1, págs. 45-57
Walter R. Gilks, Gareth O. Roberts
Markov Chain Monte Carlo in Practice: Interdisciplinary Statistics / W.R. Gilks (aut.), S. Richardson (aut.), David Spiegelhalter (aut.), 1996, ISBN 0-412-05551-1, págs. 89-114
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