| Publication | Date of Publication | Type |
|---|
Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
Stochastic Processes and their Applications | 2026-04-01 | Paper |
Sampling using adaptive regenerative processes
Bernoulli | 2024-11-05 | Paper |
Football group draw probabilities and corrections
The Canadian Journal of Statistics | 2024-11-04 | Paper |
Exact Bayesian Inference for Diffusion-Driven Cox Processes
Journal of the American Statistical Association | 2024-11-01 | Paper |
Speeding up the zig-zag process
| 2024-10-08 | Paper |
Exact Monte Carlo likelihood-based inference for jump-diffusion processes
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Bayesian fusion: scalable unification of distributed statistical analyses
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Stability in theory, in the laboratory and in the air: William Ellis Williams’ campaign for proof positive (1904–1914)
British Journal for the History of Mathematics | 2024-08-19 | Paper |
Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion)
Bayesian Analysis | 2024-02-21 | Paper |
Speed up Zig-Zag
The Annals of Applied Probability | 2024-01-16 | Paper |
Flexible Bayesian inference for diffusion processesusing splines
Methodology and Computing in Applied Probability | 2023-12-11 | Paper |
Polynomial convergence rates of piecewise deterministic Markov processes
Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2023-05-17 | Paper |
Optimal scaling of MCMC beyond Metropolis
Advances in Applied Probability | 2023-05-05 | Paper |
The computational cost of blocking for sampling discretely observed diffusions
Methodology and Computing in Applied Probability | 2023-02-17 | Paper |
Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms
| 2023-01-06 | Paper |
Automatic zig-zag sampling in practice
Statistics and Computing | 2022-12-09 | Paper |
High-dimensional scaling limits of piecewise deterministic sampling algorithms
The Annals of Applied Probability | 2022-10-31 | Paper |
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
Journal of Applied Probability | 2022-09-21 | Paper |
Skew Brownian motion and complexity of the ALPS algorithm
Journal of Applied Probability | 2022-09-21 | Paper |
Quasi-Stationary Monte Carlo and The Scale Algorithm
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Regeneration-enriched Markov processes with application to Monte Carlo
The Annals of Applied Probability | 2021-11-04 | Paper |
A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process
| 2021-06-21 | Paper |
An epidemic model for an evolving pathogen with strain-dependent immunity
Mathematical Biosciences | 2021-03-18 | Paper |
The computational cost of blocking for sampling discretely observed diffusions
| 2020-09-22 | Paper |
Optimal scaling of random-walk Metropolis algorithms on general target distributions
Stochastic Processes and their Applications | 2020-09-03 | Paper |
Efficient real-time monitoring of an emerging influenza pandemic: how feasible?
The Annals of Applied Statistics | 2020-05-13 | Paper |
An approximation scheme for quasi-stationary distributions of killed diffusions
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Scalable inference for crossed random effects models
Biometrika | 2020-04-01 | Paper |
Weight-preserving simulated tempering
Statistics and Computing | 2020-02-26 | Paper |
Hitting time and convergence rate bounds for symmetric Langevin diffusions
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
Accelerating parallel tempering: quantile tempering algorithm (QuanTA)
Advances in Applied Probability | 2019-12-09 | Paper |
Ergodicity of the zigzag process
The Annals of Applied Probability | 2019-10-22 | Paper |
Scalable Importance Tempering and Bayesian Variable Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-09-26 | Paper |
Exact sampling of diffusions with a discontinuity in the drift
Advances in Applied Probability | 2019-09-23 | Paper |
Simulation from quasi-stationary distributions on reducible state spaces
Advances in Applied Probability | 2019-09-16 | Paper |
Monte Carlo fusion
Journal of Applied Probability | 2019-07-15 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2019-05-10 | Paper |
Random-Weight Particle Filtering of Continuous Time Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Theoretical properties of quasi-stationary Monte Carlo methods
The Annals of Applied Probability | 2019-03-20 | Paper |
MEXIT: maximal un-coupling times for stochastic processes
Stochastic Processes and their Applications | 2019-01-25 | Paper |
Piecewise deterministic Markov processes for continuous-time Monte Carlo
Statistical Science | 2018-12-10 | Paper |
Systematic physics constrained parameter estimation of stochastic differential equations
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Asymptotic analysis of the random walk metropolis algorithm on ridged densities
The Annals of Applied Probability | 2018-11-07 | Paper |
Optimal scaling of the random walk Metropolis algorithm under Lp mean differentiability
Journal of Applied Probability | 2018-09-26 | Paper |
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
Statistics & Probability Letters | 2018-06-20 | Paper |
Barker's algorithm for Bayesian inference with intractable likelihoods
Brazilian Journal of Probability and Statistics | 2018-03-16 | Paper |
Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models
Bernoulli | 2018-02-15 | Paper |
Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error
| 2017-12-17 | Paper |
Fast Langevin based algorithm for MCMC in high dimensions
The Annals of Applied Probability | 2017-11-07 | Paper |
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model
The Annals of Applied Probability | 2017-08-08 | Paper |
Stability of noisy Metropolis-Hastings
Statistics and Computing | 2016-11-16 | Paper |
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
Journal of Applied Probability | 2016-08-11 | Paper |
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
The Annals of Statistics | 2016-07-11 | Paper |
Bayesian model selection for partially observed diffusion models
Biometrika | 2016-06-27 | Paper |
On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions
Bernoulli | 2016-04-01 | Paper |
MCMC methods for functions: modifying old algorithms to make them faster
Statistical Science | 2016-03-02 | Paper |
Bayesian analysis for emerging infectious diseases
Bayesian Analysis | 2016-02-12 | Paper |
The random walk Metropolis: linking theory and practice through a case study
Statistical Science | 2016-01-05 | Paper |
Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
The Annals of Applied Probability | 2015-11-24 | Paper |
Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities
| 2015-10-09 | Paper |
On the efficiency of pseudo-marginal random walk Metropolis algorithms
The Annals of Statistics | 2015-03-27 | Paper |
Exact simulation problems for jump-diffusions
Methodology and Computing in Applied Probability | 2015-01-28 | Paper |
Convergence of conditional Metropolis-Hastings samplers
Advances in Applied Probability | 2014-07-10 | Paper |
Minimising MCMC variance via diffusion limits, with an application to simulated tempering
The Annals of Applied Probability | 2014-04-04 | Paper |
A note on formal constructions of sequential conditional couplings
Statistics & Probability Letters | 2014-02-11 | Paper |
Optimal tuning of the hybrid Monte Carlo algorithm
Bernoulli | 2014-02-04 | Paper |
A study of the efficiency of exact methods for diffusion simulation
Springer Proceedings in Mathematics & Statistics | 2013-07-31 | Paper |
The strong weak convergence of the quasi-EA
Queueing Systems | 2013-07-05 | Paper |
Markov chain Monte Carlo for exact inference for diffusions
Scandinavian Journal of Statistics | 2013-06-05 | Paper |
Adaptive Gibbs samplers and related MCMC methods
The Annals of Applied Probability | 2013-04-24 | Paper |
CLTs and asymptotic variance of time-sampled Markov chains
Methodology and Computing in Applied Probability | 2013-04-08 | Paper |
Importance sampling techniques for estimation of diffusion models
Statistical Methods for Stochastic Differential Equations | 2013-04-03 | Paper |
\(\varepsilon\)-strong simulation of the Brownian path
Bernoulli | 2013-01-17 | Paper |
An adaptive approach to Langevin MCMC
Statistics and Computing | 2012-12-07 | Paper |
Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
The Annals of Applied Probability | 2012-11-29 | Paper |
Nonparametric estimation of diffusions: a differential equations approach
Biometrika | 2012-09-21 | Paper |
Latent diffusion models for survival analysis
Bernoulli | 2012-09-19 | Paper |
A general framework for the parametrization of hierarchical models
Statistical Science | 2012-09-01 | Paper |
Stability of partially implicit Langevin schemes and their MCMC variants
Methodology and Computing in Applied Probability | 2012-06-20 | Paper |
Exact simulation of jump-diffusion processes with Monte Carlo applications
Methodology and Computing in Applied Probability | 2012-01-26 | Paper |
Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals
Methodology and Computing in Applied Probability | 2012-01-26 | Paper |
Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC
Extremes | 2011-11-27 | Paper |
Perfect posterior simulation for mixture and hidden Markov models
LMS Journal of Computation and Mathematics | 2011-09-15 | Paper |
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
Statistics and Computing | 2011-09-08 | Paper |
Simulating events of unknown probabilities via reverse time martingales
Random Structures & Algorithms | 2011-08-09 | Paper |
Likelihood-based inference for correlated diffusions
The Canadian Journal of Statistics | 2011-07-27 | Paper |
On the containment condition for adaptive Markov chain Monte Carlo algorithms
| 2011-07-20 | Paper |
Quantitative non-geometric convergence bounds for independence samplers
Methodology and Computing in Applied Probability | 2011-05-30 | Paper |
Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets
Bernoulli | 2010-11-12 | Paper |
scientific article; zbMATH DE number 5769726 (Why is no real title available?)
| 2010-08-12 | Paper |
General state space Markov chains and MCMC algorithms
Probability Surveys | 2010-06-29 | Paper |
Inference for stochastic volatility models using time change transformations
The Annals of Statistics | 2010-03-24 | Paper |
Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
The Annals of Applied Probability | 2009-07-17 | Paper |
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
Biometrika | 2009-06-10 | Paper |
Particle Filters for Partially Observed Diffusions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2009-06-10 | Paper |
The pseudo-marginal approach for efficient Monte Carlo computations
The Annals of Statistics | 2009-06-04 | Paper |
The pseudo-marginal approach for efficient Monte Carlo computations
The Annals of Statistics | 2009-04-01 | Paper |
scientific article; zbMATH DE number 5520724 (Why is no real title available?)
| 2009-02-28 | Paper |
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
The Annals of Statistics | 2009-02-25 | Paper |
MCMC METHODS FOR DIFFUSION BRIDGES
Stochastics and Dynamics | 2008-12-11 | Paper |
A factorisation of diffusion measure and finite sample path constructions
Methodology and Computing in Applied Probability | 2008-08-20 | Paper |
Variance bounding Markov chains
The Annals of Applied Probability | 2008-07-01 | Paper |
Optimal scaling for random walk Metropolis on spherically constrained target densities
Methodology and Computing in Applied Probability | 2008-06-25 | Paper |
Exact Monte Carlo simulation of killed diffusions
Advances in Applied Probability | 2008-05-15 | Paper |
Stability of the Gibbs sampler for Bayesian hierarchical models
The Annals of Statistics | 2008-03-12 | Paper |
Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
Journal of Applied Probability | 2008-02-22 | Paper |
Extremal indices, geometric ergodicity of Markov chains and MCMC
Extremes | 2007-12-16 | Paper |
Retrospective exact simulation of diffusion sample paths with applications
Bernoulli | 2007-09-05 | Paper |
Optimal scaling for partially updating MCMC algorithms
The Annals of Applied Probability | 2007-08-08 | Paper |
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
The Annals of Applied Probability | 2007-08-06 | Paper |
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
One-shot CFTP; application to a class of truncated Gaussian densities
Methodology and Computing in Applied Probability | 2006-10-27 | Paper |
Exact simulation of diffusions
The Annals of Applied Probability | 2006-07-10 | Paper |
scientific article; zbMATH DE number 5036928 (Why is no real title available?)
| 2006-06-29 | Paper |
Statistical inference and model selection for the 1861 Hagelloch measles epidemic
Biostatistics | 2005-11-02 | Paper |
Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-09-01 | Paper |
Subgeometric ergodicity of strong Markov processes
The Annals of Applied Probability | 2005-07-13 | Paper |
Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-05-09 | Paper |
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
One-shot coupling for certain stochastic recursive sequences.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Density Estimation for the Metropolis–Hastings Algorithm
Scandinavian Journal of Statistics | 2004-11-24 | Paper |
A New Method for Coupling Random Fields
LMS Journal of Computation and Mathematics | 2004-11-18 | Paper |
From Metropolis to diffusions: Gibbs states and optimal scaling.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains
Stochastic Processes and their Applications | 2004-09-22 | Paper |
scientific article; zbMATH DE number 2075220 (Why is no real title available?)
| 2004-06-15 | Paper |
Optimal scaling for various Metropolis-Hastings algorithms.
Statistical Science | 2004-05-27 | Paper |
scientific article; zbMATH DE number 2042684 (Why is no real title available?)
| 2004-02-15 | Paper |
On the geometric ergodicity of hybrid samplers
Journal of Applied Probability | 2004-01-26 | Paper |
Langevin diffusions and Metropolis-Hastings algorithms
Methodology and Computing in Applied Probability | 2003-08-06 | Paper |
Polynomial convergence rates of Markov chains
The Annals of Applied Probability | 2003-05-06 | Paper |
Geometric L2 and L1 convergence are equivalent for reversible Markov chains
Journal of Applied Probability | 2003-05-01 | Paper |
Obituary: Richard Lewis Tweedie
Journal of Applied Probability | 2003-03-20 | Paper |
Infinite hierarchies and prior distributions
Bernoulli | 2003-03-10 | Paper |
The polar slice sampler
Stochastic Models | 2003-02-16 | Paper |
Smooth Taboo Density for One-Dimensional Diffusions
Journal of the London Mathematical Society | 2002-10-22 | Paper |
Perfect slice samplers
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2002-09-13 | Paper |
A quasi-ergodic theorem for evanescent processes
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Inverse method of images
Bernoulli | 2002-08-21 | Paper |
Catalytic perfect simulation
Methodology and Computing in Applied Probability | 2002-08-20 | Paper |
Adaptive Markov Chain Monte Carlo through Regeneration
| 2002-07-30 | Paper |
On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
Biometrika | 2002-05-23 | Paper |
Markov chain Monte Carlo methods for switching diffusion models
Biometrika | 2002-05-14 | Paper |
Markov chains and de-initializing processes
Scandinavian Journal of Statistics | 2002-02-17 | Paper |
Rates of convergence of stochastically monotone and continuous time Markov models
Journal of Applied Probability | 2002-02-03 | Paper |
A note on geometric ergodicity and floating-point roundoff error
Statistics & Probability Letters | 2002-01-08 | Paper |
SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS
Stochastic Models | 2001-10-10 | Paper |
scientific article; zbMATH DE number 1560254 (Why is no real title available?)
| 2001-04-26 | Paper |
Miscellanea. On quantile estimation and Markov chain Monte Carlo convergence
Biometrika | 2001-03-28 | Paper |
Bounds on regeneration times and convergence rates for Markov chains
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Blur-generated non-separable space–time models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2000-11-06 | Paper |
Two convergence properties of hybrid samplers
The Annals of Applied Probability | 2000-06-21 | Paper |
A note on acceptance rate criteria for CLTS for Metropolis–Hastings algorithms
Journal of Applied Probability | 2000-05-18 | Paper |
On convergence rates of Gibbs samplers for uniform distributions
The Annals of Applied Probability | 2000-05-04 | Paper |
Possible biases induced by mcmc convergence diagnostics
Journal of Statistical Computation and Simulation | 2000-01-04 | Paper |
Convergence of Slice Sampler Markov Chains
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-11-11 | Paper |
Markov-chain monte carlo: Some practical implications of theoretical results
The Canadian Journal of Statistics | 1999-09-06 | Paper |
Optimal metropolis algorithms for product measures on the vertices of a hypercube
Stochastics and Stochastic Reports | 1999-01-18 | Paper |
Optimal Scaling of Discrete Approximations to Langevin Diffusions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-01-06 | Paper |
Convergence Properties of Perturbed Markov Chains
Journal of Applied Probability | 1998-06-11 | Paper |
scientific article; zbMATH DE number 1085989 (Why is no real title available?)
| 1998-05-10 | Paper |
Pricing Barrier Options with Time–Dependent Coefficients
Mathematical Finance | 1998-04-05 | Paper |
On strong forms of weak convergence
Stochastic Processes and their Applications | 1998-03-29 | Paper |
Geometric ergodicity and hybrid Markov chains
Electronic Communications in Probability | 1998-03-09 | Paper |
Non-explosivity of limits of conditioned birth and death processes
Journal of Applied Probability | 1997-11-02 | Paper |
Shift-coupling and convergence rates of ergodic averages
Communications in Statistics. Stochastic Models | 1997-09-24 | Paper |
Exponential convergence of Langevin distributions and their discrete approximations
Bernoulli | 1997-09-01 | Paper |
Quantitative bounds for convergence rates of continuous time Markov processes
Electronic Journal of Probability | 1996-11-13 | Paper |
Weak convergence of conditioned processes on a countable state space
Journal of Applied Probability | 1996-05-28 | Paper |
The hazard rate tangent approximation for boundary hitting times
The Annals of Applied Probability | 1996-04-09 | Paper |
scientific article; zbMATH DE number 849922 (Why is no real title available?)
| 1996-03-04 | Paper |
scientific article; zbMATH DE number 849925 (Why is no real title available?)
| 1996-03-04 | Paper |
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
Biometrika | 1996-01-01 | Paper |
Bayes factors for discrete observations from diffusion processes
Biometrika | 1995-06-29 | Paper |
Convergence of adaptive direction sampling
Journal of Multivariate Analysis | 1995-02-16 | Paper |
Weak convergence of conditioned birth and death processes
Journal of Applied Probability | 1994-09-20 | Paper |
scientific article; zbMATH DE number 597902 (Why is no real title available?)
| 1994-06-29 | Paper |
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
Stochastic Processes and their Applications | 1994-04-10 | Paper |
A utility based approach to information for stochastic differential equations
Stochastic Processes and their Applications | 1994-02-09 | Paper |
scientific article; zbMATH DE number 472921 (Why is no real title available?)
| 1993-12-20 | Paper |
scientific article; zbMATH DE number 469134 (Why is no real title available?)
| 1993-12-20 | Paper |
Asymptotic approximations for Brownian motion boundary hitting times
The Annals of Probability | 1992-06-27 | Paper |
A comparison theorem for conditioned Markov processes
Journal of Applied Probability | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4184569 (Why is no real title available?)
| 1990-01-01 | Paper |
Almost sure convergence rates of adaptive increasingly rare Markov chain Monte Carlo
| N/A | Paper |
Privacy Guarantees in Posterior Sampling under Contamination
| N/A | Paper |
