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Gareth O. Roberts - MaRDI portal

Gareth O. Roberts

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Person:216423

Available identifiers

zbMath Open roberts.gareth-oWikidataQ5522957 ScholiaQ5522957MaRDI QIDQ216423

List of research outcomes





PublicationDate of PublicationType
Sampling using adaptive regenerative processes2024-11-05Paper
Football group draw probabilities and corrections2024-11-04Paper
Exact Bayesian Inference for Diffusion-Driven Cox Processes2024-11-01Paper
Speeding up the zig-zag process2024-10-08Paper
Exact Monte Carlo likelihood-based inference for jump-diffusion processes2024-09-16Paper
Bayesian fusion: scalable unification of distributed statistical analyses2024-09-10Paper
Stability in theory, in the laboratory and in the air: William Ellis Williams’ campaign for proof positive (1904–1914)2024-08-19Paper
Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion)2024-02-21Paper
Speed up Zig-Zag2024-01-16Paper
Flexible Bayesian inference for diffusion processesusing splines2023-12-11Paper
Polynomial convergence rates of piecewise deterministic Markov processes2023-07-04Paper
Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection2023-05-17Paper
Optimal scaling of MCMC beyond Metropolis2023-05-05Paper
The computational cost of blocking for sampling discretely observed diffusions2023-02-17Paper
Optimal Scaling Results for a Wide Class of Proximal MALA Algorithms2023-01-06Paper
Automatic zig-zag sampling in practice2022-12-09Paper
High-dimensional scaling limits of piecewise deterministic sampling algorithms2022-10-31Paper
Skew brownian motion and complexity of the alps algorithm2022-09-21Paper
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process2022-09-21Paper
Quasi-Stationary Monte Carlo and The Scale Algorithm2022-07-08Paper
Regeneration-enriched Markov processes with application to Monte Carlo2021-11-04Paper
A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process2021-06-21Paper
An epidemic model for an evolving pathogen with strain-dependent immunity2021-03-18Paper
The computational cost of blocking for sampling discretely observed diffusions2020-09-22Paper
Optimal scaling of random-walk Metropolis algorithms on general target distributions2020-09-03Paper
Efficient real-time monitoring of an emerging influenza pandemic: how feasible?2020-05-13Paper
Scalable inference for crossed random effects models2020-04-01Paper
An approximation scheme for quasi-stationary distributions of killed diffusions2020-04-01Paper
Weight-preserving simulated tempering2020-02-26Paper
Hitting time and convergence rate bounds for symmetric Langevin diffusions2020-01-13Paper
Accelerating parallel tempering: Quantile tempering algorithm (QuanTA)2019-12-09Paper
Ergodicity of the zigzag process2019-10-22Paper
Scalable Importance Tempering and Bayesian Variable Selection2019-09-26Paper
Exact sampling of diffusions with a discontinuity in the drift2019-09-23Paper
Simulation from quasi-stationary distributions on reducible state spaces2019-09-16Paper
Monte Carlo fusion2019-07-15Paper
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data2019-05-10Paper
Random-Weight Particle Filtering of Continuous Time Processes2019-04-30Paper
Theoretical properties of quasi-stationary Monte Carlo methods2019-03-20Paper
MEXIT: maximal un-coupling times for stochastic processes2019-01-25Paper
Piecewise deterministic Markov processes for continuous-time Monte Carlo2018-12-10Paper
Systematic physics constrained parameter estimation of stochastic differential equations2018-11-23Paper
Asymptotic analysis of the random walk metropolis algorithm on ridged densities2018-11-07Paper
Optimal scaling of the random walk Metropolis algorithm under Lp mean differentiability2018-09-26Paper
Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains2018-06-20Paper
Barker's algorithm for Bayesian inference with intractable likelihoods2018-03-16Paper
Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models2018-02-15Paper
Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error2017-12-17Paper
Fast Langevin based algorithm for MCMC in high dimensions2017-11-07Paper
A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model2017-08-08Paper
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits2016-08-11Paper
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data2016-07-11Paper
Bayesian model selection for partially observed diffusion models2016-06-27Paper
On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions2016-04-01Paper
Bayesian analysis for emerging infectious diseases2016-02-12Paper
The random walk Metropolis: linking theory and practice through a case study2016-01-05Paper
Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms2015-11-24Paper
Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities2015-10-09Paper
On the efficiency of pseudo-marginal random walk Metropolis algorithms2015-03-27Paper
Exact simulation problems for jump-diffusions2015-01-28Paper
Convergence of Conditional Metropolis-Hastings Samplers2014-07-10Paper
Minimising MCMC variance via diffusion limits, with an application to simulated tempering2014-04-04Paper
A note on formal constructions of sequential conditional couplings2014-02-11Paper
Optimal tuning of the hybrid Monte Carlo algorithm2014-02-04Paper
A Study of the Efficiency of Exact Methods for Diffusion Simulation2013-07-31Paper
The strong weak convergence of the quasi-EA2013-07-05Paper
Markov Chain Monte Carlo for Exact Inference for Diffusions2013-06-05Paper
Adaptive Gibbs samplers and related MCMC methods2013-04-24Paper
CLTs and asymptotic variance of time-sampled Markov chains2013-04-08Paper
References2013-04-03Paper
\(\varepsilon\)-strong simulation of the Brownian path2013-01-17Paper
An adaptive approach to Langevin MCMC2012-12-07Paper
Optimal scaling of random walk Metropolis algorithms with discontinuous target densities2012-11-29Paper
Nonparametric estimation of diffusions: a differential equations approach2012-09-21Paper
Latent diffusion models for survival analysis2012-09-19Paper
A general framework for the parametrization of hierarchical models2012-09-01Paper
Stability of partially implicit Langevin schemes and their MCMC variants2012-06-20Paper
Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals2012-01-26Paper
Exact simulation of jump-diffusion processes with Monte Carlo applications2012-01-26Paper
Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC2011-11-27Paper
Perfect posterior simulation for mixture and hidden Markov models2011-09-15Paper
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo2011-09-08Paper
Simulating events of unknown probabilities via reverse time martingales2011-08-09Paper
Likelihood-based inference for correlated diffusions2011-07-27Paper
https://portal.mardi4nfdi.de/entity/Q30178072011-07-20Paper
Quantitative non-geometric convergence bounds for independence samplers2011-05-30Paper
Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets2010-11-12Paper
https://portal.mardi4nfdi.de/entity/Q35803982010-08-12Paper
General state space Markov chains and MCMC algorithms2010-06-29Paper
Inference for stochastic volatility models using time change transformations2010-03-24Paper
Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions2009-07-17Paper
Particle Filters for Partially Observed Diffusions2009-06-10Paper
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models2009-06-10Paper
The pseudo-marginal approach for efficient Monte Carlo computations2009-06-04Paper
The pseudo-marginal approach for efficient Monte Carlo computations2009-04-01Paper
https://portal.mardi4nfdi.de/entity/Q36082412009-02-28Paper
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes2009-02-25Paper
MCMC METHODS FOR DIFFUSION BRIDGES2008-12-11Paper
A factorisation of diffusion measure and finite sample path constructions2008-08-20Paper
Variance bounding Markov chains2008-07-01Paper
Optimal scaling for random walk Metropolis on spherically constrained target densities2008-06-25Paper
Exact Monte Carlo simulation of killed diffusions2008-05-15Paper
Stability of the Gibbs sampler for Bayesian hierarchical models2008-03-12Paper
Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms2008-02-22Paper
Extremal indices, geometric ergodicity of Markov chains and MCMC2007-12-16Paper
Retrospective exact simulation of diffusion sample paths with applications2007-09-05Paper
Optimal scaling for partially updating MCMC algorithms2007-08-08Paper
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains2007-08-06Paper
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)2006-11-14Paper
One-shot CFTP; application to a class of truncated Gaussian densities2006-10-27Paper
Exact simulation of diffusions2006-07-10Paper
https://portal.mardi4nfdi.de/entity/Q54761282006-06-29Paper
Statistical inference and model selection for the 1861 Hagelloch measles epidemic2005-11-02Paper
Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms2005-09-01Paper
Subgeometric ergodicity of strong Markov processes2005-07-13Paper
Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions2005-05-09Paper
Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes2005-04-11Paper
One-shot coupling for certain stochastic recursive sequences.2005-02-25Paper
Density Estimation for the Metropolis–Hastings Algorithm2004-11-24Paper
A New Method for Coupling Random Fields2004-11-18Paper
From Metropolis to diffusions: Gibbs states and optimal scaling.2004-09-22Paper
Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains2004-09-22Paper
https://portal.mardi4nfdi.de/entity/Q44696982004-06-15Paper
Optimal scaling for various Metropolis-Hastings algorithms.2004-05-27Paper
https://portal.mardi4nfdi.de/entity/Q44505302004-02-15Paper
On the geometric ergodicity of hybrid samplers2004-01-26Paper
Langevin diffusions and Metropolis-Hastings algorithms2003-08-06Paper
Polynomial convergence rates of Markov chains2003-05-06Paper
Geometric L2 and L1 convergence are equivalent for reversible Markov chains2003-05-01Paper
Obituary: Richard Lewis Tweedie2003-03-20Paper
Infinite hierarchies and prior distributions2003-03-10Paper
The polar slice sampler2003-02-16Paper
Smooth Taboo Density for One-Dimensional Diffusions2002-10-22Paper
A quasi-ergodic theorem for evanescent processes2002-08-29Paper
Inverse method of images2002-08-21Paper
Catalytic perfect simulation2002-08-20Paper
Adaptive Markov Chain Monte Carlo through Regeneration2002-07-30Paper
On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm2002-05-23Paper
Markov chain Monte Carlo methods for switching diffusion models2002-05-14Paper
Markov Chains and De-initializing Processes2002-02-17Paper
Rates of convergence of stochastically monotone and continuous time Markov models2002-02-03Paper
A note on geometric ergodicity and floating-point roundoff error2002-01-08Paper
SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS2001-10-10Paper
https://portal.mardi4nfdi.de/entity/Q45270992001-04-26Paper
Miscellanea. On quantile estimation and Markov chain Monte Carlo convergence2001-03-28Paper
Bounds on regeneration times and convergence rates for Markov chains2001-01-17Paper
Blur-generated non-separable space–time models2000-11-06Paper
Two convergence properties of hybrid samplers2000-06-21Paper
A note on acceptance rate criteria for CLTS for Metropolis–Hastings algorithms2000-05-18Paper
On convergence rates of Gibbs samplers for uniform distributions2000-05-04Paper
Possible biases induced by mcmc convergence diagnostics2000-01-04Paper
Convergence of Slice Sampler Markov Chains1999-11-11Paper
Markov-chain monte carlo: Some practical implications of theoretical results1999-09-06Paper
Optimal metropolis algorithms for product measures on the vertices of a hypercube1999-01-18Paper
Optimal Scaling of Discrete Approximations to Langevin Diffusions1999-01-06Paper
Convergence Properties of Perturbed Markov Chains1998-06-11Paper
https://portal.mardi4nfdi.de/entity/Q43639381998-05-10Paper
Pricing Barrier Options with Time–Dependent Coefficients1998-04-05Paper
On strong forms of weak convergence1998-03-29Paper
Geometric ergodicity and hybrid Markov chains1998-03-09Paper
Non-explosivity of limits of conditioned birth and death processes1997-11-02Paper
Shift-coupling and convergence rates of ergodic averages1997-09-24Paper
Exponential convergence of Langevin distributions and their discrete approximations1997-09-01Paper
Quantitative bounds for convergence rates of continuous time Markov processes1996-11-13Paper
Weak convergence of conditioned processes on a countable state space1996-05-28Paper
The hazard rate tangent approximation for boundary hitting times1996-04-09Paper
https://portal.mardi4nfdi.de/entity/Q48659361996-03-04Paper
https://portal.mardi4nfdi.de/entity/Q48659391996-03-04Paper
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms1996-01-01Paper
Bayes factors for discrete observations from diffusion processes1995-06-29Paper
Convergence of adaptive direction sampling1995-02-16Paper
Weak convergence of conditioned birth and death processes1994-09-20Paper
https://portal.mardi4nfdi.de/entity/Q42989131994-06-29Paper
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms1994-04-10Paper
A utility based approach to information for stochastic differential equations1994-02-09Paper
https://portal.mardi4nfdi.de/entity/Q42724821993-12-20Paper
https://portal.mardi4nfdi.de/entity/Q42727821993-12-20Paper
Asymptotic approximations for Brownian motion boundary hitting times1992-06-27Paper
A comparison theorem for conditioned Markov processes1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57500641990-01-01Paper
Almost sure convergence rates of adaptive increasingly rare Markov chain Monte CarloN/APaper
Privacy Guarantees in Posterior Sampling under ContaminationN/APaper

Research outcomes over time

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