| Publication | Date of Publication | Type |
|---|
| Sampling using adaptive regenerative processes | 2024-11-05 | Paper |
| Football group draw probabilities and corrections | 2024-11-04 | Paper |
| Exact Bayesian Inference for Diffusion-Driven Cox Processes | 2024-11-01 | Paper |
| Speeding up the zig-zag process | 2024-10-08 | Paper |
| Exact Monte Carlo likelihood-based inference for jump-diffusion processes | 2024-09-16 | Paper |
| Bayesian fusion: scalable unification of distributed statistical analyses | 2024-09-10 | Paper |
| Stability in theory, in the laboratory and in the air: William Ellis Williams’ campaign for proof positive (1904–1914) | 2024-08-19 | Paper |
| Multilevel linear models, Gibbs samplers and multigrid decompositions (with discussion) | 2024-02-21 | Paper |
| Speed up Zig-Zag | 2024-01-16 | Paper |
| Flexible Bayesian inference for diffusion processesusing splines | 2023-12-11 | Paper |
| Polynomial convergence rates of piecewise deterministic Markov processes | 2023-07-04 | Paper |
| Dimension-Free Mixing for High-Dimensional Bayesian Variable Selection | 2023-05-17 | Paper |
| Optimal scaling of MCMC beyond Metropolis | 2023-05-05 | Paper |
| The computational cost of blocking for sampling discretely observed diffusions | 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 | 2022-12-09 | Paper |
| High-dimensional scaling limits of piecewise deterministic sampling algorithms | 2022-10-31 | Paper |
| Skew brownian motion and complexity of the alps algorithm | 2022-09-21 | Paper |
| A note on the polynomial ergodicity of the one-dimensional Zig-Zag process | 2022-09-21 | Paper |
| Quasi-Stationary Monte Carlo and The Scale Algorithm | 2022-07-08 | Paper |
| Regeneration-enriched Markov processes with application to Monte Carlo | 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 | 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 | 2020-09-03 | Paper |
| Efficient real-time monitoring of an emerging influenza pandemic: how feasible? | 2020-05-13 | Paper |
| Scalable inference for crossed random effects models | 2020-04-01 | Paper |
| An approximation scheme for quasi-stationary distributions of killed diffusions | 2020-04-01 | Paper |
| Weight-preserving simulated tempering | 2020-02-26 | Paper |
| Hitting time and convergence rate bounds for symmetric Langevin diffusions | 2020-01-13 | Paper |
| Accelerating parallel tempering: Quantile tempering algorithm (QuanTA) | 2019-12-09 | Paper |
| Ergodicity of the zigzag process | 2019-10-22 | Paper |
| Scalable Importance Tempering and Bayesian Variable Selection | 2019-09-26 | Paper |
| Exact sampling of diffusions with a discontinuity in the drift | 2019-09-23 | Paper |
| Simulation from quasi-stationary distributions on reducible state spaces | 2019-09-16 | Paper |
| Monte Carlo fusion | 2019-07-15 | Paper |
| The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data | 2019-05-10 | Paper |
| Random-Weight Particle Filtering of Continuous Time Processes | 2019-04-30 | Paper |
| Theoretical properties of quasi-stationary Monte Carlo methods | 2019-03-20 | Paper |
| MEXIT: maximal un-coupling times for stochastic processes | 2019-01-25 | Paper |
| Piecewise deterministic Markov processes for continuous-time Monte Carlo | 2018-12-10 | Paper |
| Systematic physics constrained parameter estimation of stochastic differential equations | 2018-11-23 | Paper |
| Asymptotic analysis of the random walk metropolis algorithm on ridged densities | 2018-11-07 | Paper |
| Optimal scaling of the random walk Metropolis algorithm under Lp mean differentiability | 2018-09-26 | Paper |
| Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains | 2018-06-20 | Paper |
| Barker's algorithm for Bayesian inference with intractable likelihoods | 2018-03-16 | Paper |
| Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models | 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 | 2017-11-07 | Paper |
| A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model | 2017-08-08 | Paper |
| Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits | 2016-08-11 | Paper |
| The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data | 2016-07-11 | Paper |
| Bayesian model selection for partially observed diffusion models | 2016-06-27 | Paper |
| On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions | 2016-04-01 | Paper |
| Bayesian analysis for emerging infectious diseases | 2016-02-12 | Paper |
| The random walk Metropolis: linking theory and practice through a case study | 2016-01-05 | Paper |
| Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms | 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 | 2015-03-27 | Paper |
| Exact simulation problems for jump-diffusions | 2015-01-28 | Paper |
| Convergence of Conditional Metropolis-Hastings Samplers | 2014-07-10 | Paper |
| Minimising MCMC variance via diffusion limits, with an application to simulated tempering | 2014-04-04 | Paper |
| A note on formal constructions of sequential conditional couplings | 2014-02-11 | Paper |
| Optimal tuning of the hybrid Monte Carlo algorithm | 2014-02-04 | Paper |
| A Study of the Efficiency of Exact Methods for Diffusion Simulation | 2013-07-31 | Paper |
| The strong weak convergence of the quasi-EA | 2013-07-05 | Paper |
| Markov Chain Monte Carlo for Exact Inference for Diffusions | 2013-06-05 | Paper |
| Adaptive Gibbs samplers and related MCMC methods | 2013-04-24 | Paper |
| CLTs and asymptotic variance of time-sampled Markov chains | 2013-04-08 | Paper |
| References | 2013-04-03 | Paper |
| \(\varepsilon\)-strong simulation of the Brownian path | 2013-01-17 | Paper |
| An adaptive approach to Langevin MCMC | 2012-12-07 | Paper |
| Optimal scaling of random walk Metropolis algorithms with discontinuous target densities | 2012-11-29 | Paper |
| Nonparametric estimation of diffusions: a differential equations approach | 2012-09-21 | Paper |
| Latent diffusion models for survival analysis | 2012-09-19 | Paper |
| A general framework for the parametrization of hierarchical models | 2012-09-01 | Paper |
| Stability of partially implicit Langevin schemes and their MCMC variants | 2012-06-20 | Paper |
| Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals | 2012-01-26 | Paper |
| Exact simulation of jump-diffusion processes with Monte Carlo applications | 2012-01-26 | Paper |
| Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC | 2011-11-27 | Paper |
| Perfect posterior simulation for mixture and hidden Markov models | 2011-09-15 | Paper |
| Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo | 2011-09-08 | Paper |
| Simulating events of unknown probabilities via reverse time martingales | 2011-08-09 | Paper |
| Likelihood-based inference for correlated diffusions | 2011-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3017807 | 2011-07-20 | Paper |
| Quantitative non-geometric convergence bounds for independence samplers | 2011-05-30 | Paper |
| Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets | 2010-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580398 | 2010-08-12 | Paper |
| General state space Markov chains and MCMC algorithms | 2010-06-29 | Paper |
| Inference for stochastic volatility models using time change transformations | 2010-03-24 | Paper |
| Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions | 2009-07-17 | Paper |
| Particle Filters for Partially Observed Diffusions | 2009-06-10 | Paper |
| Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models | 2009-06-10 | Paper |
| The pseudo-marginal approach for efficient Monte Carlo computations | 2009-06-04 | Paper |
| The pseudo-marginal approach for efficient Monte Carlo computations | 2009-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3608241 | 2009-02-28 | Paper |
| Monte Carlo maximum likelihood estimation for discretely observed diffusion processes | 2009-02-25 | Paper |
| MCMC METHODS FOR DIFFUSION BRIDGES | 2008-12-11 | Paper |
| A factorisation of diffusion measure and finite sample path constructions | 2008-08-20 | Paper |
| Variance bounding Markov chains | 2008-07-01 | Paper |
| Optimal scaling for random walk Metropolis on spherically constrained target densities | 2008-06-25 | Paper |
| Exact Monte Carlo simulation of killed diffusions | 2008-05-15 | Paper |
| Stability of the Gibbs sampler for Bayesian hierarchical models | 2008-03-12 | Paper |
| Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms | 2008-02-22 | Paper |
| Extremal indices, geometric ergodicity of Markov chains and MCMC | 2007-12-16 | Paper |
| Retrospective exact simulation of diffusion sample paths with applications | 2007-09-05 | Paper |
| Optimal scaling for partially updating MCMC algorithms | 2007-08-08 | Paper |
| Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains | 2007-08-06 | Paper |
| Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) | 2006-11-14 | Paper |
| One-shot CFTP; application to a class of truncated Gaussian densities | 2006-10-27 | Paper |
| Exact simulation of diffusions | 2006-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5476128 | 2006-06-29 | Paper |
| Statistical inference and model selection for the 1861 Hagelloch measles epidemic | 2005-11-02 | Paper |
| Scaling Limits for the Transient Phase of Local Metropolis–Hastings Algorithms | 2005-09-01 | Paper |
| Subgeometric ergodicity of strong Markov processes | 2005-07-13 | Paper |
| Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions | 2005-05-09 | Paper |
| Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes | 2005-04-11 | Paper |
| One-shot coupling for certain stochastic recursive sequences. | 2005-02-25 | Paper |
| Density Estimation for the Metropolis–Hastings Algorithm | 2004-11-24 | Paper |
| A New Method for Coupling Random Fields | 2004-11-18 | Paper |
| From Metropolis to diffusions: Gibbs states and optimal scaling. | 2004-09-22 | Paper |
| Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains | 2004-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469698 | 2004-06-15 | Paper |
| Optimal scaling for various Metropolis-Hastings algorithms. | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450530 | 2004-02-15 | Paper |
| On the geometric ergodicity of hybrid samplers | 2004-01-26 | Paper |
| Langevin diffusions and Metropolis-Hastings algorithms | 2003-08-06 | Paper |
| Polynomial convergence rates of Markov chains | 2003-05-06 | Paper |
| Geometric L2 and L1 convergence are equivalent for reversible Markov chains | 2003-05-01 | Paper |
| Obituary: Richard Lewis Tweedie | 2003-03-20 | Paper |
| Infinite hierarchies and prior distributions | 2003-03-10 | Paper |
| The polar slice sampler | 2003-02-16 | Paper |
| Smooth Taboo Density for One-Dimensional Diffusions | 2002-10-22 | Paper |
| A quasi-ergodic theorem for evanescent processes | 2002-08-29 | Paper |
| Inverse method of images | 2002-08-21 | Paper |
| Catalytic perfect simulation | 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 | 2002-05-23 | Paper |
| Markov chain Monte Carlo methods for switching diffusion models | 2002-05-14 | Paper |
| Markov Chains and De-initializing Processes | 2002-02-17 | Paper |
| Rates of convergence of stochastically monotone and continuous time Markov models | 2002-02-03 | Paper |
| A note on geometric ergodicity and floating-point roundoff error | 2002-01-08 | Paper |
| SMALL AND PSEUDO-SMALL SETS FOR MARKOV CHAINS | 2001-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4527099 | 2001-04-26 | Paper |
| Miscellanea. On quantile estimation and Markov chain Monte Carlo convergence | 2001-03-28 | Paper |
| Bounds on regeneration times and convergence rates for Markov chains | 2001-01-17 | Paper |
| Blur-generated non-separable space–time models | 2000-11-06 | Paper |
| Two convergence properties of hybrid samplers | 2000-06-21 | Paper |
| A note on acceptance rate criteria for CLTS for Metropolis–Hastings algorithms | 2000-05-18 | Paper |
| On convergence rates of Gibbs samplers for uniform distributions | 2000-05-04 | Paper |
| Possible biases induced by mcmc convergence diagnostics | 2000-01-04 | Paper |
| Convergence of Slice Sampler Markov Chains | 1999-11-11 | Paper |
| Markov-chain monte carlo: Some practical implications of theoretical results | 1999-09-06 | Paper |
| Optimal metropolis algorithms for product measures on the vertices of a hypercube | 1999-01-18 | Paper |
| Optimal Scaling of Discrete Approximations to Langevin Diffusions | 1999-01-06 | Paper |
| Convergence Properties of Perturbed Markov Chains | 1998-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363938 | 1998-05-10 | Paper |
| Pricing Barrier Options with Time–Dependent Coefficients | 1998-04-05 | Paper |
| On strong forms of weak convergence | 1998-03-29 | Paper |
| Geometric ergodicity and hybrid Markov chains | 1998-03-09 | Paper |
| Non-explosivity of limits of conditioned birth and death processes | 1997-11-02 | Paper |
| Shift-coupling and convergence rates of ergodic averages | 1997-09-24 | Paper |
| Exponential convergence of Langevin distributions and their discrete approximations | 1997-09-01 | Paper |
| Quantitative bounds for convergence rates of continuous time Markov processes | 1996-11-13 | Paper |
| Weak convergence of conditioned processes on a countable state space | 1996-05-28 | Paper |
| The hazard rate tangent approximation for boundary hitting times | 1996-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865936 | 1996-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865939 | 1996-03-04 | Paper |
| Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms | 1996-01-01 | Paper |
| Bayes factors for discrete observations from diffusion processes | 1995-06-29 | Paper |
| Convergence of adaptive direction sampling | 1995-02-16 | Paper |
| Weak convergence of conditioned birth and death processes | 1994-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298913 | 1994-06-29 | Paper |
| Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms | 1994-04-10 | Paper |
| A utility based approach to information for stochastic differential equations | 1994-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272482 | 1993-12-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272782 | 1993-12-20 | Paper |
| Asymptotic approximations for Brownian motion boundary hitting times | 1992-06-27 | Paper |
| A comparison theorem for conditioned Markov processes | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750064 | 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 |
