The following pages link to Gareth O. Roberts (Q216423):
Displaying 50 items.
- The pseudo-marginal approach for efficient Monte Carlo computations (Q122160) (← links)
- The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data (Q144289) (← links)
- On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions (Q265272) (← links)
- (Q351500) (redirect page) (← links)
- The strong weak convergence of the quasi-EA (Q351502) (← links)
- (Q429993) (redirect page) (← links)
- Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
- A general framework for the parametrization of hierarchical models (Q449750) (← links)
- Latent diffusion models for survival analysis (Q453270) (← links)
- (Q539522) (redirect page) (← links)
- Quantitative non-geometric convergence bounds for independence samplers (Q539523) (← links)
- (Q558690) (redirect page) (← links)
- Subgeometric ergodicity of strong Markov processes (Q558691) (← links)
- (Q588853) (redirect page) (← links)
- Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets (Q605022) (← links)
- Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo (Q637987) (← links)
- Erratum to: Extremal indices, geometric ergodicity of Markov chains, and MCMC (Q650738) (← links)
- Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals (Q655925) (← links)
- Exact simulation of jump-diffusion processes with Monte Carlo applications (Q660166) (← links)
- Theoretical properties of quasi-stationary Monte Carlo methods (Q670746) (← links)
- Optimal scaling of random walk Metropolis algorithms with discontinuous target densities (Q691108) (← links)
- An adaptive approach to Langevin MCMC (Q693336) (← links)
- Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms (Q894817) (← links)
- The random walk Metropolis: linking theory and practice through a case study (Q903288) (← links)
- Variance bounding Markov chains (Q930683) (← links)
- Optimal scaling for random walk Metropolis on spherically constrained target densities (Q931379) (← links)
- A factorisation of diffusion measure and finite sample path constructions (Q937166) (← links)
- General state space Markov chains and MCMC algorithms (Q980730) (← links)
- Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains (Q997421) (← links)
- Optimal scaling for partially updating MCMC algorithms (Q997939) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Asymptotic approximations for Brownian motion boundary hitting times (Q1180579) (← links)
- On convergence rates of Gibbs samplers for uniform distributions (Q1296725) (← links)
- Two convergence properties of hybrid samplers (Q1296738) (← links)
- A utility based approach to information for stochastic differential equations (Q1312299) (← links)
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms (Q1316598) (← links)
- Convergence of adaptive direction sampling (Q1328357) (← links)
- Exponential convergence of Langevin distributions and their discrete approximations (Q1353419) (← links)
- Geometric ergodicity and hybrid Markov chains (Q1380234) (← links)
- On strong forms of weak convergence (Q1382521) (← links)
- Langevin diffusions and Metropolis-Hastings algorithms (Q1398011) (← links)
- Optimal scaling for various Metropolis-Hastings algorithms. (Q1431214) (← links)
- Bounds on regeneration times and convergence rates for Markov chains (Q1593619) (← links)
- Catalytic perfect simulation (Q1610835) (← links)
- Inverse method of images (Q1611563) (← links)
- A quasi-ergodic theorem for evanescent processes (Q1613660) (← links)
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities (Q1617150) (← links)
- Systematic physics constrained parameter estimation of stochastic differential equations (Q1623793) (← links)
- Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
- Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains (Q1642417) (← links)
