Number of items: 7.
2018
Beskos, Alexandros, Roberts, Gareth O., Thiéry, Alexandre H. and Pillai, Natesh S.
(2018)
Asymptotic analysis of the random walk Metropolis algorithm on ridged densities.
The Annals of Applied Probability, 28
(5).
pp. 2966-3001.
doi:10.1214/18-AAP1380
ISSN 1050-5164.
2017
Sherlock, Chris, Thiéry, Alexandre H. and Lee, Anthony
(2017)
Pseudo-marginal Metropolis–Hastings using averages of unbiased estimators.
Biometrika, 104
(3).
pp. 727-743.
doi:10.1093/biomet/asx031
ISSN 0006-3444.
2015
Sherlock, Chris, Thiéry, Alexandre H., Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth)
(2015)
On the efficiency of pseudo-marginal random walk Metropolis algorithms.
Annals of statistics, 43
(1).
pp. 238-275.
doi:10.1214/14-AOS1278
ISSN 0090-5364.
2014
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H.
(2014)
Noisy gradient flow from a random walk in Hilbert space.
Stochastic Partial Differential Equations: Analysis and Computations, 2
(2).
pp. 196-232.
doi:10.1007/s40072-014-0029-3
ISSN 2194-0401.
2013
Thiéry, Alexandre H.
(2013)
Scaling analysis of MCMC algorithms.
PhD thesis, University of Warwick.
2012
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H.
(2012)
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions.
The Annals of Applied Probability, Vol.22
(No.6).
pp. 2320-2356.
doi:10.1214/11-AAP828
ISSN 1050-5164.
2011
Pillai, Natesh S., Stuart, A. M. and Thiéry, Alexandre H.
(2011)
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions.
Working Paper.
Coventry:
University of Warwick. Centre for Research in Statistical Methodology.
Working papers, Vol.2011
(No.8).
This list was generated on Thu Apr 25 02:03:47 2024 BST.