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Number of items: 7.
Journal Article
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.
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.
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.
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.
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.
Working or Discussion Paper
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).
Thesis
Thiéry, Alexandre H. (2013) Scaling analysis of MCMC algorithms. PhD thesis, University of Warwick.
This list was generated on Tue Apr 23 17:54:45 2024 BST.