The Library
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Number of items: 19.
Cunningham, Nathan, Griffin, Jim E., Wild, David L. and Lee, Anthony (2019) particleMDI : a Julia Package for the Integrative Cluster Analysis of Multiple Datasets. In: Argiento, R. and Durante, D. and Wade, S., (eds.) Bayesian Statistics and New Generations. BAYSM 2018. Springer Proceedings in Mathematics & Statistics, 296 . Cham: Springer, pp. 65-74. ISBN 9783030306106
Banterle, Marco, Grazian, Clara, Lee, Anthony and Robert, Christian P. (2019) Accelerating Metropolis - Hastings algorithms by delayed acceptance. Foundations of Data Science, 1 (2). pp. 103-128. doi:10.3934/fods.2019005 ISSN 2639-8001.
Lee, A. and Whiteley, N. (2018) Variance estimation in the particle filter. Biometrika, 105 (3). pp. 609-625. doi:10.1093/biomet/asy028 ISSN 0006-3444.
Deligiannidis, George and Lee, Anthony (2018) Which ergodic averages have finite asymptotic variance? The Annals of Applied Probability, 28 (4). pp. 2309-2334. doi:10.1214/17-AAP1358 ISSN 1050-5164.
Price, Leah F., Drovandi, Christopher C., Lee, Anthony and Nott, David J. (2018) Bayesian synthetic likelihood. Journal of Computational and Graphical Statistics, 27 (1). p. 1. doi:10.1080/10618600.2017.1302882 ISSN 1061-8600.
Andrieu, Christophe , Lee, Anthony and Vihola, Matti (2017) Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers. Bernoulli, 24 (2). pp. 842-872. doi:10.3150/15-BEJ785 ISSN 1350-7265.
Sherlock, Chris, ThiΓ©ry, Alexandre H. and Lee, Anthony (2017) Pseudo-marginal MetropolisβHastings using averages of unbiased estimators. Biometrika, 104 (3). pp. 727-743. doi:10.1093/biomet/asx031 ISSN 0006-3444.
Guarniero, Pieralberto, Johansen, Adam M. and Lee, Anthony (2017) The iterated auxiliary particle filter. Journal of the American Statistical Association, 112 (520). pp. 1636-1647. doi:10.1080/01621459.2016.1222291 ISSN 0162-1459.
Whiteley, Nick and Lee, Anthony (2016) Perfect sampling for nonhomogeneous Markov chains and hidden Markov models. Annals of Applied Probability, 26 (5). pp. 3044-3077. 1476884311. doi:10.1214/15-AAP1169 ISSN 1050-5164.
Medina Aguayo, Felipe Javier, Lee, Anthony and Roberts, Gareth O. (2015) Stability of noisy MetropolisβHastings. Statistics and Computing . pp. 1-25. doi:10.1007/s11222-015-9604-3 ISSN 0960-3174.
Whiteley, Nick, Lee, Anthony and Heine, Kari (2015) On the role of interaction in sequential Monte Carlo algorithms. Bernoulli, 22 (1). pp. 494-529. doi:10.3150/14-BEJ666 ISSN 1350-7265.
Drovandi, Christopher C., Pettitt, Anthony N. and Lee, Anthony (2015) Bayesian indirect inference using a parametric auxiliary model. Statistical Science, 30 (1). pp. 72-95. doi:10.1214/14-STS498 ISSN 0883-4237.
Lee, Anthony and ΕatuszyΕski, Krzysztof (2014) Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation. Biometrika, Volume 101 (Number 3). pp. 655-671. doi:10.1093/biomet/asu027 ISSN 0006-3444.
Whiteley, Nick and Lee, Anthony (2014) Twisted particle filters. The Annals of Statistics, Volume 42 (Number 1). pp. 115-141. doi:10.1214/13-AOS1167 ISSN 0090-5364.
Del Moral, Pierre, Jacob, Pierre E., Lee, Anthony, Murray, Lawrence and Peters, Gareth W. (2013) Feynman-Kac particle integration with geometric interacting jumps. Stochastic Analysis and Applications, Volume 31 (Number 5). pp. 830-871. doi:10.1080/07362994.2013.817247 ISSN 1532-9356.
May, Benedict C., Korda, Nathan, Lee, Anthony and Leslie, David S. (2012) Optimistic bayesian sampling in contextual-bandit problems. Journal of Machine Learning Research, Vol.98888 . pp. 2069-2106. ISSN 1532-4435.
Lee, Anthony, Caron, Francois, Doucet, Arnaud and Holmes, Christopher (2012) Bayesian sparsity-path-analysis of genetic association signal using generalized t priors. Statistical Applications in Genetics and Molecular Biology, Vol.11 (No.2). pp. 1-29. doi:10.2202/1544-6115.1712 ISSN 1544-6115.
Lee, Anthony (2012) On the choice of MCMC kernels for approximate Bayesian computation with SMC samplers. In: 2012 Winter Simulation Conference, WSC 2012, Berlin, Germany, 9-12 Dec 2012. Published in: Proceedings of the Winter Simulation Conference 2009 pp. 1-12. ISBN 978-1-4244-5770-0. doi:10.1109/WSC.2012.6465212
Lee, Anthony, Yau, Christopher, Giles, Michael B., Doucet, Arnaud and Holmes, Christopher (2010) On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Journal of Computational and Graphical Statistics, Vol.19 (No.4). pp. 769-789. doi:10.1198/jcgs.2010.10039 ISSN 1061-8600.
This list was generated on Thu Apr 18 04:35:32 2024 BST.