Browse by Warwick Author
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Number of items: 9.
Lee, Anthony and Łatuszyński, 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. ISSN 0006-3444
Whiteley, Nick and Lee, Anthony. (2014) Twisted particle filters. The Annals of Statistics, Volume 42 (Number 1). pp. 115-141. 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. 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. 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.
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. ISSN 1061-8600
Drovandi, Christopher C., Pettitt, Anthony N. and Lee, Anthony. Bayesian indirect inference using a parametric auxiliary model. Statistical Science . ISSN 0883-4237 (In Press)
Whiteley, Nick, Lee, Anthony and Heine, Kari. On the role of interaction in sequential Monte Carlo algorithms. Bernoulli . ISSN 1350-7265 (In Press)
This list was generated on Fri Dec 19 18:35:50 2014 GMT.