Browse by Warwick Author
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Number of items: 11.
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. ISSN 1050-5164
Pieralberto, Guarniero, Lee, Anthony and Johansen, Adam M.. (2016) The iterated auxiliary particle filter. Journal of the American Statistical Association . ISSN 0162-1459 (In Press)
Medina-Aguayo, Felipe Javier, Lee, Anthony and Roberts, Gareth O.. (2015) Stability of noisy Metropolis–Hastings. Statistics and Computing . pp. 1-25. ISSN 0960-3174
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
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
This list was generated on Wed Jan 18 22:14:04 2017 GMT.