# The Library

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Number of items:

**55**.
Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth).
(2014)
*Minimising MCMC variance via diffusion limits, with an application to simulated tempering.*
The Annals of Applied Probability, Volume 24
(Number 1).
pp. 131-149.
ISSN 1050-5164

Roberts, Gareth O. and Rosenthal, Jeffrey S..
(2013)
*A note on formal constructions of sequential conditional couplings.*
Statistics & Probability Letters, Volume 83
(Number 9).
pp. 2073-2076.
ISSN 0167-7152

Sermaidis, Giorgos, Papaspiliopoulos, Omiros, Roberts, Gareth O., Beskos, Alexandros and Fearnhead, Paul.
(2013)
*Markov chain monte carlo for exact inference for diffusions.*
Scandinavian Journal of Statistics, Volume 40
(Number 2).
pp. 294-321.
ISSN 0303-6898

Peluchetti, Stefano, Roberts, Gareth O. and Casella, Bruno.
(2013)
*The strong weak convergence of the quasi-EA.*
Queueing Systems, Volume 73
(Number 4).
pp. 447-460.
ISSN 0257-0130

Łatuszyński, Krzysztof and Roberts, Gareth O..
(2013)
*CLTs and asymptotic variance of time-sampled Markov chains.*
Methodology and Computing in Applied Probability, Volume 15
(Number 1).
pp. 237-247.
ISSN 1387-5841

Łatuszyński, Krzysztof, Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth).
(2013)
*Adaptive Gibbs samplers and related MCMC methods.*
Annals of Probability, 23
(1).
pp. 66-98.
ISSN 0091-1798

Gonçalves, Flávio B. and Roberts, Gareth O..
(2013)
*Exact simulation problems for jump-diffusions.*
Methodology and Computing in Applied Probability
.
ISSN 1387-5841

Beskos, Alexandros, Pillai, Natesh S., 1981-, Roberts, Gareth O., Sanz-Serna, Jesus and Stuart, A. M..
(2013)
*Optimal tuning of the hybrid monte-carlo algorithm.*
Bernoulli, Volume 19
(Number 5a).
pp. 1501-1534.
ISSN 1350-7265

Jewell, Chris P. and Roberts, Gareth O..
(2012)
*Enhancing Bayesian risk prediction for epidemics using contact tracing.*
Biostatistics, Vol.13
(No.4).
pp. 567-579.
ISSN 1465-4644

Marshall, T. (Tristan) and Roberts, Gareth O..
(2012)
*An adaptive approach to Langevin MCMC.*
Statistics and Computing, Volume 22
(Number 5).
pp. 1041-1057.
ISSN 0960-3174

Papaspiliopoulos, Omiros , Pokern, Yvo , Roberts, Gareth O. and Stuart, A. M..
(2012)
*Nonparametric estimation of diffusions : a differential equations approach.*
Biometrika, Vol.99
(No.3).
pp. 511-531.
ISSN 0006-3444

Neal, Peter, Roberts, Gareth O. and Yuen, Wai Kong.
(2012)
*Optimal scaling of random walk Metropolis algorithms with discontinuous target densities.*
Annals of Applied Probability, Volume 22
(Number 5).
pp. 1880-1927.
ISSN 1050-5164

Atchadé, Yves F., Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth).
(2011)
*Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo.*
Statistics and Computing, Vol.21
(No.4).
pp. 555-568.
ISSN 0960-3174

Casella, Bruno and Roberts, Gareth O..
(2011)
*Exact simulation of jump-diffusion processes with Monte Carlo applications.*
Methodology and Computing in Applied Probability, Vol.13
(No.3).
pp. 449-473.
ISSN 1387-5841

Neal, Peter and Roberts, Gareth O..
(2011)
*Optimal scaling of random walk metropolis algorithms with non-gaussian proposals.*
Methodology and Computing in Applied Probability, Vol.13
(No.3).
pp. 583-601.
ISSN 1387-5841

Papaspiliopoulos, Omiros, Roberts, Gareth O. and Sermaidis, Giorgos.
(2011)
*Whether ’tis nobler in the mind to suffer the slings and arrows of outrageous mixing problems, or to take arms against a sea of troubles, and by opposing end them?*
Journal of Computational and Graphical Statistics, Vol.20
(No.3).
pp. 592-602.
ISSN 1061-8600

Kalogeropoulos, Konstantinos, Dellaportas, Petros and Roberts, Gareth O..
(2011)
*Likelihood-based inference for correlated diffusions.*
Canadian Journal of Statistics, Volume 39
(Number 1).
pp. 52-72.
ISSN 0319-5724

Łatuszyński, Krzysztof, Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth)
(2011)
*Adaptive Gibbs samplers and related MCMC methods.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Danon, Leon, Ford, Ashley P., House, Thomas A., Jewell, Chris P., Keeling, Matthew James, Roberts, Gareth O., Ross, Joshua V. and Vernon, Matthew C..
(2011)
*Networks and the epidemiology of infectious disease.*
Interdisciplinary Perspectives on Infectious Diseases, Vol.2011
.
Article no. 284909.
ISSN 1687-708X

Casella, Bruno, Roberts, Gareth O. and Stramer, Osnat.
(2011)
*Stability of partially implicit Langevin schemes and their MCMC variants.*
Methodology and Computing in Applied Probability, Vol.13
(No.4).
pp. 835-854.
ISSN 1387-5841

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M..
(2010)
*Random-weight particle filtering of continuous time processes.*
Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol.72
(No.4).
pp. 497-512.
ISSN 1369-7412

Berthelsen, Kasper K., Breyer, Laird A. and Roberts, Gareth O..
(2010)
*Perfect posterior simulation for mixture and hidden Markov models.*
LMS Journal of Computation and Mathematics, Vol.13
.
pp. 246-259.
ISSN 1461-1570

Roberts, Gareth O. and Sangalli, Laura M..
(2010)
*Latent diffusion models for survival analysis.*
Bernoulli, Vol.16
(No.2).
pp. 435-458.
ISSN 1350-7265

Sherlock, Chris, Fearnhead, Paul and Roberts, Gareth O..
(2010)
*The random walk metropolis : linking theory and practice through a case study.*
Statistical Science, Vol.25
(No.2).
pp. 172-190.
ISSN 0883-4237

Kalogeropoulos, Konstantinos, Roberts, Gareth O. and Dellaportas, Petros.
(2010)
*Interference for stochastic volatility models using time change transformations.*
Annals of statistics, Vol.38
(No.2).
pp. 784-807.
ISSN 0090-5364

Yau, C., Papaspiliopoulos, O., Roberts, Gareth O. and Holmes, Christopher.
(2010)
*Bayesian non-parametric hidden Markov models with applications in genomics.*
Journal of the Royal Statistical Society : Series B (Statistical Methodology), Vol.73
(No.1).
pp. 37-57.
ISSN 1369-7412

Łatuszyński, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros and Roberts, Gareth O..
(2010)
*Simulating events of unknown probabilities via reverse time martingales.*
Random Structures & Algorithms, Volume 38
(Number 4).
pp. 441-452.
ISSN 10429832

Jewell, Chris P., Keeling, Matthew James and Roberts, Gareth O..
(2009)
*Predicting undetected infections during the 2007 foot-and-mouth disease outbreak.*
Journal of the Royal Society Interface, Vol.6
(No.41).
pp. 1145-1151.
ISSN 1742-5689

Jewell, Chris P., Kypraios, Theodore, Christley, R. M. and Roberts, Gareth O.
(2009)
*A novel approach to real-time risk prediction for emerging infectious diseases: a case study in Avian Influenza H5N1.*
In: GisVet 2007 Conference, Copenhagen, Denmark, AUG 20-24, 2007. Published in: Preventive Veterinary Medicine, Vol.91
(No.1 Sp. Iss. SI). pp. 19-28.

Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S., 1981- and Pinski, F. J.
(2009)
*MCMC methods in high dimension.*
In: 2009-10 Program on Stochastic Dynamics Opening Tutorials & Workshops, Raleigh, NC, 30 Aug-2 Sep 2009

Sherlock, Chris and Roberts, Gareth O..
(2009)
*Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets.*
Bernoulli, Vol.15
(No.3).
pp. 774-798.
ISSN 1350-7265

Beskos, Alexandros, Roberts, Gareth O. and Stuart, A. M..
(2009)
*Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions.*
Annals of Applied Probability, Vol.19
(No.3).
pp. 863-898.
ISSN 1050-5164

Andrieu, Christophe and Roberts, Gareth O..
(2009)
*The pseudo-marginal approach for efficient Monte Carlo computations.*
Annals of statistics, Vol.37
(No.2).
pp. 697-725.
ISSN 0090-5364

Marshall, Tristan and Roberts, Gareth O.
(2009)
*An ergodicity result for adaptive Langevin algorithms.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O..
(2009)
*Monte Carlo maximum likelihood estimation for discretely observed diffusion processes.*
Annals of statistics, Vol.37
(No.1).
pp. 223-245.
ISSN 0090-5364

Jewell, Chris P., Kypraios, Theodore, Neal, Peter and Roberts, Gareth O..
(2009)
*Bayesian analysis for emerging infectious diseases.*
Bayesian analysis, Vol.4
(No.3).
pp. 465-496.
ISSN 1931-6690

Yau, C., Papaspiliopoulos, Omiros, Roberts, Gareth O. and Holmes, Christopher
(2009)
*Bayesian nonparametric hidden Markov models with application to the analysis of copy-number-variation in mammalian genomes.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth).
(2009)
*Examples of adaptive MCMC.*
Journal of Computational and Graphical Statistics, Vol.18
(No.2).
pp. 349-367.
ISSN 1061-8600

Papaspiliopoulos, Omiros and Roberts, Gareth O.
(2009)
*Importance sampling techniques for estimation of diffusions models.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Pokern, Yvo, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M.
(2009)
*Non parametric Bayesian drift estimation for one-dimensional diffusion processes.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Bai, Yan, Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth)
(2009)
*On the containment condition for adaptive Markov Chain Monte Carlo algorithms.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth)
(2009)
*Quantitative non-geometric convergence bounds for independence samplers.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Łatuszyński, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros and Roberts, Gareth O.
(2009)
*Simulating events of unknown probabilities via reverse time martingales.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Sherlock, Chris, Fearnhead, Paul and Roberts, Gareth O.
(2009)
*The random walk Metropolis : linking theory and practice through a case study.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Beskos, Alexandros, Roberts, Gareth O., Stuart, A. M. and Voss, Jochen.
(2008)
*MCMC methods for diffusion bridges.*
Stochastics and Dynamics, Vol.8
(No.3).
pp. 319-350.
ISSN 0219-4937

Fearnhead, Paul, Papaspiliopoulos, Omiros and Roberts, Gareth O..
(2008)
*Particle filters for partially observed diffusions.*
Royal Statistical Society. Journal. Series B: Statistical Methodology, Volume 70
(Number 4).
pp. 755-777.
ISSN 1369-7412

Neal, Peter and Roberts, Gareth O..
(2008)
*Optimal scaling for random walk Metropolis on spherically constrained target densities.*
Methodology and Computing in Applied Probability, Vol.10
(No.2).
pp. 277-297.
ISSN 1387-5841

Casella, Bruno and Roberts, Gareth O.
(2008)
*Exact Monte Carlo simulation of killed diffusions.*
Advances in Applied Probability, Vol.40
(No.1).
pp. 273-291.
ISSN 0001-8678

Papaspiliopoulos, Omiros and Roberts, Gareth O..
(2008)
*Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models.*
Biometrika, Vol.95
(No.1).
pp. 169-186.
ISSN 0006-3444

Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O..
(2008)
*A factorisation of diffusion measure and finite sample path constructions.*
Methodology and Computing in Applied Probability, Vol.10
(No.1).
pp. 85-104.
ISSN 1387-5841

Papaspiliopoulos, Omiros and Roberts, Gareth O..
(2008)
*Stability of the Gibbs sampler for Bayesian hierarchical models.*
Annals of statistics, Vol.36
(No.1).
pp. 95-117.
ISSN 0090-5364

Peluchetti, Stefano and Roberts, Gareth O.
(2008)
*An empirical study of the efficiency of EA for diffusion simulation.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Peluchetti, Stefano, Roberts, Gareth O. and Casella, Bruno
(2008)
*The strong weak convergence of the quasi-EA.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M.
(2007)
*Filtering systems of coupled stochastic differential equations partially observed at high frequency.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

Roberts, Gareth O. and Sangalli, Laura M.
(2007)
*Latent diffusion models for event history analysis.*
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

This list was generated on

**Fri Apr 25 06:35:31 2014 BST**.