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.

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.

Beskos, Alexandros, Pillai, Natesh S., 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. doi:10.3150/12-BEJ414 ISSN 1350-7265.

Mattingly, Jonathan C., Pillai, Natesh S. and Stuart, A. M. (2012) Diffusion limits of the random walk Metropolis algorithm in high dimensions. The Annals of Applied Probability, Vol.22 (No.3). pp. 881-930. doi:10.1214/10-AAP754 ISSN 1050-5164.

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.

Conference Item

Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S. 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 ISBN 978-0-7354-0709-1.

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).

Hairer, Martin and Pillai, Natesh S. (2009) Ergodicity of hypoeliptic SDEs driven by fractional Brownian motion. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.38).

Mattingly, Jonathan C., McKinley, Scott A. and Pillai, Natesh S. (2009) Geometric erogdicity of a bead-spring pair with stochastic Stokes forcing. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.13).

Li, Wenbo V., Pillai, Natesh S. and Wolpert, Robert L. (2009) On the supremum of certain families of stochastic processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.14).

Mattingly, Jonathan C., Pillai, Natesh S. and Stuart, A. M. (2009) SPDE limits of the random walk Metropolis algorithm in high dimensions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2009 (No.19).