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Number of items: 104.
2024
McKimm, H., Wang, Andi Q., Pollock, M., Robert, Christian P. and Roberts, Gareth O. (2024) Sampling using adaptive regenerative processes. Bernoulli . ISSN 1350-7265. (In Press)
2023
Vasdekis, Georgios and Roberts, Gareth O. (2023) Speed up Zig-Zag. The Annals of Applied Probability, 33 (6A). pp. 4693-4746. doi:10.1214/23-AAP1930 ISSN 1050-5164.
Jenkins, Paul, Pollock, M. and Roberts, Gareth O. (2023) Flexible Bayesian inference for diffusion processes using splines. Methodology & Computing in Applied Probability, 25 . 83. doi:10.1007/s11009-023-10056-9
Goncalves, Flavio, Latuszynski, Krzysztof and Roberts, Gareth O. (2023) Exact Monte Carlo likelihood-based inference for jump-diffusion processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 85 (3). pp. 732-756. doi:10.1093/jrsssb/qkad022 ISSN 1369-7412.
Agrawal, Sanket, Vats, Dootika, ΕatuszyΕski, Krzysztof and Roberts, Gareth O. (2023) Optimal scaling of MCMC beyond Metropolis. Advances in Applied Probability, 55 (2). pp. 492-509. doi:10.1017/apr.2022.37 ISSN 0001-8678.
Chan, R., Pollock, M., Johansen, Adam M. and Roberts, Gareth O. (2023) Divide-and-conquer fusion. Journal of Machine Learning Research, 24 (193). pp. 1-82. ISSN 1532-4435.
Goncalves, Flavio B., ΕatuszyΕski, Krzysztof G. and Roberts, Gareth O. (2023) Exact Bayesian inference for diffusion-driven Cox processes. Journal of the American Statistical Association . doi:10.1080/01621459.2023.2223791 ISSN 0162-1459. (In Press)
2022
Mider, Marcin, Jenkins, Paul, Pollock, Murray and Roberts, Gareth O. (2022) The computational cost of blocking for sampling discretely observed diffusions. Methodology and Computing in Applied Probability, 24 . pp. 3007-3027. doi:10.1007/s11009-022-09949-y ISSN 1387-5841.
Corbella, Alice, Spencer, Simon E. F. and Roberts, Gareth O. (2022) Automatic Zig Zag sampling in practice. Statistics and Computing, 32 . 107. doi:10.1007/s11222-022-10142-x ISSN 0960-3174.
Zhou, Quan, Yang, Jun, Vats, Dootika, Roberts, Gareth O. and Rosenthal, Jeffrey S. (2022) Dimension-free mixing for high-dimensional Bayesian variable selection. Journal of the Royal Statistical Society Series B: Statistical Methodology, 84 (5). pp. 1751-1784. doi:10.1111/rssb.12546 ISSN 1369-7412.
Roberts, Gareth O., Rosenthal, Jeffrey S. and Tawn, Nicholas G. (2022) Skew brownian motion and complexity of the alps algorithm. Journal of Applied Probability, 59 (3). pp. 777-796. doi:10.1017/jpr.2021.78 ISSN 0021-9002.
Vasdekis, Giorgos and Roberts, Gareth O. (2022) A note on the polynomial ergodicity of the one-dimensional zig-zag process. Journal of Applied Probability, 59 (3). pp. 895-903. doi:10.1017/jpr.2021.97 ISSN 0021-9002.
Vats, Dootika, Gonçalves, Flavio B., Latuszynski , Krzysztof and Roberts, Gareth O. (2022) Efficient Bernoulli factory MCMC for intractable likelihoods. Biometrika, 109 (2). pp. 369-385. doi:10.1093/biomet/asab031 ISSN 0006-3444.
Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2022) Football group draw probabilities and corrections. Journal of the Royal Statistical Society: Series A (Statistics in Society) . (Submitted)
2021
Zanella, Giacomo and Roberts, Gareth (2021) Multilevel linear models, Gibbs Samplers and multigrid decompositions (with discussion). Bayesian Analysis, 16 (4). pp. 1309-1391. doi:10.1214/20-BA1242 ISSN 1936-0975.
2020
Pollock, Murray, Fearnhead, Paul, Johansen, Adam M. and Roberts, Gareth O. (2020) Quasi-stationary Monte Carlo and the ScaLE Algorithm. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82 (5). pp. 1167-1221. doi:10.1111/rssb.12365 ISSN 1369-7412.
Griffin, Adam, Roberts, Gareth O. and Spencer, Simon E. F. (2020) An epidemic model for an evolving pathogen with strain-dependent immunity. Mathematical Biosciences, 330 . 108480. doi:10.1016/j.mbs.2020.108480 ISSN 0025-5564.
Tawn, Nicholas, Roberts, Gareth O. and Rosenthal, Jeffrey S. (2020) Weight-preserving simulated tempering. Statistics and Computing, 30 . pp. 27-41. doi:10.1007/s11222-019-09863-3 ISSN 0960-3174.
2019
Papaspiliopoulos, O., Roberts, Gareth O. and Zanella, G. (2019) Scalable inference for crossed random effects models. Biometrika . doi:10.1093/biomet/asz058 ISSN 0006-3444.
Tawn, Nicholas and Roberts, Gareth O. (2019) Accelerating parallel tempering : quantile tempering algorithm (QuanTA). Advances in Applied Probability, 51 (3). pp. 802-834. doi:10.1017/apr.2019.35 ISSN 0001-8678.
Bierkins, Joris, Roberts, Gareth O. and Zitt, Pierre-Andre (2019) Ergodicity of the zigzag process. Annals of Applied Probability, 29 (4). 2266-2301 . doi:10.1214/18-AAP1453 ISSN 1050-5164.
Zanella, Giacomo and Roberts, Gareth O. (2019) Scalable importance tempering and Bayesian variable selection. Journal of the Royal Statistical Society : Series B (Statistical Methodology), 81 (3). pp. 489-517. doi:10.1111/rssb.12316 ISSN 1369-7412.
Bierkens, Joris, Fearnhead, Paul and Roberts, Gareth O. (2019) The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data. Annals of statistics, 47 (3). pp. 1288-1320. doi:10.1214/18-AOS1715 ISSN 0090-5364.
Ernst, Philip A., Kendall, W. S., Roberts, Gareth O. and Rosenthal, Jeff S. (2019) MEXIT : Maximal un-coupling times for stochastic processes. Stochastic Processes and their Applications, 129 (2). pp. 355-380. doi:10.1016/j.spa.2018.03.001 ISSN 0304-4149.
Wang, Andi Q., Kolb, Martin, Roberts, Gareth O. and Steinsaltz, David (2019) Theoretical properties of quasi-stationary Monte Carlo methods. The Annals of Applied Probability, 29 (1). pp. 434-457. doi:10.1214/18-AAP1422 ISSN 1050-5164.
2018
Bierkens, Joris, Bouchard-CΓ΄tΓ©, Alexandre, Doucet, Arnaud, Duncan, Andrew B., Fearnhead, Paul, Lienart, Thibaut, Roberts, Gareth O. and Vollmer, Sebastian J. (2018) Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Statistics & Probability Letters, 136 . pp. 148-154. doi:10.1016/j.spl.2018.02.021 ISSN 0167-7152.
Agapiou, Sergios, Roberts, Gareth O. and Vollmer, Sebastian J. (2018) Unbiased Monte Carlo : posterior estimation for intractable/infinite-dimensional models. Bernoulli, 24 (3). pp. 1726-1786. doi:10.3150/16-BEJ911 ISSN 1350-7265.
Beskos, Alexandros, Roberts, Gareth O., ThiΓ©ry, 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.
Fearnhead, Paul, Bierkens, Joris, Pollock, Murray and Roberts, Gareth O. (2018) Piecewise deterministic Markov processes for continuous-time Monte Carlo. Statistical Science, 33 (3). pp. 386-412. doi:10.1214/18-STS648 ISSN 0883-4237.
2017
Goncalves, Flavio B., Latuszynski, Krzysztof and Roberts, Gareth O. (2017) Barker's algorithm for Bayesian inference with intractable likelihoods. Brazilian Journal of Probability and Statistics, 31 (4). pp. 732-745. doi:10.1214/17-BJPS374 ISSN 0103-0752.
Griffin, Adam, Jenkins, Paul, Roberts, Gareth O. and Spencer, Simon E. F. (2017) Simulation from quasi-stationary distributions on reducible state spaces. Advances in Applied Probability, 49 (3). pp. 960-980. doi:10.1017/apr.2017.28 ISSN 0001-8678.
Durmus, Alain, Roberts, Gareth O., Vilmart, Gilles and Zygalakis, Konstantinos C. (2017) Fast Langevin based algorithm for MCMC in high dimensions. The Annals of Applied Probability, 27 (4). pp. 2195-2237. doi:10.1214/16-AAP1257 ISSN 1050-5164.
Bierkens, Joris and Roberts, Gareth O. (2017) A piecewise deterministic scaling limit of Lifted Metropolis-Hastings in the Curie-Weiss model. Annals of Applied Probability, 27 (2). pp. 846-882. doi:10.1214/16-AAP1217 ISSN 1050-5164.
2016
Pollock, Murray, Johansen, Adam M. and Roberts, Gareth O. (2016) On the exact and Ξ΅-strong simulation of (jump) diffusions. Bernoulli, 22 (2). pp. 794-856. doi:10.3150/14-BEJ676 ISSN 1350-7265.
2015
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.
Peavoy, Daniel, Franzke, Christian and Roberts, Gareth O. (2015) Systematic physics constrained parameter estimation of stochastic differential equations. Computational Statistics & Data Analysis, 83 . pp. 182-199. doi:10.1016/j.csda.2014.10.011 ISSN 0167-9473.
Sherlock, Chris, ThiΓ©ry, Alexandre H., Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2015) On the efficiency of pseudo-marginal random walk Metropolis algorithms. Annals of statistics, 43 (1). pp. 238-275. doi:10.1214/14-AOS1278 ISSN 0090-5364.
Craiu, Radu V., Gray, Lawrence F., ΕatuszyΕski, Krzysztof, Madras, Neal Noah, Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2015) Stability of adversarial Markov Chains, with an application to adaptive MCMC algorithms. The Annals of Applied Probability, 25 (6). pp. 3592-3623. doi:10.1214/14-AAP1083 ISSN 1050-5164.
2014
Brooks-Pollock, Ellen, Roberts, Gareth O. and Keeling, Matthew James (2014) A dynamic model of bovine tuberculosis spread and control in Great Britain. Nature, Volume 511 (Number 7508). pp. 228-231. doi:10.1038/nature13529 ISSN 0028-0836.
Jones, Galin L., Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2014) Convergence of conditional Metropolis-Hastings samplers. Advances in Applied Probability, Volume 46 (Number 2). pp. 422-445. doi:10.1239/aap/1401369701 ISSN 0001-8678.
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, 24 (1). pp. 131-149. doi:10.1214/12-AAP918 ISSN 1050-5164.
2013
Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stramer, Osnat (2013) Data augmentation for diffusions. Journal of Computational and Graphical Statistics, Volume 22 (Number 3). pp. 665-688. doi:10.1080/10618600.2013.783484 ISSN 1061-8600.
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. doi:10.1016/j.spl.2013.05.012 ISSN 0167-7152.
Cotter, Simon L., Roberts, Gareth O., Stuart, A. M. and White, David (2013) MCMC methods for functions : modifying old algorithms to make them faster. Statistical Science, Volume 28 (Number 3). pp. 424-446. doi:10.1214/13-STS421 ISSN 0883-4237.
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. doi:10.1111/j.1467-9469.2012.00812.x 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. doi:10.1007/s11134-013-9351-0 ISSN 0257-0130.
ΕatuszyΕski, 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. doi:10.1007/s11009-011-9237-8 ISSN 1387-5841.
ΕatuszyΕski, 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. doi:10.1214/11-AAP806 ISSN 0091-1798.
Jewell, Chris P., Brown, J., Keeling, Matthew James, Green, L. and Roberts, Gareth O. (2013) Bayesian epidemic risk prediction-knowledge transfer and usability at all levels. In: Society of Veterinary Epidemiology and Preventive Medicine Annual Meeting, Madrid, Spain, 20-22 Mar 2013. Published in: Society for Veterinary Epidemiology and Preventive Medicine pp. 127-142.
Gonçalves, FlÑvio B. and Roberts, Gareth O. (2013) Exact simulation problems for jump-diffusions. Methodology and Computing in Applied Probability . doi:10.1007/s11009-013-9330-2 ISSN 1387-5841.
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.
2012
Beskos, Alexandros, Peluchetti, Stefano and Roberts, Gareth O. (2012) Ξ΅-Strong simulation of the Brownian path. Bernoulli, Volume 18 (Number 4). pp. 1223-1248. doi:10.3150/11-BEJ383 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. doi:10.1093/biostatistics/kxs012 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. doi:10.1007/s11222-011-9276-6 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. doi:10.1093/biomet/ass034 ISSN 0006-3444.
Papaspiliopoulos, Omiros and Roberts, Gareth O. (2012) Importance sampling techniques for estimation of diffusion models. In: Kessler, Mathieu and Linder, Alexander and SΓΈrensen, Michael, (eds.) Statistical methods for stochastic differential equations. CRC Monographs on Statistics & Applied Probability, Volume 124 . Boca Raton, Florida, USA: CRC Press, pp. 311-340. ISBN 9781439849408
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. doi:10.1214/11-AAP817 ISSN 1050-5164.
Peluchetti, Stefano and Roberts, Gareth O. (2012) A study of the efficiency of exact methods for diffusion simulation. In: Plaskota, Leszek and WoΕΊniakowski , Henryk, (eds.) Monte Carlo and Quasi-Monte Carlo Methods 2010. Springer Proceedings in Mathematics and Statistics, Volume 23 . Berlin Heidelberg: Springer, pp. 161-187. ISBN 9783642274398
2011
AtchadΓ©, 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. doi:10.1007/s11222-010-9192-1 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. doi:10.1007/s11009-009-9163-1 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. doi:10.1007/s11009-010-9176-9 ISSN 1387-5841.
Papaspiliopoulos, Omiros, Roberts, Gareth O. and Sermaidis, Giorgos (2011) Whether βtis 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. doi:10.1198/jcgs.2011.203d ISSN 1061-8600.
Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2011) Quantitative non-geometric convergence bounds for independence samplers. Methodology and Computing in Applied Probability, Volume 13 (Number 2). pp. 391-403. doi:10.1007/s11009-009-9157-z ISSN 1387-5841.
ΕatuszyΕski, Krzysztof, Kosmidis, Ioannis, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2011) Simulating events of unknown probabilities via reverse time martingales. Random Structures & Algorithms, 38 (4). pp. 441-452. doi:10.1002/rsa.20333 ISSN 1042-9832.
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. doi:10.1002/cjs.10096 ISSN 0319-5724.
Bai, Yan, Roberts, Gareth O. and Rosenthal, Jeffrey S. (Jeffrey Seth) (2011) On the containment condition for adaptive Markov chain Monte Carlo algorithms. Advances and Applications in Statistics , Volume 21 (Number 1). pp. 1-54. ISSN 0972-3617.
ΕatuszyΕski, 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, Vol.2011 (No.3).
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. doi:10.1155/2011/284909 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. doi:10.1007/s11009-010-9196-5 ISSN 1387-5841.
2010
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. doi:10.1111/j.1467-9868.2010.00744.x 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. doi:10.1112/S1461157007000022 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. doi:10.3150/09-BEJ217 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. doi:10.1214/10-STS327 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. doi:10.1214/09-AOS702 ISSN 0090-5364.
Yau, C., Papaspiliopoulos, Omiros, 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. doi:10.1111/j.1467-9868.2010.00756.x ISSN 1369-7412.
2009
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. doi:10.1098/rsif.2008.0433 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. doi:10.1016/j.prevetmed.2009.05.019 ISSN 0167-5877.
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.
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. doi:10.3150/08-BEJ176 ISSN 1350-7265.
Beskos, Alexandros, Roberts, Gareth O. and Stuart, A. M. (2009) Optimal scalings for local MetropolisβHastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3). pp. 863-898. doi:10.1214/08-AAP563 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. doi:10.1214/07-AOS574 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, Vol.2009 (No.4).
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. doi:10.1214/07-AOS550 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. doi:10.1214/09-BA417 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, Vol.2009 (No.12).
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. doi:10.1198/jcgs.2009.06134 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, Vol.2009 (No.28).
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, Vol.2009 (No.29).
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, Vol.2009 (No.15).
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, Vol.2009 (No.9).
ΕatuszyΕski, 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, Volume 2009 (Number 30).
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, Vol.2009 (No.16).
2008
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. doi:10.1142/S0219493708002378 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. doi:10.1111/j.1467-9868.2008.00661.x 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. doi:10.1007/s11009-007-9046-2 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. doi:10.1239/aap/1208358896 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. doi:10.1093/biomet/asm086 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. doi:10.1007/s11009-007-9060-4 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. doi:10.1214/009053607000000749 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, Vol.2008 (No.14).
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, Vol.2008 (No.18).
2007
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, Vol.2007 (No.11).
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, Vol.2007 (No.27).
1988
Roberts, Gareth O. (1988) Some boundary hitting problems for diffusion processes. PhD thesis, University of Warwick.
This list was generated on Fri Mar 29 05:56:34 2024 GMT.