Следене
Gareth Roberts
Gareth Roberts
Professor of Statistics, University of Warwick
Потвърден имейл адрес: warwick.ac.uk
Заглавие
Позовавания
Позовавания
Година
Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods
AFM Smith, GO Roberts
Journal of the Royal Statistical Society: Series B (Methodological) 55 (1), 3-23, 1993
24121993
Weak convergence and optimal scaling of random walk Metropolis algorithms
A Gelman, WR Gilks, GO Roberts
The annals of applied probability 7 (1), 110-120, 1997
20521997
Efficient metropolis jumping rules
A Gelman, G Roberts, W Gilks
Bayesian statistics 5, 599-608, 1996
14211996
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
13432001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of computational and graphical statistics 18 (2), 349-367, 2009
11072009
Exponential convergence of Langevin distributions and their discrete approximations
GO Roberts, RL Tweedie
Bernoulli, 341-363, 1996
10111996
The pseudo-marginal approach for efficient Monte Carlo computations
C Andrieu, GO Roberts
The Annals of Statistics 37 (2), 697-725, 2009
8962009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
Probability surveys 1, 20-71, 2004
8642004
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
6551998
Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler
GO Roberts, SK Sahu
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1997
5551997
Markov chain concepts related to sampling algorithms
GO Roberts
Markov chain Monte Carlo in practice 57, 45-58, 1996
5541996
MCMC methods for functions: modifying old algorithms to make them faster
SL Cotter, GO Roberts, AM Stuart, D White
Statistical Science 28 (3), 424-446, 2013
5362013
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
GO Roberts, RL Tweedie
Biometrika 83 (1), 95-110, 1996
5171996
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
GO Roberts, AFM Smith
Stochastic processes and their applications 49 (2), 207-216, 1994
5071994
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
5012007
Networks and the epidemiology of infectious disease
L Danon, AP Ford, T House, CP Jewell, MJ Keeling, GO Roberts, JV Ross, ...
Interdisciplinary perspectives on infectious diseases 2011, 2011
4552011
Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion)
A Beskos, O Papaspiliopoulos, GO Roberts, P Fearnhead
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2006
4532006
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
O Papaspiliopoulos, GO Roberts
Biometrika 95 (1), 169-186, 2008
4372008
Assessing convergence of Markov chain Monte Carlo algorithms
SP Brooks, GO Roberts
Statistics and Computing 8 (4), 319-335, 1998
4361998
Convergence assessment techniques for Markov chain Monte Carlo
SP Brooks, GO Roberts
Statistics and Computing 8 (4), 319-335, 1998
4281998
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Статии 1–20