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Gareth O. Roberts

Identifiers

  • name variant Gareth O. Roberts 0.60 · backfill

Papers (36)

  1. Optimal Temperature Spacing for Regionally Weight-preserving Tempering stat.CO · 2018 · author #2
  2. Weight-Preserving Simulated Tempering stat.CO · 2018 · author #2
  3. Scalable inference for crossed random effects models stat.CO · 2018 · author #2
  4. Continious-time Importance Sampling: Monte Carlo Methods which Avoid Time-discretisation Error stat.ME · 2017 · author #3
  5. Barker's algorithm for Bayesian inference with intractable likelihoods stat.CO · 2017 · author #3
  6. Theoretical properties of quasi-stationary Monte Carlo methods stat.ME · 2017 · author #3
  7. Kinetic energy choice in Hamiltonian/hybrid Monte Carlo stat.CO · 2017 · author #3
  8. Simulation from quasi-stationary distributions on reducible state spaces stat.CO · 2016 · author #3
  9. Hitting Time and Convergence Rate Bounds for Symmetric Langevin Diffusions math.PR · 2016 · author #1
  10. Optimal scaling of the Random Walk Metropolis algorithm under Lp mean differentiability math.PR · 2016 · author #4
  11. Exact sampling of diffusions with a discontinuity in the drift stat.ME · 2015 · author #2
  12. Fast Langevin based algorithm for MCMC in high dimensions math.NA · 2015 · author #2
  13. Stability of Noisy Metropolis-Hastings stat.CO · 2015 · author #3
  14. Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models stat.ME · 2014 · author #2
  15. Complexity Bounds for MCMC via Diffusion Limits math.PR · 2014 · author #1
  16. Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms math.PR · 2014 · author #5
  17. Minimising MCMC variance via diffusion limits, with an application to simulated tempering math.PR · 2014 · author #1
  18. Systematic Physics Constrained Parameter Estimation of Stochastic Differential Equations physics.data-an · 2013 · author #3
  19. On the efficiency of pseudo-marginal random walk Metropolis algorithms stat.CO · 2013 · author #3
  20. On the exact and $\varepsilon$-strong simulation of (jump) diffusions stat.ME · 2013 · author #3
  21. Markov chain Monte Carlo for exact inference for diffusions stat.ME · 2011 · author #3
  22. CLTs and asymptotic variance of time-sampled Markov chains math.PR · 2011 · author #2
  23. Adaptive Gibbs samplers and related MCMC methods stat.CO · 2011 · author #2
  24. The Random Walk Metropolis: Linking Theory and Practice Through a Case Study stat.ME · 2010 · author #3
  25. Networks and the Epidemiology of Infectious Disease physics.soc-ph · 2010 · author #6
  26. Latent diffusion models for survival analysis math.ST · 2010 · author #1
  27. Optimal tuning of the Hybrid Monte-Carlo Algorithm math.PR · 2010 · author #3
  28. Simulating Events of Unknown Probabilities via Reverse Time Martingales stat.CO · 2009 · author #4
  29. The pseudo-marginal approach for efficient Monte Carlo computations math.ST · 2009 · author #2
  30. Variance bounding Markov chains math.PR · 2008 · author #1
  31. Likelihood-based inference for correlated diffusions q-fin.ST · 2007 · author #3
  32. Inference for stochastic volatility models using time change transformations stat.ME · 2007 · author #2
  33. A General Framework for the Parametrization of Hierarchical Models stat.ME · 2007 · author #2
  34. Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains math.PR · 2007 · author #1
  35. Exact simulation of diffusions math.PR · 2006 · author #2
  36. General state space Markov chains and MCMC algorithms math.PR · 2004 · author #1

Mentions

  • 1511.04112 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 1507.02166 #2 · arxiv_oai · confidence 0.70 Gareth O. Roberts
  • 1507.02166 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 1001.4460 #3 · arxiv_oai · confidence 0.70 Gareth O. Roberts
  • 1503.07066 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 1411.7713 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 1411.0712 #1 · backfill · confidence 0.70 Gareth O. Roberts
  • 1403.3950 #5 · backfill · confidence 0.70 Gareth O. Roberts
  • 1401.3559 #1 · backfill · confidence 0.70 Gareth O. Roberts
  • 1312.1881 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 1309.7209 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 1302.6964 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 1102.5541 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 1102.2171 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 1101.5838 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 1011.6217 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 1011.5950 #6 · backfill · confidence 0.70 Gareth O. Roberts
  • 1010.1688 #1 · backfill · confidence 0.70 Gareth O. Roberts
  • 1001.4460 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 0907.4018 #4 · backfill · confidence 0.70 Gareth O. Roberts
  • 0903.5480 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 0806.2747 #1 · backfill · confidence 0.70 Gareth O. Roberts
  • 0711.1595 #3 · backfill · confidence 0.70 Gareth O. Roberts
  • 0711.1594 #2 · backfill · confidence 0.70 Gareth O. Roberts
  • 0708.3797 #2 · backfill · confidence 0.70 Gareth O. Roberts

Frequent Coauthors