Gareth Roberts
Gareth Roberts
Professor of Statistics, University of Warwick
Verifierad e-postadress på warwick.ac.uk
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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
21991993
Weak convergence and optimal scaling of random walk Metropolis algorithms
GO Roberts, A Gelman, WR Gilks
The annals of applied probability 7 (1), 110-120, 1997
17631997
Efficient metropolis jumping rules
A Gelman, G Roberts, W Gilks
Bayesian statistics 5, 599-608, 1996
12891996
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
11372001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of Computational and Graphical Statistics 18 (2), 349-367, 2009
9312009
The EM algorithm—an old folk‐song sung to a fast new tune
XL Meng, D Van Dyk
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1997
8611997
Exponential convergence of Langevin distributions and their discrete approximations
GO Roberts, RL Tweedie
Bernoulli 2 (4), 341-363, 1996
7661996
The pseudo-marginal approach for efficient Monte Carlo computations
C Andrieu, GO Roberts
The Annals of Statistics 37 (2), 697-725, 2009
7452009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
Probability surveys 1, 20-71, 2004
7222004
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
5441998
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
5171997
Markov chain concepts related to sampling algorithms
GO Roberts
Markov chain Monte Carlo in practice 57, 45-58, 1996
5091996
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
GO Roberts, RL Tweedie
Biometrika 83 (1), 95-110, 1996
4701996
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
4471994
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
4442007
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
4082006
Assessing convergence of Markov chain Monte Carlo algorithms
SP Brooks, GO Roberts
Statistics and Computing 8 (4), 319-335, 1998
4061998
MCMC methods for functions: modifying old algorithms to make them faster
SL Cotter, GO Roberts, AM Stuart, D White
Statistical Science, 424-446, 2013
4002013
Convergence assessment techniques for Markov chain Monte Carlo
SP Brooks, GO Roberts
Statistics and Computing 8 (4), 319-335, 1998
3971998
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
O Papaspiliopoulos, GO Roberts
Biometrika 95 (1), 169-186, 2008
3892008
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Artiklar 1–20