フォロー
Gareth Roberts
Gareth Roberts
Professor of Statistics, University of Warwick
確認したメール アドレス: warwick.ac.uk
タイトル
引用先
引用先
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
25951993
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
2444*1997
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
15852001
Efficient metropolis jumping rules
A Gelman, G Roberts, W Gilks
Bayesian statistics 5, 599-608, 1996
15841996
Exponential convergence of Langevin distributions and their discrete approximations
GO Roberts, RL Tweedie
15291996
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of computational and graphical statistics 18 (2), 349-367, 2009
13282009
The pseudo-marginal approach for efficient Monte Carlo computations
C Andrieu, GO Roberts
10882009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
10642004
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
8761998
MCMC methods for functions: modifying old algorithms to make them faster
SL Cotter, GO Roberts, AM Stuart, D White
7542013
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
6131997
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
5871994
Markov chain concepts related to
GO Roberts
Markov chain Monte Carlo in practice, 45, 1995
5821995
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 (1), 284909, 2011
5702011
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
GO Roberts, RL Tweedie
Biometrika 83 (1), 95-110, 1996
5691996
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
5652007
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
5032006
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
O Papaspiliopoulos, GO Roberts
Biometrika 95 (1), 169-186, 2008
5012008
Convergence assessment techniques for Markov chain Monte Carlo
SP Brooks, GO Roberts
Statistics and Computing 8, 319-335, 1998
4891998
Assessing convergence of Markov chain Monte Carlo algorithms
SP Brooks, GO Roberts
Statistics and Computing 8 (4), 319-335, 1998
4691998
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論文 1–20