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 | 2591 | 1993 |
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 | 1585 | 2001 |
Efficient metropolis jumping rules A Gelman, G Roberts, W Gilks Bayesian statistics 5, 599-608, 1996 | 1584 | 1996 |
Exponential convergence of Langevin distributions and their discrete approximations GO Roberts, RL Tweedie | 1529 | 1996 |
Examples of adaptive MCMC GO Roberts, JS Rosenthal Journal of computational and graphical statistics 18 (2), 349-367, 2009 | 1328 | 2009 |
The pseudo-marginal approach for efficient Monte Carlo computations C Andrieu, GO Roberts | 1088 | 2009 |
General state space Markov chains and MCMC algorithms GO Roberts, JS Rosenthal | 1064 | 2004 |
Optimal scaling of discrete approximations to Langevin diffusions GO Roberts, JS Rosenthal Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998 | 876 | 1998 |
MCMC methods for functions: modifying old algorithms to make them faster SL Cotter, GO Roberts, AM Stuart, D White | 754 | 2013 |
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 | 613 | 1997 |
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 | 587 | 1994 |
Markov chain concepts related to GO Roberts Markov chain Monte Carlo in practice, 45, 1995 | 582 | 1995 |
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 | 569 | 2011 |
Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms GO Roberts, RL Tweedie Biometrika 83 (1), 95-110, 1996 | 569 | 1996 |
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms GO Roberts, JS Rosenthal Journal of applied probability 44 (2), 458-475, 2007 | 565 | 2007 |
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 | 503 | 2006 |
Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models O Papaspiliopoulos, GO Roberts Biometrika 95 (1), 169-186, 2008 | 501 | 2008 |
Convergence assessment techniques for Markov chain Monte Carlo SP Brooks, GO Roberts Statistics and Computing 8, 319-335, 1998 | 490 | 1998 |
Assessing convergence of Markov chain Monte Carlo algorithms SP Brooks, GO Roberts Statistics and Computing 8 (4), 319-335, 1998 | 468 | 1998 |