Gareth O. Roberts

1. The pseudo-marginal approach for efficient Monte Carlo computations
   2009/03/10 by Christophe Andrieu, Gareth O. Roberts · 48 citations
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Markov Chains and Monte Carlo Methods #Algorithms and Data Compression
2. Examples of Adaptive MCMC
   2009/01/01 by Gareth O. Roberts, Jeffrey S. Rosenthal · 26 citations
   Biochemistry, Genetics and Molecular Biology · Chemistry · Mathematics · #Markov Chains and Monte Carlo Methods #Mass Spectrometry Techniques and Applications #Protein Structure and Dynamics
3. A General Framework for the Parametrization of Hierarchical Models
   2007/02/01 by Omiros Papaspiliopoulos, Gareth O. Roberts, Martin Sköld · 17 citations
4. Optimal scaling for various Metropolis-Hastings algorithms
   2001/11/01 by Gareth O. Roberts, Jeffrey S. Rosenthal · 10 citations
5. Optimal tuning of the Hybrid Monte-Carlo Algorithm
   2010/01/25 by Alexandros Beskos, Beskos, Alexandros, Natesh S. Pillai +7 · 10 citations
   Mathematics · Physics and Astronomy · #Markov Chains and Monte Carlo Methods #Theoretical and Computational Physics #Stochastic processes and statistical mechanics
6. Subgeometric ergodicity of strong Markov processes
   2005/05/01 by Gersende Fort, G. Fort, G. O. Roberts +1 · 7 citations
   Economics, Econometrics and Finance · Mathematics · #Markov Chains and Monte Carlo Methods #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60J25 #msc:60J60 #msc:60K30.
7. Exact simulation of diffusions
   2005/11/01 by Alexandros Beskos, Gareth O. Roberts · 3 citations
8. Adaptive Gibbs samplers and related MCMC methods
   2013/01/25 by Krzysztof Łatuszyński, Gareth O. Roberts, Jeffrey S. Rosenthal · 1 voice · 2 citations
   Mathematics · Computer Science · #Markov Chains and Monte Carlo Methods #Machine Learning and Algorithms #Bayesian Methods and Mixture Models
9. Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical model
   2007/10/23 by Omiros Papaspiliopoulos, Gareth O. Roberts, Papaspiliopoulos, Omiros +1 · 2 citations
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Algorithms and Data Compression #Statistical Methods and Inference
10. Exact Monte Carlo likelihood-based inference for jump-diffusion processes
    2017/07/02 by Flávio B. Gonçalves, Gonçalves, Flávio B., Krzysztof Łatuszyński +3 · 2 citations
    Biochemistry, Genetics and Molecular Biology · Engineering · Mathematics · #Control Systems and Identification #FOS: Computer and information sciences #Gene Regulatory Network Analysis #Markov Chains and Monte Carlo Methods #Methodology (stat.ME)
11. Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
    1994/02/01 by Gareth O. Roberts, G.O. Roberts, A.F.M. Smith +1 · 1 citation
    Mathematics · Computer Science · #Markov Chains and Monte Carlo Methods #Bayesian Methods and Mixture Models #Statistical Methods and Bayesian Inference
12. Simulating events of unknown probabilities via reverse time martingales
    2011/05/17 by Krzysztof Łatuszyński, Ioannis Kosmidis, Omiros Papaspiliopoulos +1 · 1 citation
13. The Lifebelt Particle Filter for robust estimation from low-valued count data
    2022/12/08 by Alice Corbella, Corbella, Alice, Trevelyan J. McKinley +11 · 2 citations
    Computer Science · Mathematics · #Bayesian Modeling and Causal Inference #Census and Population Estimation #Computation (stat.CO) #FOS: Computer and information sciences #Statistical Methods and Bayesian Inference
14. Air Markov Chain Monte Carlo
    2018/01/28 by Cyril Chimisov, Krzysztof Łatuszyński, Chimisov, Cyril +3 · 1 citation
    Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference
15. High-dimensional scaling limits of piecewise deterministic sampling algorithms
    2018/07/30 by Joris Bierkens, Bierkens, Joris, Kengo Kamatani +3 · 2 citations
    Computer Science · Mathematics · #60F05 #65C05 #Bayesian Methods and Mixture Models #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics
16. Speed Up Zig-Zag
    2021/03/30 by Giorgos Vasdekis, Vasdekis, Giorgos, Gareth O. Roberts +1 · 1 citation
    Decision Sciences · Mathematics · #60F05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary 60J25 #Probability (math.PR) #Secondary 65C05 #Simulation Techniques and Applications #Stochastic processes and statistical mechanics
17. Scalability of Metropolis-within-Gibbs schemes for high-dimensional Bayesian models
    2024/03/14 by Filippo Ascolani, Gareth O. Roberts, Ascolani, Filippo +3 · 2 citations
    Mathematics · Computer Science · Physics and Astronomy · #Markov Chains and Monte Carlo Methods #Gaussian Processes and Bayesian Inference #Model Reduction and Neural Networks
18. Quantifying the Speed-Up from Non-Reversibility in MCMC Tempering Algorithms
    2025/01/27 by Gareth O. Roberts, Jeffrey S. Rosenthal, Roberts, Gareth O. +1 · 2 citations
    Computer Science · Engineering · #Parallel Computing and Optimization Techniques #Advanced Memory and Neural Computing #Cellular Automata and Applications
19. Enhancing Bayesian risk prediction for epidemics using contact tracing
    2012/03/15 by Chris Jewell, Gareth O. Roberts, Jewell, Chris +1 · 1 citation
    Mathematics · Medicine · #COVID-19 epidemiological studies #Data-Driven Disease Surveillance #FOS: Biological sciences #FOS: Computer and information sciences #Methodology (stat.ME) #Populations and Evolution (q-bio.PE) #Virology and Viral Diseases
20. Monte Carlo fusion
    2019/03/01 by Hongsheng Dai, Murray Pollock, Gareth Roberts +1 · 2 citations
    Mathematics · Decision Sciences · Computer Science · #Statistical Methods and Inference #Probabilistic and Robust Engineering Design #Gaussian Processes and Bayesian Inference
21. Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers
    2024/06/27 by Paul Fearnhead, Sebastiano Grazzi, Fearnhead, Paul +5 · 1 citation
    Computer Science · Mathematics · #Stochastic Gradient Optimization Techniques #Mathematical Approximation and Integration #Markov Chains and Monte Carlo Methods
22. Adaptive Stereographic MCMC
    2024/08/21 by Cameron P. M. Bell, Bell, Cameron, Łatuszyński, Krzystof +2 · 1 citation
    Engineering · #Advanced Memory and Neural Computing #Computation (stat.CO) #FOS: Computer and information sciences