Items where Author is "Roberts, Gareth O."

Journal Article

Pollock, Murray and Fearnhead, Paul and Johansen, Adam M. and Roberts, Gareth O. (2020) Quasi-stationary Monte Carlo and the ScaLE Algorithm. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 82 (5). pp. 1167-1221. ISSN 1369-7412

Fearnhead, Paul and Papaspiliopoulos, Omiros and Roberts, Gareth O. and Stuart, Andrew (2010) Random weight particle filtering of continuous-time processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72 (4). pp. 497-512. ISSN 1369-7412

Fearnhead, Paul and Papaspiliopoulos, O. and Roberts, Gareth O. (2008) Particle filters for partially-observed diffusions. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70 (4). pp. 755-777. ISSN 1369-7412

Stramer, O. and Roberts, Gareth O. (2007) On Bayesian analysis of nonlinear continuous-time autoregression models. Journal of Time Series Analysis, 28 (5). pp. 744-762. ISSN 0143-9782

Beskos, Alexandros and Papaspiliopoulos, Omiros and Roberts, Gareth O. and Fearnhead, Paul (2006) Observed diffusion processes (with discussion). Journal of the Royal Statistical Society: Series B (Statistical Methodology), 68 (3). pp. 333-382. ISSN 1369-7412

Roberts, Gareth O. and Papaspiliopoulos, Omiros and Dellaportas, Petros (2004) Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 66 (2). pp. 369-393. ISSN 1369-7412

Neal, Peter J. and Roberts, Gareth O. (2004) Statistical inference and model selection for the 1861 Hagelloch measles epidemic. Biostatistics, 5 (2). pp. 249-261. ISSN 1468-4357

Roberts, Gareth O. and Rosenthal, Jeffrey S. (2004) Combinatorial identifites associated with CFTP. Far East Journal of Mathematical Sciences, 13 (3). pp. 391-404. ISSN 0972-0871

Roberts, Gareth O. and Rosenthal, Jeffrey S. (2004) General state space Markov chains and MCMC algorithms. Probability Surveys, 1. pp. 20-71. ISSN 1549-5787

Mira, Antonietta; and Roberts, Gareth O. (2003) Discussion of 'slice sampling' by Radford M. Neal. Annals of Statistics, 31 (3). pp. 748-753. ISSN 0090-5364

Roberts, Gareth O. and Rosenthal, J. S. (2003) Downweighting tightly knit communities in world wide web ranking. Advances and Applications in Statistics, 3. pp. 199-216. ISSN 0972-3617

Roberts, Gareth O. and Lo, Violet S. and Daniels, Henry E. (2002) Inversion of the method of images. Bernoulli, 8 (1). pp. 53-80. ISSN 1350-7265

Jarner, Søren F. and Roberts, Gareth O. (2002) Polynomial convergence rates of Markov chains. Annals of Applied Probability, 12 (1). pp. 224-247. ISSN 1050-5164

Roberts, Gareth O. and Rosenthal, J. S. (2002) Optimal scaling of various Metropolis-Hastings algorithms. Statistical Science, 16 (4). pp. 351-367. ISSN 0883-4237

Roberts, Gareth O. and Rosenthal, Jeffrey S. (2002) The polar slice sampler. Stochastic Models, 18 (2). pp. 257-280. ISSN 1532-6349

Roberts, Gareth O. and Petrone, S. and Rosenthal, Jeffrey S. (2000) Rates of convergence for Markov chains associated with Dirichlet processes. Far East Journal of Theoretical Statistics, 4 (2). pp. 207-236. ISSN 0972-0863

Lo, S. F. Violet and Roberts, Gareth O. (2000) Smooth taboo density for one-dimensional diffusions. Journal of the London Mathematical Society, 62 (3). pp. 951-960. ISSN 0024-6107

Sahu, Sujit K. and Roberts, Gareth O. (1999) On convergence of the EM algorithm and the Gibbs sampler. Statistics and Computing, 9 (1). pp. 55-64. ISSN 0960-3174

Contribution in Book/Report/Proceedings

Roberts, Gareth O. (2004) Markov chain Monte Carlo. A review article for section 10 (probability theory). In: Encyclopedia of the actuarial sciences :. UNSPECIFIED.

Roberts, Gareth O. and Robert, C. and Frigessi, A. (2003) Linking theory and practice of MCMC. In: Highly structured stochastic systems :. Oxford statistical science series (27). Oxford University Press, Oxford, pp. 145-178. ISBN 0198510551

Roberts, Gareth O. and Papaspiliopoulos, O. and Skold, M. (2003) Non-centred parameterisations for hierarchical models and data augmentation. In: Bayesian statistics VII :. UNSPECIFIED, pp. 307-327.

Roberts, Gareth O. and Stramer, O. (2003) On Bayesian analysis of nonlinear continuous-time autoregression models. In: Proceedings of ASA 2002 :. UNSPECIFIED.