Edit Profile (opens in new tab) Roberts, Gareth O. Compute Distance To: Compute Author ID: roberts.gareth-o Published as: Roberts, Gareth O.; Roberts, G. O.; Roberts, Gareth more...less Homepage: https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/roberts External Links: MGP · Wikidata · GND Documents Indexed: 177 Publications since 1987 3 Contributions as Editor · 4 Further Contributions Co-Authors: 110 Co-Authors with 167 Joint Publications 2,245 Co-Co-Authors all top 5 Co-Authors 6 single-authored 44 Rosenthal, Jeffrey S. 19 Papaspiliopoulos, Omiros 14 Beskos, Alexandros 11 Fearnhead, Paul 10 Latuszynski, Krzysztof 7 Pollock, Murray 7 Stuart, Andrew M. 6 Bierkens, Joris 6 Breyer, Laird Arnault 6 Dellaportas, Petros 6 Neal, Peter J. 6 Tweedie, Richard Lewis 5 Johansen, Adam M. 4 Casella, Bruno 4 Doucet, Arnaud 4 Gilks, Walter R. 4 Jacka, Saul D. 4 Polson, Nicholas G. 4 Thiéry, Alexandre H. 3 Chopin, Nicolas 3 Girolami, Mark A. 3 Gonçalves, Flávio Bambirra 3 Peluchetti, Stefano 3 Pillai, Natesh S. 3 Robert, Christian P. Robert 3 Sherlock, Chris 3 Spencer, Simon Edward Frank 3 Steinsaltz, David R. 3 Stramer, Osnat 3 Tawn, Nicholas G. 3 Vats, Dootika 3 Wang, Andi Q. 2 Andrieu, Christophe 2 Bhadra, Anindya 2 Bloore, F. J. 2 Bodelón, Clara 2 Bornn, Luke 2 Brooks, Stephen P. 2 Cornebise, Julien 2 Critchley, Frank 2 Devaney, Robert L. 2 Draper, David 2 Durmus, Alain 2 Everitt, Richard Geoffrey 2 Fort, Gersende 2 Friel, Nial 2 Giudici, Paolo 2 Goldberg, Lisa Robin 2 Golightly, Andrew 2 Griffin, Adam 2 Holmes, Christopher C. 2 Hubbard, John Hamal 2 Jacob, Pierre E. 2 Jarner, Søren Fiig 2 Jasra, Ajay 2 Jenkins, Paul A. 2 Kalogeropoulos, Konstantinos 2 Kypraios, Theodore 2 Lee, Anthony J. T. 2 Medina-Aguayo, Felipe J. 2 Mira, Antonietta 2 Moulines, Eric 2 Peters, Gareth William 2 Pitt, Michael K. 2 Rue, Håvard 2 Sahu, Sujit K. 2 Sanz-Serna, Jesús María 2 Segers, Johan 2 Sermaidis, Giorgos 2 Shortland, C. F. 2 Simpson, Daniel Peter 2 Singh, Sumeetpal S. 2 Skilling, John 2 Sköld, Martin 2 Smith, Adrian F. M. 2 Sousa, Bruno 2 Vollmer, Sebastian J. 2 Yang, Jun 2 Zanella, Giacomo 1 Adams, Ryan Prescott 1 Agapiou, Sergios 1 Agrawal, Sanket 1 Anaya-Izquierdo, Karim Alejandro 1 Arbel, Julyan 1 Archambeau, Cédric 1 Aston, John A. D. 1 Atchadé, Yves F. 1 Bai, Yan 1 Bao, Le 1 Barthelmé, Simon 1 Beffy, Magali 1 Belmonte, Miguel A. G. 1 Berthelsen, Kasper K. 1 Birrell, Paul J. 1 Blanchet, Jose H. 1 Bouchard-Côté, Alexandre 1 Bouchard, Guillaume 1 Boys, Richard J. 1 Brown, Patrick E. 1 Calderhead, Ben ...and 172 more Co-Authors all top 5 Serials 22 The Annals of Applied Probability 18 Journal of the Royal Statistical Society. Series B. Statistical Methodology 16 Journal of Applied Probability 13 Methodology and Computing in Applied Probability 12 Biometrika 11 Stochastic Processes and their Applications 10 Bernoulli 7 The Annals of Statistics 6 Advances in Applied Probability 6 Statistics and Computing 5 Statistical Science 4 Scandinavian Journal of Statistics 4 Journal of the Royal Statistical Society. Series B 3 Statistics & Probability Letters 2 The Canadian Journal of Statistics 2 Queueing Systems 2 Extremes 2 LMS Journal of Computation and Mathematics 2 Advances and Applications in Statistics 2 Stochastic Models 1 Mathematical Biosciences 1 The Annals of Probability 1 Journal of the American Statistical Association 1 Journal of the London Mathematical Society. Second Series 1 Journal of Multivariate Analysis 1 Physica D 1 Communications in Statistics. Stochastic Models 1 Random Structures & Algorithms 1 Differential Geometry and its Applications 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Stochastics and Stochastics Reports 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Journal of Difference Equations and Applications 1 Electronic Journal of Probability 1 Electronic Communications in Probability 1 Mathematical Finance 1 Far East Journal of Mathematical Sciences 1 Biostatistics 1 Brazilian Journal of Probability and Statistics 1 Journal of Modern Optics 1 Stochastics and Dynamics 1 The Annals of Applied Statistics 1 Probability Surveys 1 Sankhyā 1 Bayesian Analysis all top 5 Fields 129 Probability theory and stochastic processes (60-XX) 113 Numerical analysis (65-XX) 78 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 General and overarching topics; collections (00-XX) 3 Computer science (68-XX) 2 History and biography (01-XX) 2 Combinatorics (05-XX) 2 Associative rings and algebras (16-XX) 2 Functions of a complex variable (30-XX) 2 Ordinary differential equations (34-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Quantum theory (81-XX) 2 Biology and other natural sciences (92-XX) 1 Number theory (11-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 156 Publications have been cited 4,519 times in 2,389 Documents Cited by ▼ Year ▼ Weak convergence and optimal scaling of random walk Metropolis algorithms. Zbl 0876.60015Roberts, G. O.; Gelman, A.; Gilks, W. R. 285 1997 Slice sampling. (With discussions and rejoinder). Zbl 1051.65007Neal, Radford M. 209 2003 Optimal scaling for various Metropolis-Hastings algorithms. Zbl 1127.65305Roberts, Gareth O.; Rosenthal, Jeffrey S. 203 2001 Exponential convergence of Langevin distributions and their discrete approximations. Zbl 0870.60027Roberts, Gareth O.; Tweedie, Richard L. 202 1996 Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods. Zbl 0779.62030Smith, A. F. M.; Roberts, G. O. 200 1993 The pseudo-marginal approach for efficient Monte Carlo computations. Zbl 1185.60083Andrieu, Christophe; Roberts, Gareth O. 197 2009 General state space Markov chains and MCMC algorithms. Zbl 1189.60131Roberts, Gareth O.; Rosenthal, Jeffrey S. 186 2004 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071Girolami, Mark; Calderhead, Ben 164 2011 MCMC methods for functions: modifying old algorithms to make them faster. Zbl 1331.62132Cotter, S. L.; Roberts, G. O.; Stuart, A. M.; White, D. 164 2013 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 160 2010 Optimal scaling of discrete approximations to Langevin diffusions. Zbl 0913.60060Roberts, Gareth O.; Rosenthal, Jeffrey S. 131 1998 Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061Roberts, Gareth O.; Rosenthal, Jeffrey S. 119 1997 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). Zbl 1100.62079Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul 116 2006 Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms. Zbl 0888.60064Roberts, G. O.; Tweedie, R. L. 111 1996 Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Zbl 1437.62576Papaspiliopoulos, Omiros; Roberts, Gareth O. 94 2008 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015Roberts, Gareth O.; Rosenthal, Jeffrey S. 93 2007 Exact simulation of diffusions. Zbl 1101.60060Beskos, Alexandros; Roberts, Gareth O. 89 2005 On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm. Zbl 0985.62066Roberts, G. O.; Stramer, O. 89 2001 Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler. Zbl 0886.62083Roberts, G. O.; Sahu, S. K. 74 1997 Polynomial convergence rates of Markov chains. Zbl 1012.60062Jarner, Søren F.; Roberts, Gareth O. 70 2002 Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 64 2006 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (with discussion). Zbl 1063.62120Brooks, S. P.; Giudici, P.; Roberts, G. O. 63 2003 Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew 57 2013 The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 57 2019 MCMC methods for diffusion bridges. Zbl 1159.65007Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew; Voss, Jochen 56 2008 Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. Zbl 0803.60067Roberts, G. O.; Smith, A. F. M. 53 1994 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003Roberts, G. O.; Stramer, O. 52 2002 On the efficiency of pseudo-marginal random walk Metropolis algorithms. Zbl 1326.65015Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 51 2015 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros 45 2004 Adaptive Markov chain Monte Carlo through regeneration. Zbl 1064.65503Gilks, Walter R.; Roberts, Gareth O.; Sahu, Sujit K. 45 1998 A general framework for the parametrization of hierarchical models. Zbl 1246.62195Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin 44 2007 Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057Fort, G.; Roberts, G. O. 43 2005 Markov chain concepts related to sampling algorithms. Zbl 0839.62078Roberts, Gareth O. 41 1996 Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions. Zbl 1172.60328Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew 40 2009 Bounds on regeneration times and convergence rates for Markov chains. Zbl 0961.60066Roberts, G. O.; Tweedie, R. L. 40 1999 Particle filters for partially observed diffusions. Zbl 05563368Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. 39 2008 Blur-generated non-separable space-time models. Zbl 0957.62081Brown, Patrick E.; Kåresen, Kjetil F.; Roberts, Gareth O.; Tonellato, Stefano 39 2000 Convergence of slice sampler Markov chains. Zbl 0929.62098Roberts, Gareth O.; Rosenthal, Jeffrey S. 32 1999 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 30 2008 Hairs for the complex exponential family. Zbl 1192.37061Bodelón, Clara; Devaney, Robert L.; Hayes, Michael; Roberts, Gareth; Goldberg, Lisa R.; Hubbard, John H. 30 1999 Scaling limits for the transient phase of local Metropolis-Hastings algorithms. Zbl 1075.65012Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 29 2005 Geometric \(L^2\) and \(L^1\) convergence are equivalent for reversible Markov chains. Zbl 1011.60050Roberts, Gareth O.; Tweedie, Richard L. 28 2001 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039Bierkens, Joris; Roberts, Gareth 27 2017 From Metropolis to diffusions: Gibbs states and optimal scaling. Zbl 1047.60065Breyer, L. A.; Roberts, G. O. 27 2000 Quantitative bounds for convergence rates of continuous time Markov processes. Zbl 0891.60068Roberts, Gareth O.; Rosenthal, Jeffrey S. 26 1996 Markov chains and de-initializing processes. Zbl 0985.60067Roberts, Gareth O.; Rosenthal, Jeffrey S. 26 2001 Rates on the convergence of stochastically monotone and continuous time Markov models. Zbl 0979.60060Roberts, G. O.; Tweedie, R. L. 26 2000 Weak convergence of conditioned processes on a countable state space. Zbl 0839.60069Jacka, S. D.; Roberts, G. O. 25 1995 Markov-chain Monte Carlo: Some practical implications of theoretical results (With discussions and rejoinder). Zbl 0920.62105Roberts, Gareth O.; Rosenthal, Jeffrey S. 25 1998 Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Zbl 1169.65004Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth 25 2009 Strategies for improving MCMC. Zbl 0844.62100Gilks, Walter R.; Roberts, Gareth O. 24 1996 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109Gerber, Mathieu; Chopin, Nicolas 24 2015 On the geometric convergence of the Gibbs sampler. Zbl 0796.62029Roberts, Gareth O.; Polson, Nicholas G. 24 1994 Bayesian analysis for emerging infectious diseases. Zbl 1330.62395Jewell, Chris P.; Kypraios, Theodore; Neal, Peter; Roberts, Gareth O. 23 2009 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 23 2003 Nonparametric estimation of diffusions: a differential equations approach. Zbl 1437.62575Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M. 22 2012 Pricing barrier options with time-dependent coefficients. Zbl 0884.90044Roberts, G. O.; Shortland, C. F. 22 1997 Ergodicity of the zigzag process. Zbl 1467.60020Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 22 2019 Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 22 2011 Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets. Zbl 1215.60047Sherlock, Chris; Roberts, Gareth 22 2009 Variance bounding Markov chains. Zbl 1142.60047Roberts, Gareth O.; Rosenthal, Jeffrey S. 21 2008 Perfect slice samplers. Zbl 0993.65015Mira, A.; Møller, J.; Roberts, G. O. 21 2001 Statistical inference and model selection for the 1861 Hagelloch measles epidemic. Zbl 1096.62123Neal, Peter J.; Roberts, Gareth O. 20 2004 Optimal scaling for partially updating MCMC algorithms. Zbl 1127.60021Neal, Peter; Roberts, Gareth 20 2006 Convergence properties of perturbed Markov chains. Zbl 0909.60049Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O. 20 1998 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 20 2018 Optimal scaling of random walk Metropolis algorithms with discontinuous target densities. Zbl 1259.60082Neal, Peter; Roberts, Gareth; Yuen, Wai Kong 18 2012 Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004Jarner, Søren F.; Roberts, Gareth 18 2007 A quasi-ergodic theorem for evanescent processes. Zbl 0996.60085Breyer, L. A.; Roberts, G. O. 17 1999 On the containment condition for adaptive Markov chain Monte Carlo algorithms. Zbl 1225.60130Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S. 17 2011 The random walk Metropolis: linking theory and practice through a case study. Zbl 1328.60177Sherlock, Chris; Fearnhead, Paul; Roberts, Gareth O. 17 2010 Minimising MCMC variance via diffusion limits, with an application to simulated tempering. Zbl 1298.60078Roberts, Gareth O.; Rosenthal, Jeffrey S. 16 2014 Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. Zbl 1121.60076Roberts, Gareth O.; Rosenthal, Jeffrey S. 16 2006 Importance sampling techniques for estimation of diffusion models. Zbl 1272.65012Papaspiliopoulos, Omiros; Roberts, Gareth 16 2012 Bayesian non-parametric hidden Markov models with applications in genomics. Zbl 1411.62247Yau, C.; Papaspiliopoulos, O.; Roberts, G. O.; Holmes, C. 16 2011 Logistic regression analysis of sample survey data. Zbl 0625.62007Roberts, G.; Rao, J. N. K.; Kumar, S. 16 1987 Stability of the Gibbs sampler for Bayesian hierarchical models. Zbl 1144.65007Papaspiliopoulos, Omiros; Roberts, Gareth 14 2008 Optimal scaling for random walk Metropolis on spherically constrained target densities. Zbl 1141.60316Neal, Peter; Roberts, Gareth 14 2008 On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions. Zbl 1343.60099Pollock, Murray; Johansen, Adam M.; Roberts, Gareth O. 14 2016 Two convergence properties of hybrid samplers. Zbl 0938.60055Roberts, Gareth O.; Rosenthal, Jeffrey S. 13 1998 Adaptive Gibbs samplers and related MCMC methods. Zbl 1263.60067Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S. 13 2013 Exact simulation of jump-diffusion processes with Monte Carlo applications. Zbl 1237.60067Casella, Bruno; Roberts, Gareth O. 12 2011 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 12 2018 Exact Monte Carlo simulation of killed diffusions. Zbl 1142.65006Casella, Bruno; Roberts, Gareth O. 11 2008 One-shot coupling for certain stochastic recursive sequences. Zbl 1058.60058Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2002 Shift-coupling and convergence rates of ergodic averages. Zbl 0871.60046Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 1997 Convergence of adaptive direction sampling. Zbl 0806.62052Roberts, G. O.; Gilks, W. R. 11 1994 Simulating events of unknown probabilities via reverse time martingales. Zbl 1236.60044Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. 11 2011 On convergence rates of Gibbs samplers for uniform distributions. Zbl 0935.60054Roberts, Gareth O.; Rosenthal, Jeffrey S. 10 1998 Stability of noisy Metropolis-Hastings. Zbl 1505.62286Medina-Aguayo, F. J.; Lee, A.; Roberts, G. O. 10 2016 Random-weight particle filtering of continuous time processes. Zbl 1411.60109Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Stuart, Andrew 10 2010 Convergence of conditional Metropolis-Hastings samplers. Zbl 1379.60082Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 10 2014 Dynamical convergence of polynomials to the exponential. Zbl 0976.37022Bodelón, Clara; Devaney, Robert L.; Hayes, Michael; Roberts, Gareth; Goldberg, Lisa R.; Hubbard, John H. 10 2000 An introduction to MCMC. Zbl 1035.62083Dellaportas, Petros; Roberts, Gareth O. 10 2003 Bayesian inference for nondecomposable graphical Gaussian models. Zbl 1192.62090Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth 10 2003 Exact simulation problems for jump-diffusions. Zbl 1334.60130Gonçalves, Flávio B.; Roberts, Gareth O. 9 2014 The polar slice sampler. Zbl 1006.65004Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2002 Corrigendum to “Bounds on regeneration times and convergence rates for Markov chains”. Zbl 1047.60072Roberts, G. O.; Tweedie, R. L. 8 2001 On strong forms of weak convergence. Zbl 0890.60005Jacka, S. D.; Roberts, G. O. 8 1997 Markov chain Monte Carlo for exact inference for diffusions. Zbl 1328.65015Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul 8 2013 Efficient Bernoulli factory Markov chain Monte Carlo for intractable posteriors. Zbl 07543329Vats, D.; Gonçalves, F. B.; Łatuszyński, K.; Roberts, G. O. 1 2022 A note on the polynomial ergodicity of the one-dimensional zig-zag process. Zbl 07589164Vasdekis, Giorgos; Roberts, Gareth O. 1 2022 Regeneration-enriched Markov processes with application to Monte Carlo. Zbl 1476.60126Wang, Andi Q.; Pollock, Murray; Roberts, Gareth O.; Steinsaltz, David 3 2021 An approximation scheme for quasi-stationary distributions of killed diffusions. Zbl 1434.60014Wang, Andi Q.; Roberts, Gareth O.; Steinsaltz, David 6 2020 Weight-preserving simulated tempering. Zbl 1431.60082Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 5 2020 Optimal scaling of random-walk Metropolis algorithms on general target distributions. Zbl 1455.60100Yang, Jun; Roberts, Gareth O.; Rosenthal, Jeffrey S. 5 2020 Scalable inference for crossed random effects models. Zbl 1435.62283Papaspiliopoulos, O.; Roberts, G. O.; Zanella, G. 3 2020 Efficient real-time monitoring of an emerging influenza pandemic: how feasible? Zbl 1439.62216Birrell, Paul J.; Wernisch, Lorenz; Tom, Brian D. M.; Held, Leonhard; Roberts, Gareth O.; Pebody, Richard G.; De Angelis, Daniela 2 2020 Quasi-stationary Monte Carlo and the ScaLE algorithm. Zbl 07554789Pollock, Murray; Fearnhead, Paul; Johansen, Adam M.; Roberts, Gareth O. 2 2020 The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Zbl 1417.65008Bierkens, Joris; Fearnhead, Paul; Roberts, Gareth 57 2019 Ergodicity of the zigzag process. Zbl 1467.60020Bierkens, Joris; Roberts, Gareth O.; Zitt, Pierre-André 22 2019 Kinetic energy choice in Hamiltonian/hybrid Monte Carlo. Zbl 1439.60070Livingstone, S.; Faulkner, M. F.; Roberts, G. O. 6 2019 Scalable importance tempering and Bayesian variable selection. Zbl 1420.62059Zanella, Giacomo; Roberts, Gareth 4 2019 Accelerating parallel tempering: quantile tempering algorithm (QuanTA). Zbl 1429.65012Tawn, Nicholas G.; Roberts, Gareth O. 3 2019 Theoretical properties of quasi-stationary Monte Carlo methods. Zbl 1408.60072Wang, Andi Q.; Kolb, Martin; Roberts, Gareth O.; Steinsaltz, David 3 2019 MEXIT: maximal un-coupling times for stochastic processes. Zbl 1403.60062Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 2 2019 Hitting time and convergence rate bounds for symmetric Langevin diffusions. Zbl 1428.60123Roberts, Gareth O.; Rosenthal, Jeffrey S. 1 2019 Monte Carlo fusion. Zbl 1416.65017Dai, Hongsheng; Pollock, Murray; Roberts, Gareth 1 2019 Piecewise deterministic Markov processes for continuous-time Monte Carlo. Zbl 1403.62148Fearnhead, Paul; Bierkens, Joris; Pollock, Murray; Roberts, Gareth O. 20 2018 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 12 2018 Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models. Zbl 1419.62048Agapiou, Sergios; Roberts, Gareth O.; Vollmer, Sebastian J. 6 2018 A piecewise deterministic scaling limit of lifted Metropolis-Hastings in the Curie-Weiss model. Zbl 1370.60039Bierkens, Joris; Roberts, Gareth 27 2017 Fast Langevin based algorithm for MCMC in high dimensions. Zbl 1373.60053Durmus, Alain; Roberts, Gareth O.; Vilmart, Gilles; Zygalakis, Konstantinos C. 6 2017 Optimal scaling of the random walk Metropolis algorithm under \(L^p\) mean differentiability. Zbl 1401.65007Durmus, Alain; Le Corff, Sylvain; Moulines, Eric; Roberts, Gareth O. 3 2017 Barker’s algorithm for Bayesian inference with intractable likelihoods. Zbl 1385.65013Gonçalves, Flávio B.; Łatuszyński, Krzysztof; Roberts, Gareth O. 2 2017 Simulation from quasi-stationary distributions on reducible state spaces. Zbl 1425.60067Griffin, A.; Jenkins, P. A.; Roberts, G. O.; Spencer, S. E. F. 1 2017 On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions. Zbl 1343.60099Pollock, Murray; Johansen, Adam M.; Roberts, Gareth O. 14 2016 Stability of noisy Metropolis-Hastings. Zbl 1505.62286Medina-Aguayo, F. J.; Lee, A.; Roberts, G. O. 10 2016 Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. Zbl 1345.60082Roberts, Gareth O.; Rosenthal, Jeffrey S. 6 2016 On the efficiency of pseudo-marginal random walk Metropolis algorithms. Zbl 1326.65015Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 51 2015 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109Gerber, Mathieu; Chopin, Nicolas 24 2015 Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms. Zbl 1328.60169Craiu, Radu V.; Gray, Lawrence; Łatuszyński, Krzysztof; Madras, Neal; Roberts, Gareth O.; Rosenthal, Jeffrey S. 5 2015 Systematic physics constrained parameter estimation of stochastic differential equations. Zbl 1507.62143Peavoy, Daniel; Franzke, Christian L. E.; Roberts, Gareth O. 2 2015 Minimising MCMC variance via diffusion limits, with an application to simulated tempering. Zbl 1298.60078Roberts, Gareth O.; Rosenthal, Jeffrey S. 16 2014 Convergence of conditional Metropolis-Hastings samplers. Zbl 1379.60082Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 10 2014 Exact simulation problems for jump-diffusions. Zbl 1334.60130Gonçalves, Flávio B.; Roberts, Gareth O. 9 2014 MCMC methods for functions: modifying old algorithms to make them faster. Zbl 1331.62132Cotter, S. L.; Roberts, G. O.; Stuart, A. M.; White, D. 164 2013 Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew 57 2013 Adaptive Gibbs samplers and related MCMC methods. Zbl 1263.60067Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S. 13 2013 Markov chain Monte Carlo for exact inference for diffusions. Zbl 1328.65015Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul 8 2013 CLTs and asymptotic variance of time-sampled Markov chains. Zbl 1262.60068Łatuszyński, Krzysztof; Roberts, Gareth O. 7 2013 A note on formal constructions of sequential conditional couplings. Zbl 1285.60077Roberts, Gareth O.; Rosenthal, Jeffrey S. 2 2013 Robert Recorde. The life and times of a Tudor mathematician. Paperback reprint of the 2012 original. Zbl 1309.01006 1 2013 Nonparametric estimation of diffusions: a differential equations approach. Zbl 1437.62575Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M. 22 2012 Optimal scaling of random walk Metropolis algorithms with discontinuous target densities. Zbl 1259.60082Neal, Peter; Roberts, Gareth; Yuen, Wai Kong 18 2012 Importance sampling techniques for estimation of diffusion models. Zbl 1272.65012Papaspiliopoulos, Omiros; Roberts, Gareth 16 2012 \(\varepsilon\)-strong simulation of the Brownian path. Zbl 1263.65007Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth 6 2012 An adaptive approach to Langevin MCMC. Zbl 1252.62099Marshall, Tristan; Roberts, Gareth 5 2012 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071Girolami, Mark; Calderhead, Ben 164 2011 Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 22 2011 On the containment condition for adaptive Markov chain Monte Carlo algorithms. Zbl 1225.60130Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S. 17 2011 Bayesian non-parametric hidden Markov models with applications in genomics. Zbl 1411.62247Yau, C.; Papaspiliopoulos, O.; Roberts, G. O.; Holmes, C. 16 2011 Exact simulation of jump-diffusion processes with Monte Carlo applications. Zbl 1237.60067Casella, Bruno; Roberts, Gareth O. 12 2011 Simulating events of unknown probabilities via reverse time martingales. Zbl 1236.60044Łatuszyński, Krzysztof; Kosmidis, Ioannis; Papaspiliopoulos, Omiros; Roberts, Gareth O. 11 2011 Optimal scaling of random walk Metropolis algorithms with non-Gaussian proposals. Zbl 1237.60060Neal, Peter; Roberts, Gareth 6 2011 Quantitative non-geometric convergence bounds for independence samplers. Zbl 1222.60054Roberts, Gareth O.; Rosenthal, Jeffrey S. 6 2011 Stability of partially implicit Langevin schemes and their MCMC variants. Zbl 1248.60080Casella, Bruno; Roberts, Gareth; Stramer, Osnat 2 2011 Likelihood-based inference for correlated diffusions. Zbl 1221.65027Kalogeropoulos, Konstantinos; Dellaportas, Petros; Roberts, Gareth O. 2 2011 Particle Markov chain Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.65020Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman 160 2010 The random walk Metropolis: linking theory and practice through a case study. Zbl 1328.60177Sherlock, Chris; Fearnhead, Paul; Roberts, Gareth O. 17 2010 Random-weight particle filtering of continuous time processes. Zbl 1411.60109Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Stuart, Andrew 10 2010 Inference for stochastic volatility models using time change transformations. Zbl 1189.91220Kalogeropoulos, Konstantinos; Roberts, Gareth O.; Dellaportas, Petros 8 2010 The pseudo-marginal approach for efficient Monte Carlo computations. Zbl 1185.60083Andrieu, Christophe; Roberts, Gareth O. 197 2009 Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions. Zbl 1172.60328Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew 40 2009 Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Zbl 1169.65004Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth 25 2009 Bayesian analysis for emerging infectious diseases. Zbl 1330.62395Jewell, Chris P.; Kypraios, Theodore; Neal, Peter; Roberts, Gareth O. 23 2009 Optimal scaling of the random walk Metropolis on elliptically symmetric unimodal targets. Zbl 1215.60047Sherlock, Chris; Roberts, Gareth 22 2009 Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Zbl 1437.62576Papaspiliopoulos, Omiros; Roberts, Gareth O. 94 2008 MCMC methods for diffusion bridges. Zbl 1159.65007Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew; Voss, Jochen 56 2008 Particle filters for partially observed diffusions. Zbl 05563368Fearnhead, Paul; Papaspiliopoulos, Omiros; Roberts, Gareth O. 39 2008 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 30 2008 Variance bounding Markov chains. Zbl 1142.60047Roberts, Gareth O.; Rosenthal, Jeffrey S. 21 2008 Stability of the Gibbs sampler for Bayesian hierarchical models. Zbl 1144.65007Papaspiliopoulos, Omiros; Roberts, Gareth 14 2008 Optimal scaling for random walk Metropolis on spherically constrained target densities. Zbl 1141.60316Neal, Peter; Roberts, Gareth 14 2008 Exact Monte Carlo simulation of killed diffusions. Zbl 1142.65006Casella, Bruno; Roberts, Gareth O. 11 2008 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015Roberts, Gareth O.; Rosenthal, Jeffrey S. 93 2007 A general framework for the parametrization of hierarchical models. Zbl 1246.62195Papaspiliopoulos, Omiros; Roberts, Gareth O.; Sköld, Martin 44 2007 Convergence of heavy-tailed Monte Carlo Markov chain algorithms. Zbl 1164.65004Jarner, Søren F.; Roberts, Gareth 18 2007 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). Zbl 1100.62079Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul 116 2006 Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 64 2006 Optimal scaling for partially updating MCMC algorithms. Zbl 1127.60021Neal, Peter; Roberts, Gareth 20 2006 Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. Zbl 1121.60076Roberts, Gareth O.; Rosenthal, Jeffrey S. 16 2006 Extremal indices, geometric ergodicity of Markov chains and MCMC. Zbl 1142.65011Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno 7 2006 Bayesian model selection for partially observed diffusion models. Zbl 1436.62407Dellaportas, Petros; Friel, Nial; Roberts, Gareth O. 4 2006 Exact simulation of diffusions. Zbl 1101.60060Beskos, Alexandros; Roberts, Gareth O. 89 2005 Subgeometric ergodicity of strong Markov processes. Zbl 1072.60057Fort, G.; Roberts, G. O. 43 2005 Scaling limits for the transient phase of local Metropolis-Hastings algorithms. Zbl 1075.65012Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 29 2005 One-shot CFTP; application to a class of truncated Gaussian densities. Zbl 1103.65013Beskos, A.; Roberts, G. O. 3 2005 General state space Markov chains and MCMC algorithms. Zbl 1189.60131Roberts, Gareth O.; Rosenthal, Jeffrey S. 186 2004 Bayesian inference for non-Gaussian Ornstein-Uhlenbeck stochastic volatility processes. Zbl 1062.62049Roberts, Gareth O.; Papaspiliopoulos, Omiros; Dellaportas, Petros 45 2004 Statistical inference and model selection for the 1861 Hagelloch measles epidemic. Zbl 1096.62123Neal, Peter J.; Roberts, Gareth O. 20 2004 Slice sampling. (With discussions and rejoinder). Zbl 1051.65007Neal, Radford M. 209 2003 Efficient construction of reversible jump Markov chain Monte Carlo proposal distributions (with discussion). Zbl 1063.62120Brooks, S. P.; Giudici, P.; Roberts, G. O. 63 2003 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 23 2003 An introduction to MCMC. Zbl 1035.62083Dellaportas, Petros; Roberts, Gareth O. 10 2003 Bayesian inference for nondecomposable graphical Gaussian models. Zbl 1192.62090Dellaportas, Petros; Giudici, Paolo; Roberts, Gareth 10 2003 Density estimation for the Metropolis-Hastings algorithm. Zbl 1055.65020Sköld, M.; Roberts, G. O. 6 2003 Polynomial convergence rates of Markov chains. Zbl 1012.60062Jarner, Søren F.; Roberts, Gareth O. 70 2002 Langevin diffusions and Metropolis-Hastings algorithms. Zbl 1033.65003Roberts, G. O.; Stramer, O. 52 2002 One-shot coupling for certain stochastic recursive sequences. Zbl 1058.60058Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2002 ...and 56 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,520 Authors 95 Roberts, Gareth O. 48 Rosenthal, Jeffrey S. 44 Stuart, Andrew M. 34 Jasra, Ajay 30 Hobert, James P. 28 Beskos, Alexandros 28 Moulines, Eric 22 Girolami, Mark A. 20 Walker, Stephen Grahm 18 Nieto-Barajas, Luis E. 17 Durmus, Alain 17 Fort, Gersende 17 Marzouk, Youssef M. 16 Doucet, Arnaud 16 Sherlock, Chris 15 Drovandi, Christopher C. 15 Jones, Galin L. 15 Liang, Faming 15 Neal, Peter J. 14 Friel, Nial 13 Bierkens, Joris 13 Dunson, David Brian 13 Kohn, Robert J. 13 Latuszynski, Krzysztof 13 Papaspiliopoulos, Omiros 13 Pillai, Natesh S. 12 Bédard, Myléne 12 Fearnhead, Paul 12 Golightly, Andrew 12 Griffin, Jim E. 12 Guillin, Arnaud 12 Johansen, Adam M. 12 Kamatani, Kengo 12 Kendall, Wilfrid S. 12 Law, Kody J. H. 12 Tsionas, Efthymios G. 12 van der Meulen, Frank Henri 12 Vihola, Matti 11 Andrieu, Christophe 11 Bou-Rabee, Nawaf M. 11 Khare, Kshitij 11 Miasojedow, Błażej 11 Mira, Antonietta 10 Atchadé, Yves F. 10 Del Moral, Pierre 10 Douc, Randal 10 Nott, David John 10 Roy, Vivekananda 10 Sanz-Serna, Jesús María 10 Tran, Minh Ngoc 9 Chan, Jennifer So Kuen 9 Chopin, Nicolas 9 Cui, Tiangang 9 Golomoziy, Vitaliy 9 Lin, Guang 9 Pereyra, Marcelo 9 Stoltz, Gabriel 9 Thiéry, Alexandre H. 8 Achcar, Jorge Alberto 8 Casarin, Roberto 8 Crisan, Dan O. 8 Dellaportas, Petros 8 Dunlop, Matthew M. 8 Kantas, Nikolas 8 Lee, Anthony J. T. 8 Lelièvre, Tony 8 Mao, Yonghua 8 Schauer, Moritz 8 Wilkinson, Darren James 7 Everitt, Richard Geoffrey 7 Iglesias, Marco A. 7 Li, Jinglai 7 Maire, Florian 7 Ottobre, Michela 7 Palmowski, Zbigniew 7 Papaioannou, Iason 7 Peters, Gareth William 7 Pettitt, Anthony N. 7 Qin, Qian 7 Rudolf, Daniel 7 Sanz-Alonso, Daniel 7 Sisson, Scott A. 7 Spade, David A. 7 Spiliopoulos, Konstantinos V. 7 Tsionas, Mike G. 7 Woodard, Dawn B. 6 Bardsley, Johnathan M. 6 Breyer, Laird Arnault 6 Deardon, Rob 6 Diaconis, Persi Warren 6 Duncan, Andrew B. 6 Favaro, Stefano 6 Flegal, James M. 6 Herbei, Radu 6 Hernández-Lerma, Onésimo 6 Hervé, Loïc 6 Huber, Mark L. 6 Hwang, Chii-Ruey 6 Jacob, Pierre E. 6 Johnson, Alicia A. ...and 3,420 more Authors all top 5 Cited in 299 Serials 173 Statistics and Computing 124 Computational Statistics and Data Analysis 88 The Annals of Applied Probability 71 Stochastic Processes and their Applications 69 Statistics & Probability Letters 69 Bernoulli 55 The Annals of Statistics 50 Journal of Computational Physics 49 Electronic Journal of Statistics 45 Journal of Econometrics 45 Statistical Science 42 SIAM/ASA Journal on Uncertainty Quantification 41 Journal of Computational and Graphical Statistics 40 Journal of the American Statistical Association 37 Methodology and Computing in Applied Probability 34 Advances in Applied Probability 34 Bayesian Analysis 33 Journal of Applied Probability 32 Journal of Statistical Planning and Inference 32 The Annals of Applied Statistics 31 Biometrics 31 SIAM Journal on Scientific Computing 28 Journal of Statistical Computation and Simulation 27 Communications in Statistics. 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