Citation: Papaspiliopoulos, Omiros et Roberts, Gareth, Stability of the Gibbs Sampler for Bayesian Hierarchical Models, Annals of statistics , 36(1), 2008, pp. 95-117
Citation: Neal, Peter et Roberts, Gareth, Optimal scaling for partially updating MCMC algorithms, Annals of applied probability , 16(2), 2006, pp. 475-515
Citation: Bierkens, Joris et Roberts, Gareth, A piecewise deterministic scaling limit of lifted metropolis.hastings in the curie.weiss model, Annals of applied probability , 27(2), 2017, pp. 846-882
Authors:
Beskos, Alexandros
Roberts, Gareth
Stuart, Andrew
Citation: Beskos, Alexandros et al., Optimal scalings for local Metropolis.Hastings chains on nonproduct targets in high dimensions, Annals of applied probability , 19(3), 2009, pp. 863-898
Authors:
Neal, Peter
Roberts, Gareth
Yuen, Wai Kong
Citation: Neal, Peter et al., Optimal scaling of random walk Metropolis algorithms with discontinuous target densities, Annals of applied probability , 22(5), 2012, pp. 1880-1927