Gareth O. Roberts

Publication Activity (10 Years)

Years Active: 1998-2023
Publications (10 Years): 10

Top Topics

Metropolis Hastings

Markov Chain Monte Carlo

Brownian Motion

Top Venues

J. Appl. Probab.

Queueing Syst. Theory Appl.

J. Mach. Learn. Res.

Publications

Ryan S. Y. Chan, Murray Pollock, Adam M. Johansen, Gareth O. Roberts
Divide-and-Conquer Fusion. J. Mach. Learn. Res. 24 (2023)
Giorgos Vasdekis, Gareth O. Roberts
A note on the polynomial ergodicity of the one-dimensional Zig-Zag process. J. Appl. Probab. 59 (3) (2022)
Gareth O. Roberts, Jeffrey S. Rosenthal, Nicholas G. Tawn
Skew brownian motion and complexity of the alps algorithm. J. Appl. Probab. 59 (3) (2022)
Alice Corbella, Simon E. F. Spencer, Gareth O. Roberts
Automatic Zig-Zag sampling in practice. Stat. Comput. 32 (6) (2022)
Nicholas G. Tawn, Gareth O. Roberts, Jeffrey S. Rosenthal
Weight-preserving simulated tempering. Stat. Comput. 30 (1) (2020)
Felipe J. Medina-Aguayo, Anthony Lee, Gareth O. Roberts
Erratum to: Stability of noisy Metropolis-Hastings. Stat. Comput. 28 (1) (2018)
Alain Durmus, Sylvain Le Corff, Eric Moulines, Gareth O. Roberts
Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability. J. Appl. Probab. 54 (4) (2017)
Gareth O. Roberts, Jeffrey S. Rosenthal
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. J. Appl. Probab. 53 (2) (2016)
Felipe J. Medina-Aguayo, Anthony Lee, Gareth O. Roberts
Stability of noisy Metropolis-Hastings. Stat. Comput. 26 (6) (2016)
Daniel Peavoy, Christian L. E. Franzke, Gareth O. Roberts
Systematic physics constrained parameter estimation of stochastic differential equations. Comput. Stat. Data Anal. 83 (2015)
Ellen Brooks-Pollock, Gareth O. Roberts, Matt J. Keeling
A dynamic model of bovine tuberculosis spread and control in Great Britain. Nat. 511 (7508) (2014)
Jose H. Blanchet, Gareth O. Roberts
Editorial foreword to special issue on Simulation of Stochastic Networks and related topics. Queueing Syst. Theory Appl. 73 (4) (2013)
Stefano Peluchetti, Gareth O. Roberts, Bruno Casella
The strong weak convergence of the quasi-EA. Queueing Syst. Theory Appl. 73 (4) (2013)
Tristan Marshall, Gareth O. Roberts
An adaptive approach to Langevin MCMC. Stat. Comput. 22 (5) (2012)
Yves F. Atchadé, Gareth O. Roberts, Jeffrey S. Rosenthal
Towards optimal scaling of metropolis-coupled Markov chain Monte Carlo. Stat. Comput. 21 (4) (2011)
Krzysztof Latuszynski, Ioannis Kosmidis, Omiros Papaspiliopoulos, Gareth O. Roberts
Simulating events of unknown probabilities via reverse time martingales. Random Struct. Algorithms 38 (4) (2011)
Leon Danon, Ashley P. Ford, Thomas A. House, Chris P. Jewell, Matt J. Keeling, Gareth O. Roberts, Joshua V. Ross, Matthew C. Vernon
Networks and the Epidemiology of Infectious Disease CoRR (2010)
Bruno Casella, Gareth O. Roberts
Monte Carlo simulation of killed diffusions with a single barrier. VALUETOOLS (2006)
Allan Borodin, Gareth O. Roberts, Jeffrey S. Rosenthal, Panayiotis Tsaparas
Link analysis ranking: algorithms, theory, and experiments. ACM Trans. Internet Techn. 5 (1) (2005)
Allan Borodin, Gareth O. Roberts, Jeffrey S. Rosenthal, Panayiotis Tsaparas
Finding authorities and hubs from link structures on the World Wide Web. WWW (2001)
Sujit K. Sahu, Gareth O. Roberts
On convergence of the EM algorithmand the Gibbs sampler. Stat. Comput. 9 (1) (1999)
Stephen P. Brooks, Gareth O. Roberts
Convergence assessment techniques for Markov chain Monte Carlo. Stat. Comput. 8 (4) (1998)