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pro vyhledávání: '"Roberts, G. O."'
Autor:
Vasdekis, G., Roberts, G. O.
We prove polynomial ergodicity for the one-dimensional Zig-Zag process on heavy tailed targets and identify the exact order of polynomial convergence of the process when targeting Student distributions.
Comment: Accepted for publication in Journ
Comment: Accepted for publication in Journ
Externí odkaz:
http://arxiv.org/abs/2106.11357
Publikováno v:
Stochastic Processes and their Applications, 129(2): 355-380 (2019)
Classical coupling constructions arrange for copies of the \emph{same} Markov process started at two \emph{different} initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which one seeks
Externí odkaz:
http://arxiv.org/abs/1702.03917
Akademický článek
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In this comment we consider whether QMC methods can be further embedded within SMC schemes in settings in which the transition density of the latent process is intractable and pseudo-marginal methods are deployed.
Comment: Journal of the Royal S
Comment: Journal of the Royal S
Externí odkaz:
http://arxiv.org/abs/1502.01194
Publikováno v:
Statistical Science 2013, Vol. 28, No. 3, 424-446
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become arbitrarily
Externí odkaz:
http://arxiv.org/abs/1202.0709
Autor:
Fort, G., Roberts, G. O.
Publikováno v:
Annals of Applied Probability 2005, Vol. 15, No. 2, 1565-1589
We derive sufficient conditions for subgeometric f-ergodicity of strongly Markovian processes. We first propose a criterion based on modulated moment of some delayed return-time to a petite set. We then formulate a criterion for polynomial f-ergodici
Externí odkaz:
http://arxiv.org/abs/math/0505260
Publikováno v:
Advances in Applied Probability, 2017 Jan 01. 49(3), 960-980.
Externí odkaz:
https://www.jstor.org/stable/45277889
Autor:
Roberts, G. O.
Publikováno v:
Scandinavian Journal of Statistics, 2003 Dec 01. 30(4), 699-718.
Externí odkaz:
https://www.jstor.org/stable/4616797
Publikováno v:
Journal of Applied Probability, 2003 Mar 01. 40(1), 123-146.
Externí odkaz:
https://www.jstor.org/stable/3215845
Publikováno v:
Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2003 Jan 01. 65(1), 3-55.
Externí odkaz:
https://www.jstor.org/stable/3088825