
Merging MCMC Subposteriors through GaussianProcess Approximations
Markov chain Monte Carlo (MCMC) algorithms have become powerful tools fo...
read it

Particle Metropolisadjusted Langevin algorithms
This paper proposes a new sampling scheme based on Langevin dynamics tha...
read it

A Discrete Bouncy Particle Sampler
Markov Chain Monte Carlo (MCMC) algorithms are statistical methods desig...
read it

Modelbased inference of conditional extreme value distributions with hydrological applications
Multivariate extreme value models are used to estimate joint risk in a n...
read it

Motor Unit Number Estimation via Sequential Monte Carlo
A change in the number of motor units that operate a particular muscle i...
read it

Simple, fast and accurate evaluation of the action of the exponential of a rate matrix on a probability vector
Given a timehomogeneous, finitestatespace Markov chain with a rate mat...
read it

Efficient sampling of conditioned Markov jump processes
We consider the task of generating draws from a Markov jump process (MJP...
read it

Reversible Markov chains: variational representations and ordering
This pedagogical document explains three variational representations tha...
read it

Inference for extreme values under thresholdbased stopping rules
There is a propensity for an extreme value analyses to be conducted as a...
read it

Interim recruitment prediction for multicentre clinical trials
We introduce a general framework for monitoring, modelling, and predicti...
read it

Hug and Hop: a discretetime, nonreversible Markov chain Monte Carlo algorithm
We introduced the Hug and Hop Markov chain Monte Carlo algorithm for est...
read it

Recruitment prediction for multicentre clinical trials based on a hierarchical Poissongamma model: asymptotic analysis and improved intervals
We analyse predictions of future recruitment to a multicentre clinical ...
read it

Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices
We present new methodologies for Bayesian inference on the rate paramete...
read it
Chris Sherlock
is this you? claim profile