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Results for Markov chain Monte Carlo

Publications & Outputs

  1. Ordinal-response GARCH models for transaction data: A forecasting exercise

    Dimitrakopoulos, S. & Tsionas, M., 1/10/2019, In : International Journal of Forecasting. 35, 4, p. 1273-1287 15 p.

    Research output: Contribution to journalJournal article

  2. Multi-objective optimization using statistical models

    Tsionas, M. G., 1/07/2019, In : European Journal of Operational Research. 276, 1, p. 364-378 15 p.

    Research output: Contribution to journalJournal article

  3. A hierarchical model of non-homogeneous Poisson processes for Twitter retweets

    Lee, C. & Wilkinson, D. J., 30/04/2019, In : Journal of the American Statistical Association. 115, 529, p. 1-15 15 p.

    Research output: Contribution to journalJournal article

  4. A Bayesian spatio-temporal model for precipitation extremes - STOR team contribution to the EVA2017 challenge

    Barlow, A., Rohrbeck, C., Sharkey, P., Shooter, R. & Simpson, E., 09/2018, In : Extremes. 21, 3, p. 431-439 9 p.

    Research output: Contribution to journalJournal article

  5. Merging MCMC subposteriors through Gaussian-Process Approximations

    Nemeth, C. & Sherlock, C. G., 03/2018, In : Bayesian Analysis. 13, 2, p. 507-530 24 p.

    Research output: Contribution to journalJournal article

  6. Improved bridge constructs for stochastic differential equations

    Whitaker, G. A., Golightly, A., Boys, R. J. & Sherlock, C. G., 07/2017, In : Statistics and Computing. 27, 4, p. 885-900 16 p.

    Research output: Contribution to journalJournal article

  7. On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression

    Ghosh, J., Li, Y. & Mitra, R., 7/03/2017, In : Bayesian Analysis. 13, 2, p. 359-383 25 p.

    Research output: Contribution to journalJournal article

  8. Bayesian inference for diffusion-driven, mixed-effects models

    Whitaker, G. A., Golightly, A., Boys, R. J. & Sherlock, C. G., 30/09/2016, In : Bayesian Analysis. 12, 2, p. 435-463 29 p.

    Research output: Contribution to journalJournal article

  9. Forward simulation MCMC with applications to stochastic epidemic models

    Neal, P. & Huang, C. L., 06/2015, In : Scandinavian Journal of Statistics. 42, 2, p. 378-396 19 p.

    Research output: Contribution to journalJournal article

  10. On the efficiency of pseudo-marginal random walk Metropolis algorithms

    Sherlock, C., Thiery, A., Roberts, G. & Rosenthal, J., 01/2015, In : Annals of Statistics. 43, 1, p. 238-275 38 p.

    Research output: Contribution to journalJournal article

  11. Langevin diffusions and the Metropolis-adjusted Langevin algorithm

    Xifara, T., Sherlock, C., Livingstone, S., Byrne, S. & Girolami, M., 08/2014, In : Statistics and Probability Letters. 91, p. 14-19 6 p.

    Research output: Contribution to journalJournal article

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