Search Results - "Pollock, Murray"

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo by Fearnhead, Paul, Bierkens, Joris, Pollock, Murray, Roberts, Gareth O.

“…Recently, there have been conceptually new developments in Monte Carlo methods through the introduction of new MCMC and sequential Monte Carlo (SMC) algorithms…”
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Classics for All: Establishing the Classics Hub by Hilary Hodgson, Xavier Murray-Pollock

“…Five years since its launch in 2010, Classics for All (CfA) has an increasingly high profile in schools. For anyone still not in the picture, CfA works to…”
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On the exact and $\varepsilon$-strong simulation of (jump) diffusions by Pollock, Murray, Johansen, Adam M., Roberts, Gareth O.

“…This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without…”
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Bayesian fusion: scalable unification of distributed statistical analyses by Dai, Hongsheng, Pollock, Murray, Roberts, Gareth O

“…There has been considerable interest in addressing the problem of unifying distributed analyses into a single coherent inference, which arises in big-data…”
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Monte Carlo fusion by Dai, Hongsheng, Pollock, Murray, Roberts, Gareth

“…In this paper we propose a new theory and methodology to tackle the problem of unifying Monte Carlo samples from distributed densities into a single Monte…”
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On the exact simulation of (jump) diffusion bridges by Pollock, Murray

“…In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering…”
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Quasi‐stationary Monte Carlo and the ScaLE algorithm by Pollock, Murray, Fearnhead, Paul, Johansen, Adam M., Roberts, Gareth O.

“…Summary This paper introduces a class of Monte Carlo algorithms which are based on the simulation of a Markov process whose quasi‐stationary distribution…”
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Regeneration-enriched Markov processes with application to Monte Carlo by Wang, Andi Q., Pollock, Murray, Roberts, Gareth O., Steinsaltz, David

“…We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We…”
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Unbiased Simulation of Rare Events in Continuous Time by Hodgson, James, Johansen, Adam M., Pollock, Murray

“…For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical…”
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On the exact and ε-strong simulation of (jump) diffusions by POLLOCK, MURRAY, JOHANSEN, ADAM M., ROBERTS, GARETH O.

“…This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without…”
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Flexible Bayesian Inference for Diffusion Processes using Splines by Jenkins, Paul A., Pollock, Murray, Roberts, Gareth O.

“…We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline…”
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The Computational Cost of Blocking for Sampling Discretely Observed Diffusions by Mider, Marcin, Jenkins, Paul A., Pollock, Murray, Roberts, Gareth O.

“…Many approaches for conducting Bayesian inference on discretely observed diffusions involve imputing diffusion bridges between observations. This can be…”
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Some monte carlo methods for jump diffusions by Pollock, Murray

“…In this thesis we develop computationally efficient methods to simulate finite dimensional representations of (jump) diffusion and (jump) diffusion bridge…”
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Unbiased simulation of rare events in continuous time by Hodgson, James, Johansen, Adam M, Pollock, Murray

“…For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical…”
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On the Exact Simulation of (Jump) Diffusion Bridges by Pollock, Murray

“…In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering…”
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Bayesian Fusion: Scalable unification of distributed statistical analyses by Dai, Hongsheng, Pollock, Murray, Roberts, Gareth

“…There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This…”
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Privacy Guarantees in Posterior Sampling under Contamination by Hu, Shenggang, Aslett, Louis, Dai, Hongsheng, Pollock, Murray, Roberts, Gareth O

“…In recent years, differential privacy has been adopted by tech-companies and governmental agencies as the standard for measuring privacy in algorithms. We…”
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Flexible Bayesian inference for diffusion processes using splines by Jenkins, Paul A, Pollock, Murray, Roberts, Gareth O

“…We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline…”
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Sampling using Adaptive Regenerative Processes by McKimm, Hector, Wang, Andi Q, Pollock, Murray, Robert, Christian P, Roberts, Gareth O

“…Enriching Brownian motion with regenerations from a fixed regeneration distribution $\mu$ at a particular regeneration rate $\kappa$ results in a Markov…”
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The computational cost of blocking for sampling discretely observed diffusions by Mider, Marcin, Jenkins, Paul A, Pollock, Murray, Roberts, Gareth O

“…Many approaches for conducting Bayesian inference on discretely observed diffusions involve imputing diffusion bridges between observations. This can be…”
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