@TechReport{abrahamhaines:0399,
author = "K.J. Abraham and L.M. Haines",
title = "A new Technique for Sampling Multi-Modal Distributions",
institution = "Dept. of Physics and Astronomy, Iowa State University, Ames IA",
year = "1999",
month = "March",
url = "http://xxx.lanl.gov/abs/physics/9903044",
email ="abraham@iastate.edu,haines@stat.unp.ac.za",
note="Appeared in Journal of Computational Physics 155 (1999) pp380-386."
}
@TechReport{agarwalgelfand:0103,
author = "Deepak K. Agarwal and Alan E. Gelfand",
title = "Slice Gibbs Sampling for Simulation Based Fitting of Spatial Data Models ",
institution = "AT & T Labs, Florham Park, NJ",
year = "2003",
month = "January",
url = "http://www.research.att.com/~dagarwal/papers/slicepap.ps",
email ="dagarwal@research.att.com",
}
@TechReport{aldous:1098,
author = "David Aldous",
title = "Mixing time for a Markov chain on cladograms",
institution = "U.C. Berkeley",
year = "1998",
month = "October",
url = "http://www.stat.berkeley.edu/users/aldous/me89.ps.Z",
absturl = "http://www.stat.berkeley.edu/users/aldous/me89.abs",
email ="aldous@stat.berkeley.edu",
}
@TechReport{andersenbrookshansen:0801,
author = "Andersen, K.E., S.P. Brooks and M.B. Hansen",
title = "Bayesian Inversion of Geoelectrical Resistivity Data",
institution = "Aalborg University",
year = "2001",
month = "August",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/andbh01.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/andbh01.html",
email ="steve@statslab.cam.ac.uk",
}
@TechReport{andersenbrookshansen:0900,
author = "Andersen, K.E., S.P. Brooks and M.B. Hansen",
title = "A Bayesian Approach to Crack Detection in Electrically Conducting Media",
institution = "Aalborg University",
year = "2000",
month = "September",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/andbh00.html",
email ="steve@statslab.cam.ac.uk",
}
@TechReport{andrieuatchade:0106,
author = "C. Andrieu and Y. F. Atchade",
title = "On the efficiency of adaptive MCMC algorithms",
institution = "Bristol U. and U. of Ottawa",
year = "2006",
month = "January",
url = "http://www.mathstat.uottawa.ca/~yatch436/effamcmc.pdf",
email ="yatchade@uottawa.ca",
}
@TechReport{andrieubreyerdoucet:0901,
author = "Christophe Andrieu, Laird Breyer and Arnaud Doucet",
title = "Convergence of Simulated Annealing using Foster-Lyapunov Criteria",
institution = "University of Bristol",
year = "2001",
month = "September",
url = "http://www.stats.bris.ac.uk/~maxca/web/anneal_lyapunov.ps",
email ="c.andrieu@bris.ac.uk",
}
@TechReport{andrieudoucet:0302,
author = "Christophe Andrieu and Arnaud Doucet",
title = "Particle Filtering for Partially Observed Gaussian State Space Models",
institution = "University of Melbourne, Australia.",
year = "2002",
month = "March",
url = "http://www.ee.mu.oz.au/staff/doucet/andrieu_doucet_partiallyobserved.ps ",
email ="doucet@ee.mu.oz.au",
}
@TechReport{andrieudoucet:0698,
author = "Christophe Andrieu and Arnaud Doucet",
title = "Joint Bayesian Detection and Estimation of Harmonic Signals via Reversible Jump MCMC",
institution = "Signal Processing Group, University of Cambridge, UK.",
year = "1998",
month = "June",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/tr318.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{andrieumoulines:0703,
author = "Andrieu, C. and E. Moulines",
title = "On the ergodicity properties of some adaptive MCMC algorithms",
institution = "University of Bristol",
year = "2003",
month = "July",
url = " http://www2.maths.bris.ac.uk/~maxca/preprints/andrieu_moulines_2002.ps",
email ="c.andrieu@bris.ac.uk",
}
@TechReport{andrieumoulinesprouret:0703,
author = "Andrieu, C., E. Moulines and P. Priouret",
title = "Stability of stochastic approximation under verifiable conditions",
institution = "University of Bristol",
year = "2003",
month = "July",
url = "http://www2.maths.bris.ac.uk/~maxca/preprints/andrieu_moulines_priouret_2002.ps",
email ="c.andrieu@bris.ac.uk",
}
@TechReport{andrieurobert:0901,
author = "C. Andrieu and C.P. Robert",
title = "Controlled MCMC for Optimal Sampling",
institution = "Department of Mathematics, University of Bristol",
year = "2001",
month = "September",
url = "http://www.ceremade.dauphine.fr/~xian/control.ps.gz",
email ="c.andrieu@bris.ac.uk",
}
@TechReport{atchade:0506,
author = "Yves F. Atchade",
title = "Resampling from the past to improve on MCMC algorithms",
institution = "University of Ottawa",
year = "2006",
month = "May",
url = "http://www.mathstat.uottawa.ca/~yatch436/eprop.pdf",
email ="yatchade@uottawa.ca",
}
@TechReport{atchade:0305,
author = "Yves F. Atchade",
title = "An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift",
institution = "University of Ottawa",
year = "2005",
month = "March",
url = "http://www.mathstat.uottawa.ca/~yatch436/atmala.pdf",
email ="yatchade@uottawa.ca",
}
@TechReport{atchadeliu:0106,
author = "Y. F Atchade and J. S. Liu",
title = "Discussion of the paper by Kou, Zhou and Wong ("Equi-Energy sampler with applications in statistical inference and statistical mechanics", To appear Ann. of Stat.)",
institution = "U. of Ottawa and Harvard U.",
year = "2006",
month = "January",
url = "http://www.mathstat.uottawa.ca/~yatch436/discKZW.pdf",
email ="yatchade@uottawa.ca",
}
@TechReport{atchadeliu:1104,
author = "Yves F. Atchade and Jun S. Liu",
title = "The Wang-Landau algorithm for Monte Carlo computation in general state spaces",
institution = "University of Ottawa",
year = "2004",
month = "November",
url = "http://www.mathstat.uottawa.ca/~yatch436/gwl.pdf",
email ="yatchade@uottawa.ca",
}
@TechReport{atchadeperron:0902,
author = "Yves F. Atchade and Francois Perron",
title = "Spectrum of the Metropolis-Hastings chain with an application to geometric Ergodicity.",
institution = "University of Montreal",
year = "2002",
month = "September",
url = "http://www.dms.umontreal.ca/~atchade/GeoErgo.ps",
email ="atchade@dms.umontreal.ca",
}
@TechReport{atcjaderobertsrosenthal:0709,
author = "Y. Atchade, G.O. Roberts, and J.S. Rosenthal",
title = "Optimal Scaling of Metropolis-Coupled Markov Chain Monte Carlo",
institution = "University of Michigan",
year = "2009",
month = "July",
url = "http://probability.ca/jeff/ftpdir/mcmcmc.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{atchaderosenthal:0703,
author = "Yves F. Atchade and Jeffrey S. Rosenthal",
title = "On Adaptive Markov Chain Monte Carlo Algorithms",
institution = "University of Montreal",
year = "2003",
month = "July",
url = "http://probability.ca/jeff/ftpdir/AdaptMH2.ps.Z",
email ="atchade@DMS.UMontreal.CA",
}
@TechReport{athreyadosssethuraman:0796,
author = "Athreya, K.B., Doss, H. and Sethuraman, J.",
title = "On the Convergence of the Markov Chain Simulation Method",
institution = "Iowa State University",
year = "1996",
month = "July",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/athreyadosssethuraman:0796.html",
note = "Appeared",
}
@TechReport{aykroyd:0597,
author = "Aykroyd, R.G.",
title = "Bayesian Estimation for Homogeneous and Inhomogeneous Gaussian Random Fields",
institution = "University of Leeds",
year = "1997",
month = "May",
url = "http://www.amsta.leeds.ac.uk/Statistics/Statistics/preprints/STAT96-17.ps",
email = "robert@amsta.leeds.ac.uk",
}
@TechReport{aykroydmardia:0597,
author = "Aykroyd, R.G. and Mardia, K.V.",
title = "Shape Analysis of Spinal Curves by Wavelet Warping using an MCMC Approach",
institution = "University of Leeds",
year = "1997",
month = "May",
url = "http://www.amsta.leeds.ac.uk/Statistics/Statistics/preprints/STAT96-10.ps",
email = "robert@amsta.leeds.ac.uk",
}
@TechReport{baddeleymollerwaagpetersen:1298,
author = "Baddeley, A., Møller, J. and Waagepetersen, R.",
title = "Non- and semi-parametric estimation of interaction in inhomogeneous point patterns",
institution = "See front page of the paper",
year = "1998",
month = "December",
url = "http://www.math.auc.dk/~jm/semipar.ps",
email ="jm@math.auc.dk",
}
@TechReport{bai:0109,
author = "Yan Bai",
title = "Simultaneous drift conditions for Adaptive Markov Chain Monte Carlo algorithms",
institution = "",
year = "2009",
month = "January",
url = "http://www.probability.ca/jeff/ftpdir/yanbai2.pdf",
email ="yanbai@utstat.toronto.edu",
}
@TechReport{bai:0409,
author = "Yan Bai",
title = "An Adaptive Directional Metropolis-within-Gibbs algorithm",
institution = "Department of Statistics, University of Toronto",
year = "2009",
month = "April",
url = "http://www.probability.ca/jeff/ftpdir/yanbai3.pdf",
email ="yanbai@utstat.utoronto.ca",
}
@TechReport{bairobertsrosenthal:0708,
author = "Yan Bai, Gareth O. Roberts, and Jeffrey S. Rosenthal",
title = "On the Containment Condition for Adaptive Markov Chain Monte Carlo Algorithms",
institution = "University of Toronto",
year = "2008",
month = "July",
url = "http://probability.ca/jeff/ftpdir/yanbai1.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{barnettkohnsheather:0596,
author = "Barnett, G., Kohn, R. and Sheather, S.",
title = "Robust Bayesian Estimation of Autoregressive-Moving Average Models",
institution = "Australian Graduate School of Management, University of New South Wales",
year = "1996",
month = "May",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/arma.ps.gz",
}
@TechReport{baronesebastianistander:0199,
author = "P. Barone, G.Sebastiani, J.Stander",
title = "Over-relaxation methods and Metropolis-Hastings coupled Markov chains for Monte Carlo simulation",
institution = "Istituto Applicazioni Calcolo - CNR, Rome, Italy",
year = "1999",
month = "January",
url = "http://www.iac.rm.cnr.it/~barone/mcmcnode.ps",
email ="barone@iac.rm.cnr.it",
}
@TechReport{baronesebastianistander:0400,
author = "Piero Barone, Giovanni Sebastiani and Julian Stander",
title = "General over-relaxation Markov chain Monte Carlo algorithms for Gaussian densities",
institution = "Istituto per le Applicazioni del Calcolo ``M. Picone'', Viale del Policlinico 137, 00161 Roma, Italy",
year = "2000",
month = "April",
url = "http://www.iac.rm.cnr.it/~barone/generalor.ps",
absturl = "http://www.iac.rm.cnr.it/~barone/abstract.txt",
email ="sebastiani@iac.rm.cnr.it",
}
@TechReport{bartoluccimirascaccia:0403,
author = "Bartolucci, F., Mira, A., Scaccia, L.",
title = "Bayesian inference for Latent Class model via MCMC with application to capture-recapture data",
institution = "Istituto di Scienze Economiche, University of Urbino, Italy",
year = "2003",
month = "April",
url = "http://eco.uninsubria.it/Webdocenti/amira/bayescapture11.ps",
email ="bart@stat.unipg.it ",
}
@TechReport{bauwensgiot:0897,
author = "Luc Bauwens and Pierre Giot",
title = "A Gibbs Sampling Approach to Cointegration",
institution = "CORE - Catholic University of Louvain",
year = "1997",
month = "August",
url = "http://pgiot.core.ucl.ac.be/Gibbs/Article.ps",
email ="giot@core.ucl.ac.be",
}
@TechReport{baxterrosenthal:1294,
author = "Baxter, J R and Rosenthal, J S",
title = "Rates of Convergence for Everywhere-Positive Markov Chains",
institution = "University of Minnesota, USA",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/baxterrosenthal:94.html",
note="Appeared",
}
@TechReport{bedard:0406,
author = "Mylene Bedard",
title = "Efficient Sampling using Metropolis Algorithms: Applications of Optimal Scaling Results",
institution = "University of Toronto",
year = "2006",
month = "April",
url = "http://probability.ca/jeff/ftpdir/mylene3.pdf",
email ="mylene@utstat.utoronto.ca",
}
@TechReport{bedard1:0106,
author = "Mylene Bedard",
title = "Weak Convergence of Metropolis Algorithms for Non-iid Target Distributions",
institution = "University of Toronto",
year = "2006",
month = "January",
url = "http://probability.ca/jeff/ftpdir/mylene1.pdf",
email ="mylene@utstat.utoronto.ca",
}
@TechReport{bedard2:0106,
author = "Mylene Bedard",
title = "Optimal Acceptance Rates for Metropolis Algorithms: Moving Beyond 0.234",
institution = "University of Toronto",
year = "2006",
month = "January",
url = "http://probability.ca/jeff/ftpdir/mylene2.pdf",
email ="mylene@utstat.utoronto.ca",
}
@TechReport{bedardrosenthal:0707,
author = "Bedard, M. and Rosenthal, J.S.",
title = "Optimal Scaling of Metropolis Algorithms: Is 0.234 as Robust as is Believed?",
institution = "Universite de Montreal, University of Toronto",
year = "2007",
month = "July",
url = "http://probability.ca/jeff/ftpdir/PRobillard.pdf",
email ="bedard@dms.umontreal.ca",
}
@TechReport{bellonichern:0407,
author = "Alexandre Belloni and Victor Chernozhukov",
title = "On the Computational Complexity of MCMC-based Estimators in Large Samples",
institution = "IBM and MIT",
year = "2007",
month = "April",
url = "http://web.mit.edu/belloni/www/MCMCposted.pdf",
email ="belloni@mit.edu",
}
@TechReport{benesbodlakmollerwaagepetersen:0102,
author = "Viktor Benes, Karel Bodlak, Jesper Moller and Rasmus Waagepetersen",
title = "Bayesian analysis of log Gaussian Cox processes for disease mapping ",
institution = "Charles University",
year = "2002",
month = "January",
url = "http://www.math.auc.dk/~jm/ticks.ps",
email ="jm@math.auc.dk",
}
@TechReport{bertelsenmoller:0102,
author = "Kasper K. Berthelsen and Jesper Møller",
title = "Perfect simulation and inference for spatial point processes",
institution = "Department of Mathematical Sciences, Aalborg University",
year = "2002",
month = "January",
url = "http://www.math.auc.dk/~jm/perfect.inference.ps",
email ="jm@math.auc.dk",
}
@TechReport{berthelsenmoller:0801,
author = "Kasper K. Berthelsen and Jesper Møller",
title = "Spatial jump processes and perfect simulation",
institution = "Department of Mathematics, Aalborg University",
year = "2001",
month = "August",
url = "http://www.math.auc.dk/~jm/jump10.ps",
email ="jm@math.auc.dk",
}
@TechReport{berthelsenmoller:1101,
author = "Kasper K. Berthelsen and Jesper Møller",
title = "A primer on perfect simulation for spatial point processes",
institution = "Aalborg University",
year = "2001",
month = "November",
url = "http://www.math.auc.dk/~jm/primer.perfect.ps",
email ="jm@math.auc.dk",
}
@TechReport{berzuinibestgilkslarizza:0996,
author = "Berzuini, C., Best, N.G., Gilks, W.R. and Larizza, C.",
title = "Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods",
institution = "Universita' di Pavia",
year = "1996",
month = "September",
url = "http://www.mrc-bsu.cam.ac.uk/pub/publications/wally_gilks/dgm.ps.gz",
absturl = "http://www.mrc-bsu.cam.ac.uk/pub/publications/wally_gilks/dgm.abstract.ps",
}
@TechReport{besag:0900,
author = "Julian Besag",
title = "Markov chain Monte Carlo for statistical inference",
institution = "University of Washington, Seattle, USA",
year = "2000",
month = "September",
url = "http://www.csss.washington.edu/Papers/wp9.ps",
email ="julian@stat.washington.edu",
}
@TechReport{besaggreenhigdonmengersen:1194,
author = "Besag, J., Green, P.J., Higdon, D. and Mengersen, K.",
title = "Bayesian Computation and Stochastic Systems",
institution = "University of Washington, USA",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/besaggreenhigdonmengersen:94.html",
note="Appeared",
}
@TechReport{besaghigdon:0397,
author = "Besag, Julian and Higdon, David",
title = "Bayesian Analysis of Agricultural Field Experiments",
institution = "University of Washington, USA",
year = "1997",
month = "March",
url = "ftp://ftp.isds.duke.edu/pub/WorkingPapers/97-07.ps",
email ="julian@stat.washington.edu",
}
@TechReport{bielzamullerinsua:0696,
author = "Bielza, C., Muller, P. and Insua, D.R.",
title = "Monte Carlo Methods for Decision Analysis with Applications to Influence Diagrams",
institution = "Madrid technical University, Spain",
year = "1996",
month = "June",
url = "ftp://ftp.isds.duke.edu/pub/WorkingPapers/96-07.ps",
}
@TechReport{billiomonfortrobert:0598,
author = "M. Billio, A. Monfort and C.P. Robert",
title = "The Simulated Likelihood ratio (SLR) Method",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "May",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/SLR.ps.gz",
email ="robert@ensae.fr",
}
@TechReport{billiomonfortrobert:1196,
author = "M. Billio, A. Monfort and C.P. Robert",
title = "Bayesian Estimation of Switching ARMA Models and Consequences on ML Estimation",
institution = "CREST, INSEE, Paris",
year = "1996",
month = "November",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/Swarma.ps.gz",
email ="robert@ensae.fr",
}
@TechReport{blaauwchristen:1004,
author = "Maartenh Blaauw, J Andres Christen",
title = "Radiocarbon peat chronologies and environmental change",
institution = "CIMAT, Mexico",
year = "2004",
month = "October",
url = "http://www.cimat.mx/~jac/papers/BlaauwChristen.ps.gz",
email ="jac@cimat.mx",
}
@TechReport{blackwellmoller:0802,
author = "Paul G. Blackwell and Jesper Moller",
title = "Bayesian analysis of deformed tessellation models",
institution = "University of Sheffield",
year = "2002",
month = "August",
url = "http://www.math.auc.dk/~jm/deformedtesselation.ps.gz",
email ="jm@math.auc.dk",
}
@TechReport{bortotcolessisson:0105,
author = "P. Bortot, S. G. Coles and S. A. Sisson",
title = "Inference for Stereological Extremes",
institution = "University of Bologna",
year = "2005",
month = "January",
url = "http://web.maths.unsw.edu.au/~scott/papers/paper_stereo.pdf",
absturl = "http://web.maths.unsw.edu.au/~scott/papers/paper_stereo_abs.shtml",
email ="Scott.Sisson@unsw.edu.au",
}
@TechReport{bottolodellaportasconsonnilijoi:0402,
author = "Bottolo P., Dellaportas P., Consonni G. and Lijoi A. ",
title = "Bayesian analysis of extreme values by mixture modelling",
institution = "University of Pavia",
year = "2002",
month = "April",
url = "http://www.stat-athens.aueb.gr/~ptd/bayes_extremes.zip",
email ="lbottolo@eco.unipv.it",
}
@TechReport{brewer:0698,
author = "Brewer, M.J.",
title = "A Model-Based Approach for Variable Bandwidth Selection in Kernel Density Estimation",
institution = "Department of MSOR, University of Exeter, UK",
year = "1998",
month = "June",
url = "http://www.maths.ex.ac.uk/~mjbrewer/research/98_1.ps",
absturl = "http://www.maths.ex.ac.uk/~mjbrewer/research/abstract98_1.html",
email ="M.J.Brewer@exeter.ac.uk",
}
@TechReport{breweraitkentalbot:1294,
author = "Brewer, M.J., Aitken, C.G.G. and Talbot, M.",
title = "A Comparison of Hybrid Strategies for Gibbs Sampling in Mixed Graphical Models",
institution = "University of Aberdeen",
year = "1994",
month = "December",
url = "http://www.maths.ex.ac.uk/~mjbrewer/research/papers/paper96_1.ps",
absturl = "http://www.maths.ex.ac.uk/~mjbrewer/research/papers/abstract96_1.ps",
}
@TechReport{breyerroberts:0498,
author = "L.A. Breyer and G.O. Roberts",
title = "From Metropolis to Diffusions: Gibbs States and Optimal Scaling",
institution = "Statistical Laboratory, Cambridge.",
year = "1998",
month = "April",
url = "http://web.mat.uniroma3.it/users/breyer/preprints/scaling.ps",
email ="breyer@matrm3.mat.uniroma3.it",
}
@TechReport{brittononeil:0800,
author = "T. Britton and P.D. O'Neill",
title = "Statistical inference for stochastic epidemics in populations with network structure",
institution = "University of Nottingham",
year = "2000",
month = "August",
url = "http://www.maths.nott.ac.uk/personal/pdo/network.ps",
email ="pdo@maths.nott.ac.uk",
}
@TechReport{brixmoller:1098,
author = "Anders Brix, Jesper Møller",
title = "Space-time multi type log Gaussian Cox processes with a view to
modelling weed data",
institution = "Royal Veterinary and Agricultural University",
year = "1998",
month = "October",
url = "http://www.biostat.ku.dk/~abx/publications/lgcp.ps",
email ="abx@biostat.ku.dk",
}
@TechReport{brooks:0297,
author = "Brooks, S.P.",
title = "MCMC Convergence Diagnosis via Multivariate Bounds on Log-Concave Densities",
institution = "University of Bristol",
year = "1997",
month = "February",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/bro97a.html",
email= "steve@statslab.cam.ac.uk",
note="Appeared",
}
@TechReport{brooks:0597,
author = "Brooks, S.P.",
title = "Quantitative Convergence Diagnosis for MCMC via CUSUMS",
institution = "University of Bristol",
year = "1997",
month = "May",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/bro96b.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/bro96b.html",
email= "steve@statslab.cam.ac.uk",
}
@techreport{brooks:0698,
author="Brooks, S.P.",
title="Bayesian Analysis of Animal Abundance Data via MCMC",
institution="University of Bristol",
year="1998",
month="June",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/bro98a.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/bro98a.html",
email= "steve@statslab.cam.ac.uk",
}
@techreport{brooks:0799,
author="Brooks, S.P.",
title="On Bayesian Analyses and Finite Mixture Models for Proportions (Revision)",
institution="University of Surrey",
year="1999",
month="July",
url="http://www.statslab.cam.ac.uk/~steve/mypapers/bro98b2.ps",
absturl="http://www.statslab.cam.ac.uk/~steve/mypapers/bro98b.html",
email= "steve@statslab.cam.ac.uk",
}
@TechReport{brooks:0897,
author = "Brooks, S.P.",
title = "Markov Chain Monte Carlo and its Application",
institution = "University of Bristol",
year = "1997",
month = "July",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/bro97b.html",
email= "steve@statslab.cam.ac.uk",
note = "Appeared",
}
@TechReport{brooksdellaportasroberts:0396,
author = "Brooks, S.P., Dellaportas, P. and Roberts, G.O.",
title = "An Approach to Diagnosing Total Variation Convergence of MCMC Algorithms",
institution = "University of Cambridge",
year = "1996",
month = "March",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brodr96.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brodr96.html",
email= "steve@statslab.cam.ac.uk",
}
@TechReport{brooksfanrosenthal:0502,
author = "Brooks, S.P., Fan, Y. and Rosenthal, J.S.",
title = "Perfect Forward Simulation via Simulated Tempering",
institution="University of Cambridge",
year = "2002",
month = "May",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brofr02.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brofr02.html",
email="steve@statslab.cam.ac.uk",
}
@techreport{brooksfriel:1001,
author = "Brooks, S.P. and Friel, N.",
title = "Classical Model Selection via Simulated Annealing",
institution="University of Cambridge",
year = "2001",
month = "October",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brof01.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brof01.html",
email= "steve@statslab.cam.ac.uk",
}
@techreport{brooksgelman:0698,
author="Brooks, S.P. and Gelman, A.",
title="Some Issues in Monitoring Convergence of Iterative Simulations",
institution="University of Bristol",
year="1998",
month="June",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog98b.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog98b.html",
email= "steve@statslab.cam.ac.uk",
}
@TechReport{brooksgelman:0996,
author = "Brooks, S.P. and Gelman, A.",
title = "General Methods for Monitoring Convergence of Iterative Simulations",
institution = "University of Bristol",
year = "1996",
month = "September",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog96.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog96.html",
email= "steve@statslab.cam.ac.uk",
}
@techreport{brooksgiudici:0199,
author="Brooks, S.P. and Giudici, P.",
title="MCMC Convergence Assessment via Two-Way ANOVA",
institution="University of Bristol",
year="1999",
month="January",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog99.html",
email= "steve@statslab.cam.ac.uk",
}
@techreport{brooksgiudici:0698,
author="Brooks, S.P. and Giudici, P.",
title="Diagnosing Convergence of Reversible Jump MCMC Algorithms",
institution="University of Bristol",
year="1998",
month="June",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog98a.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brog98a.html",
email= "steve@statslab.cam.ac.uk",
}
@TechReport{brooksgiudiciphilippe:0301,
author = "Brooks, S.P., Giudici, P. and Philippe, A.",
title = "Nonparametric Convergence Assessment for MCMC Model Selection",
institution="University of Cambridge",
year = "2001",
month = "March",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brogp01.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brogp01.html",
email="steve@statslab.cam.ac.uk",
}
@techreport{brooksgiudiciroberts:1200,
author="Brooks, S.P., Giudici, P. and Roberts, G.O.",
title="Efficient Construction of Reversible Jump MCMC Proposal Distributions",
institution="University of Cambridge",
year="2000",
month="December",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/brogr00.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/brogr00.html",
email= "steve@statslab.cam.ac.uk",
}
@TechReport{brooksroberts:0297,
author = "Brooks, S.P. and Roberts, G.O.",
title = "On Quantile Estimation and MCMC Convergence",
institution = "University of Bristol",
year = "1997",
month = "February",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/bror97.html",
email= "steve@statslab.cam.ac.uk",
note="Appeared in Biometrika",
}
@TechReport{brooksroberts:0597,
author = "Brooks, S.P. and Roberts, G.O.",
title = "Assessing Convergence of Markov Chain Monte Carlo Algorithms",
institution = "University of Cambridge",
year = "1997",
month = "May",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/bror95a.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/bror95a.html",
email= "steve@statslab.cam.ac.uk",
}
@TechReport{broookscatchpolemorgan:0898,
author="Brooks, S.P., Catchpole, E.A. and Morgan, B.J.T.",
title="Bayesian Animal Survival Estimation",
institution="University of Bristol",
year="1998",
month="August",
url="http://www.statslab.cam.ac.uk/~steve/mypapers/brocm98.ps",
absturl="http://www.statslab.cam.ac.uk/~steve/mypapers/brocm98.html",
email="steve@statslab.cam.ac.uk",
}
@TechReport{bubleydyergreenhilljerrum:0898,
author = "Russ Bubley, Martin Dyer, Catherine Greenhill and Mark Jerrum",
title = "On approximately counting colourings of small degree graphs",
institution = "School of Computer Studies, University of Leeds",
year = "1998",
month = "August",
url = "http://www.scs.leeds.ac.uk/rand/psfiles/jcol_comp.ps",
email ="csg@scs.leeds.ac.uk",
}
@TechReport{bucksahu:1199,
author = "Buck, C. E. and Sahu, S.K.",
title = "Bayesian Models for Relative Archaeological
Chronology Building",
institution = "Cardiff University",
year = "1999",
month = "November",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/arch.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/arch.html",
email = "S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{burdzykendall:0598,
author = "Krzysztof Burdzy and Wilfrid S. Kendall",
title = "Efficient Markovian couplings: examples and counterexamples",
institution = "Department of Mathematics, University of Washington, Box 354350, Seattle, WA 98195-4350, USA",
year = "1998",
month = "May",
url = "http://www.warwick.ac.uk/statsdept/Staff/WSK/papers/331.ps.gz",
absturl = "http://www.warwick.ac.uk/statsdept/Staff/WSK/abstracts.html#331",
email ="burdzy@math.washington.edu",
}
@TechReport{cai:0397,
author = "Cai, H.",
title = "A Note on an Exact Sampling Algorithm and Metropolis-Hastings Markov Chains",
institution = "University of Missouri-St. Louis, USA",
year = "1997",
month = "March",
url = "ftp://ftp.umsl.edu/pub/cai/sample.ps",
email ="cai@arch.umsl.edu",
}
@TechReport{cai:0498,
author = "Haiyan Cai",
title = "Cluster Algorithms for Spatial Point Processes with Symmetric and Shift In
variant Interactions",
institution = "University of Missouri-St. Louis",
year = "1998",
month = "April",
url = "ftp://ftp.umsl.edu/pub/cai/cluster.ps",
email ="cai@math.umsl.edu",
}
@TechReport{cai:0999,
author = "Haiyan Cai",
title = "Exact Sampling Using Auxiliary Variables",
institution = "University of Missouri, St. Louis",
year = "1999",
month = "September",
url = "ftp://ftp.umsl.edu/pub/cai/esample-asa.ps",
note = "(To Appear in Statistical Computing Section of ASA Proceedings, 1999.)",
email ="cai@math.umsl.edu",
}
@TechReport{cai:1197,
author = "Haiyan Cai",
title = "Exact Bound for the Convergence of Metropolis Chains",
institution = "University of Missouri - St. Louis",
year = "1997",
month = "November",
url = "ftp://ftp.umsl.edu/pub/cai/convergence.ps",
email ="cai@arch.cs.umsl.edu",
}
@TechReport{cappeguillinmarinrobert:1202,
author = "Cappe, O, Guillin, A., Marin, J.M., and Robert, C.P.",
title = "Population Monte Carlo",
institution = "CNRS, ENST, Paris",
year = "2002",
month = "December",
url = "http://www.ceremade.dauphine.fr/CMD/preprints02/0234ihp1015.ps",
email ="cappe@tsi.enst.fr",
}
@TechReport{capperobertryden:1202,
author = "Olivier Cappe, Christian Robert and Tobias Ryden",
title = "Reversible jump MCMC converging to birth-and-death MCMC and more general continuous time samplers (revised)",
institution = "CNRS / ENST, Paris",
year = "2002",
month = "December",
url = "http://www.tsi.enst.fr/~cappe/ctrj_mix/index.html",
email ="cappe@tsi.enst.fr",
note="Appeared in JRSS Series B. 65, 679-700",
}
@TechReport{carlin:94,
author = "Carlin, B.P.",
title = "Hierarchical Longitudinal Modelling with Application to HIV Progression",
institution = "University of Minnesota, USA",
year = "1994",
month = " ",
url = "ftp://muskie.biostat.umn.edu/pub/1993/rr93-011.ps.Z",
}
@TechReport{carlinchib:94,
author = "Carlin, B.P. and Chib, S.",
title = "Bayesian Model Choice via MCMC",
institution = "University of Minnesota, USA",
year = "1994",
month = " ",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/carlinchib:94.html",
note = "Appeared",
}
@TechReport{carpenterclifforfearnhead:0199,
author = "James Carpenter, Peter Clifford and Paul Fearnhead",
title = "Building Robust Simulation-based Filters for Evolving Data Sets",
institution = "Statistics Department, Oxford University",
year = "1999",
month = "January",
url = "http://www.stats.ox.ac.uk/pub/clifford/Particle_Filters/jj.ps.gz",
absturl = "http://www.stats.ox.ac.uk/pub/clifford/Particle_Filters/jj.Abstract.html",
email ="clifford@stats.ox.ac.uk",
}
@TechReport{carterkohn:0496,
author = "Carter, C.K. and Kohn, R.",
title = "Markov Chain Monte Carlo in Conditionally Gaussian State Space Models",
institution = "University of New South Wales",
year = "1996",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/indicator.ps.gz",
}
@TechReport{carterkohn:0898,
author = "C.K. Carter and R.Kohn",
title = "Block Sampling for Markov Random Fields ",
institution = "Hong Kong University of Science and Technology ",
year = "1998",
month = "August",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/mrf.ps",
absturl = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/Abstracts.html#97-003",
email ="R.Kohn@unsw.edu.au ",
}
@TechReport{casarina:0204,
author = "Casarin, R.",
title = "Bayesian Inference for Generalised Markov Swithcing Stochastic Volatility Models",
institution = "CEREMADE, Universite Paris Dauphine",
year = "2004",
month = "February",
url = "http://www.ceremade.dauphine.fr/CMD/preprints04/0414.pdf",
email ="casarin@ceremade.dauphine.fr",
}
@TechReport{casarinb:0204,
author = "Casarin, R.",
title = "Bayesian Monte Carlo Filtering for Stochastic Volatility Models",
institution = "CEREMADE, Universite Paris Dauphine",
year = "2004",
month = "February",
url = "http://www.ceremade.dauphine.fr/CMD/preprints04/0415.pdf",
email ="casarin@ceremade.dauphine.fr",
}
@TechReport{casarintrecroci:0306,
author = "R. Casarin and C. Trecroci",
title = "Business Cycle and Stock Market Volatility: A Particle Filter Approach",
institution = "CEREMADE, Universite Paris Dauphine",
year = "2006",
month = "March",
url = "http://www.ceremade.dauphine.fr/preprints/CMD/2006-10.pdf",
email ="casarin@ceremade.dauphine.fr",
}
@TechReport{casellamengersenroberttitterington:1000,
author = "G. Casella, K.L. Mengersen, C.P. Robert and D.M. Titterington",
title = "Perfect Slice Samplers for Mixtures of Distributions - revised",
institution = "Florida State University, Gainesville, Florida",
year = "2000",
month = "October",
url = "http://www.ceremade.dauphine.fr/~xian/perfmix.ps.gz",
email ="casella@stat.ufl.edu",
}
@TechReport{casellarobert:0696,
author = "Casella, G. and Robert, C.P.",
title = "Post-Processing Accept-Reject Samples: Recycling and Rescaling",
institution = "Cornell University, USA",
year = "1998",
month = "June",
absturl = "http://www.amstat.org/publications/jcgs/abstracts98/casella.html",
note = "Appeared in JCGS",
}
@TechReport{casellarobert:1194,
author = "Casella, G. and Robert, C.P.",
title = "Rao-Blackwellisation of Sampling Schemes",
institution = "Cornell University, USA",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/casellarobert:1194.html",
note="Appeared",
}
@TechReport{casellarobertwells:1100,
author = "Casella, G., Robert, C.P. and Wells, M.T.",
title = "Rao-Blackwellization of Generalized Accept-Reject Schemes",
institution = "Florida State University, Gainsville, USA",
year = "2000",
month = "November",
url = "http://www.ceremade.dauphine.fr/~xian/crw1108.ps.gz",
email ="casella@stat.ufl.edu",
}
@TechReport{castelloezimmerman:0202,
author = "Castelloe, J.M. and Zimmerman, D.L.",
title = "Convergence Assessment for Reversible Jump MCMC Samplers",
institution = "SAS Institute",
year = "2002",
month = "February",
url = "http://www.stat.uiowa.edu/techrep/tr313.ps",
absturl = "http://www.jmcastelloe.net/pubs/JMCConvDiagTr313.html",
email ="john.castelloe@sas.com",
}
@TechReport{celeuxhurnrobert:0299,
author = "G. Celeux, M. Hurn, C.P. Robert",
title = "Computational and inferential difficulties with mixture posterior distributions",
institution = "INRIA Rhone-Alpes, Grenoble, France",
year = "1999",
month = "February",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/temper.ps.gz",
email ="celeux@imag.fr",
}
@TechReport{celeuxmarinrobert:1003,
author = "G. Celeux, J.M. Marin and C.P. Robert",
title = "Iterated Importance Sampling in Missing Data Problems",
institution = "INRIA, Orsay",
year = "2003",
month = "October",
url = "http://www.ceremade.dauphine.fr/CMD/preprints03/0326-cmr03.pdf",
email ="gilles.celeux@inria.fr",
}
@TechReport{cemgilkappen:0203,
author = "Cemgil, A. T. and Kappen, H. J.",
title = "Monte Carlo Methods for Tempo Tracking and Rhythm Quantization",
institution = "University of Nijmegen",
year = "2003",
month = "February",
url = "http://www.mbfys.kun.nl/~cemgil/papers/cemgil03a.ps",
absturl = "http://www.mbfys.kun.nl/~cemgil/papers-bib.html#cemgil:jair02",
email ="cemgil@snn.kun.nl",
}
@TechReport{chauveaudiebolt:1198,
author = "D. Chauveau and J. Diebolt",
title = "An Automated Stopping Rule for MCMC Convergence Assessment",
institution = "Universite Marne la Vallee",
year = "1998",
month = "November",
url = "http://www-math.univ-mlv.fr/~chauveau/CLTasr.ps.gz",
absturl = "http://www-math.univ-mlv.fr/~chauveau/CLTasr_ab.html",
email ="chauveau@math.univ-mlv.fr",
}
@TechReport{chauveauvandekerkhove:0999,
author = "Chauveau, D. and Vandekerkhove, P.",
title = "Improving convergence of the Hastings-Metropolis Algorithm with a learning proposal",
institution = "Universite Marne la Vallee",
year = "1999",
month = "September",
url = "http://math.univ-mlv.fr/~chauveau/HMLP.ps.gz",
absturl = "http://math.univ-mlv.fr/~chauveau/HMLP_ab.html",
email ="chauveau@math.univ-mlv.fr",
}
@TechReport{chen:0701,
author = "Mu-Fa Chen",
title = "Explicit criteria for several types of ergodicity",
institution = "Department of Mathematics, Beijing Normal University",
year = "2001",
month = "July",
url = "http://www.bnu.edu.cn/~chenmf/files/Paper80.ZIP",
email ="mfchen@bnu.edu.cn",
}
@Techreport{chen:1096,
author = "Chen, M-H.",
title = "Markov Chain Monte Carlo Sampling for Evaluating Multidimensional Integrals with Application to Bayesian Computation",
institution = "Worcester Polytechnic Institute, USA",
year = "1996",
month = "October",
url = "http://www.wpi.edu/~mhchen/asaproc96.ps",
email = "mhchen@WPI.EDU",
}
@TechReport{chenliu:1199,
author = "Rong Chen and Jun S. Liu",
title = "Mixture Kalman Filter",
institution = "Department of Information and Decision Sciences,The University of Illinois at Chicago ",
year = "1999",
month = "November",
url = "http://www-stat.stanford.edu/~jliu/TechRept/99folder/mkf.ps.gz",
email ="jliu@stat.stanford.edu",
}
@Techreport{chenshao1:1096,
author = "Chen, M-H. and Shao, Q-M.",
title = "Estimating Ratios of Normalising Constants for Densities with Different Dimensions",
institution = "Worcester Polytechnic Institute, USA",
year = "1996",
month = "October",
url = "http://www.wpi.edu/~mhchen/normc1.ps",
email = "mhchen@WPI.EDU",
}
@Techreport{chenshao2:1096,
author = "Chen, M-H. and Shao, Q-M.",
title = "Monte Carlo Methods on Bayesian Analysis of Constrained Parameter Problems with Normalising Constants",
institution = "Worcester Polytechnic Institute, USA",
year = "1996",
month = "October",
url = "http://www.wpi.edu/~mhchen/normc2.ps",
email = "mhchen@WPI.EDU",
}
@TechReport{chenshao:0898,
author = "Chen, M.-H. and Shao, Q.-M.",
title = "Monte Carlo Estimation of Bayesian Credible and HPD Intervals",
institution = "Worcester Polytechnic Institute",
year = "1998",
month = "August",
url = "http://www.wpi.edu/~mhchen/hpd_jcgs.ps.Z",
email ="mhchen@wpi.edu",
}
@TechReport{chernozhukovhong:0603,
author = "Victor Chernozhukov and Han Hong",
title = "An MCMC Approach to Classical Estimation",
institution = "MIT, Cambridge, USA",
year = "2003",
month = "June",
url = "http://www.mit.edu/~vchern/ch_qbe.pdf",
absturl = "http://www.mit.edu/~vchern/chqbe.html",
email ="vchern@mit.edu",
}
@Techreport{chib:0195,
author = "Chib, S.",
title = "Marginal Likelihood from the Gibbs Output",
institution = "Washington University, USA",
year = "1995",
month = "January",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/chib:0195.html",
note = " Appeared",
}
@TechReport{chibcarlin:0997,
author = "Siddhartha Chib and Bradley P. Carlin",
title = "On MCMC Sampling in Hierarchical Longitudinal Models",
institution = "Washington University, St Louis",
year = "1997",
month = "September",
note=" Appeared in Statistics and Computing (1999) 9 17-26.",
email ="chib@simon.wustl.edu",
}
@TechReport{chibgreenberg:94,
author = "Chib, S. and Greenberg, E.",
title = "Understanding the Metropolis Hastings Algorithm",
institution = "Olin School of Business, Univ. of Washington, USA",
year = "1994",
month = " ",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/chibgreenberg:94.html",
note = "Appeared",
}
@TechReport{chipmangeorgemcculoch:0497,
author = "Chipman, H., George E.I. and McCulloch, R.",
title = "Bayesian CART Model Search",
institution = "University of Texas, Austin",
year = "1997",
month = "April",
url = "http://gsbrem.uchicago.edu/Papers/cart.ps",
absturl = "http://gsbrem.uchicago.edu/Papers/cart-abs.html",
}
@TechReport{chopin:1105,
author = "Chopin, N.",
title = "Sequential Monte Carlo for estimation and state number determination in hidden Markov models",
institution = "Bristol University",
year = "2005",
month = "November",
url = "http://www.stats.bris.ac.uk/~manxac/shmm2.pdf",
email ="nicolas.chopin@bristol.ac.uk",
}
@TechReport{chopin:0904,
author = "Nicolas Chopin",
title = "Dynamical detection of change points in long time series",
institution = "University of Bristol",
year = "2004",
month = "September",
url = "http://www.stats.bris.ac.uk/~manxac/chopin_changepoints.ps",
email ="nicolas.chopin@bris.ac.uk",
}
@TechReport{chopin:0202,
author = "Nicolas CHOPIN",
title = "Sequential inference and state number determination for discrete state-space models through particle filtering",
institution = "CREST-ENSAE, Paris",
year = "2002",
month = "February",
url = "http://www.crest.fr/pageperso/ls/chopin/sisnd.ps",
email ="chopin@ensae.fr",
}
@TechReport{chopin:1200,
author = "Chopin, N.",
title = "A sequential particle filter for static models",
institution = "Laboratoire de Statistique, CREST, INSEE, Paris.",
year = "2000",
month = "December",
url = "ftp://ftp.crest.fr/pub/crest/chopin/spfsm_nc.ps",
absturl = "ftp://ftp.crest.fr/pub/crest/chopin/spfsm_abstract_nc.ps",
email ="chopin@ensae.fr",
}
@TechReport{craiurosenthal:0808,
author = "Radu V. Craiu and Jeffrey Rosenthal and Chao Yang",
title = "Learn From Thy Neighbor: Parallel-Chain Adaptive",
institution = "University of Toronto",
year = "2008",
month = "August",
url = "http://probability.ca/jeff/ftpdir/chao4.pdf",
email ="craiu@utstat.toronto.edu",
}
@TechReport{christen:0800,
author = "Ole F. Christensen, Jesper Møller and Rasmus P. Waagepetersen",
title = "Geometric ergodicity of Metropolis-Hastings algorithms for conditional simulation in ge
neralised linear mixed models",
institution = "Department of Mathematical Sciences, Aalborg University",
year = "2000",
month = "August",
url = "http://www.math.auc.dk/~olefc/publ/geom_erg11.ps",
email ="olefc@math.auc.dk",
}
@TechReport{christensen:0600,
author = "Christensen, O. F., Møller, J., and Waagepetersen, R.",
title = "Analysis of spatial data using generalized linear mixed models and Langevin-type Markov chain Monte Carlo",
institution = "Department of Mathematics, Aalborg University",
year = "2000",
month = "June",
url = "http://www.math.auc.dk/~rw/Papers/analysis5.ps",
email ="rw@math.auc.dk",
}
@TechReport{christensen:0901,
author = "Ole F. Christensen",
title = "Monte Carlo maximum likelihood in model-based geostatistics",
institution = "Aalborg University",
year = "2001",
month = "September",
url = "http://www.math.auc.dk/~olefc/publ/skrive3.ps",
email ="olefc@math.auc.dk",
}
@TechReport{christensenrobertsrosenthal:0203,
author = "Ole F. Christensen, Gareth O. Roberts, and Jeffrey S. Rosenthal",
title = "Scaling Limits forthe Transient Phase of Local Metropolis-Hastings Algorithms",
institution = "University of Lancaster",
year = "2003",
month = "February",
url = "http://probability.ca/jeff/ftpdir/determ.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{christensotovides:0300,
author = "J. A. Christen, A. Medrano-Soto and J. Collado-Vides",
title = "Bayesian clustering and prediction in heterogeneous data bases using multivariate mixtures",
institution = "Instituto de Matematicas, Campus Morelia, UNAM",
year = "2000",
month = "March",
url = "http://www.cimat.mx/~jac/papers/baycluss.ps.gz",
email ="jac@cimat.mx",
}
@TechReport{clancyoneill:0902,
author = "Damian Clancy and Philip D. O'Neill",
title = "Perfect simulation for stochastic models of epidemics among a community of households",
institution = "University of Liverpool",
year = "2002",
month = "September",
url = "http://www.maths.nott.ac.uk/personal/pdo/perf_dc_pdo.ps",
absturl = "http://www.maths.nott.ac.uk/personal/pdo/pap_abs.html#dc_pdo_perf",
email ="pdo@maths.nott.ac.uk",
}
@TechReport{cliffordnicholls:1195,
author = "Clifford, P. and Nicholls, G.",
title = "A Metropolis Sampler for the Reconstruction of Polygonal Images",
institution = "University of Oxford",
year = "1995",
month = "November",
url = "ftp://markov.stats.ox.ac.uk/pub/clifford/met_poly.ps.Z",
absturl = "http://www.stats.ox.ac.uk/~clifford/papers/met_poly.html",
}
@TechReport{coopertweedie:0700,
author = "W.L. Cooper and R.L. Tweedie ",
title = "Perfect Simulation of an Inventory Model for Perishable Products",
institution = "University of Minnesota",
year = "2000",
month = "July",
url = "http://www.biostat.umn.edu/~tweedie/documents/invent.ps",
email ="tweedie@biostat.umn.edu",
}
@TechReport{corcorantweedie:0198,
author = "Jem Corcoran and Richard Tweedie",
title = "Perfect Sampling of Harris Recurrent Markov Chains",
institution = "Colorado State University",
year = "1998",
month = "January",
url = "http://www.stat.colostate.edu/~tweedie/documents/del8.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{corcorantweedie:0298,
author = "J.N. Corcoran and R.L. Tweedie",
title = "Perfect Sampling from Independent Metropolis-Hastings Chains",
institution = "Colorado State University",
year = "1998",
month = "February",
url = "http://www.stat.colostate.edu/~tweedie/documents/HM2.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{cowlescarlin:0595,
author = "Cowles, M.K. and Carlin, B.P.",
title = "Markov Chain Monte Carlo Convergence Diagnostics: A Comparative Review",
institution = "University of Minnesota, Div. of Biostatistics, USA",
year = "1995",
month = "May",
url = "ftp://muskie.biostat.umn.edu/pub/1994/rr94-008.ps.Z",
}
@TechReport{cowlesrobertsrosenthal:1297,
author = "M.K. Cowles, G.O. Roberts, and J.S. Rosenthal",
title = "Possible biases induced by MCMC convergence diagnostics",
institution = "University of Iowa",
year = "1997",
month = "December",
url = "http://probability.ca/jeff/ftpdir/bias.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{cowlesrosenthal:0696,
author = "Cowles, M.K. and Rosenthal, J.S.",
title = "A Simulation Approach to Convergence Rates for Markov Chain Monte Carlo",
institution = "Harvard School of Public Health",
year = "1996",
month = "June",
url = "http://probability.ca/jeff/ftpdir/bins.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{craiunarzo:0309,
author = "Radu V. Craiu and Antonio Di Narzo",
title = "A Mixture-Based Approach to Regional Adaptation",
institution = " University of Toronto and University of Bologna",
year = "2009",
month = "March",
url = "http://www.utstat.toronto.edu/craiu/Papers/craiu-dinarzo.pdf",
email ="craiu@utstat.toronto.edu",
}
@TechReport{crisandoucet:1100,
author = "Dan Crisan and Arnaud Doucet",
title = "Convergence of Sequential Monte Carlo Methods",
institution = "Cambridge University",
year = "2000",
month = "November",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/tr381.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{defreitasniranjangeedoucet:0898,
author = "Nando de Freitas, Mahesan Niranjan, Andrew Gee and Arnaud Doucet ",
title = "Sequential Monte Carlo
Methods for Optimisation of Neural Network Models",
institution = "Cambridge University",
year = "1998",
month = "August",
url = "ftp://svr-ftp.eng.cam.ac.uk/pub/reports/freitas_tr328.ps.gz",
absturl = "http://svr-www.eng.cam.ac.uk/reports/abstracts/freitas_tr328.html",
email ="jfgf@eng.cam.ac.uk",
}
@TechReport{dejongshepard:1294,
author = "DeJong, P. and Shephard, N.",
title = "The Simulation Smoother for Time Series Models",
institution = "University of British Columbia, Canada.",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/dejongshepard:94.html",
note="Appeared",
}
@TechReport{dellaportasforster:0496,
author = "Dellaportas, P. and Forster, J.",
title = "Markov Chain Monte Carlo Model Determination for Hierarchical and Graphic
al Log-Linear Models",
institution = "Athens University of Economics, Greece",
year = "1996",
month = "April",
url = "http://www.maths.soton.ac.uk/staff/JJForster/Papers/MCMCloglin.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/JJForster/Papers/MCMCloglin.html",
}
@TechReport{dellaportasforsterntzoufras:1097,
author = " P. Dellaportas, J.J. Forster and I.Ntzoufras",
title = "On Bayesian Model and Variable Selection Using MCMC",
institution = "Athens University of Economics and Business",
year = "1997",
month = "October",
url = "http://stat-athens.aueb.gr/~ptd/gvs.ps",
email ="petros@aueb.gr",
}
@TechReport{dellaportaspapageorgiou:0704,
author = "Dellaportas P. and Papageorgiou I.",
title = "Multivariate mixtures of normals with unknown number of components",
institution = "Department of Statistics, Athens University of Economics and Business, Athens, Greece.",
year = "2004",
month = "July",
url = "http://www.stat-athens.aueb.gr/~ptd/finmix.pdf",
email ="petros@aueb.gr",
}
@TechReport{dellaportastarantola:0503,
author = "Dellaportas Petros and Claudia Tarantola",
title = "Categorical data squashing by combining factor levels",
institution = "Athens university of Economics and Business and University of Pavia",
year = "2003",
month = "May",
url = "http://economia.unipv.it/docs/dipeco/quad/ps/q153.pdf",
absturl = "http://economia.unipv.it/eco-pol/abs/abs153.html",
email ="claudia.tarantola@unipv.it",
}
@TechReport{delmoraldoucet:0103,
author = "Pierre Del Moral and Arnaud Doucet",
title = "Sequential Monte Carlo Samplers",
institution = "Cambridge University, UK.",
year = "2003",
month = "January",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/delmoral_doucet_smcsamplers_tr443.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{delmoraldoucet:1202,
author = "Pierre Del Moral and Arnaud Doucet",
title = "On a Class of Genealogical and Interacting Metropolis Models",
institution = "University of Cambridge",
year = "2002",
month = "December",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/delmoral_doucet_interactionMH_seminarproba2003.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{delmoraldoucetjasra:0106,
author = "Pierre Del Moral, Arnaud Doucet and Ajay Jasra",
title = "Sequential Monte Carlo Samplers",
institution = "University of British Columbia, Canada",
year = "2006",
month = "January",
url = "http://www.cs.ubc.ca/~arnaud/delmoral_doucet_jasra_smcsamplers_jrssb.pdf",
email ="arnaud@stat.ubc.ca",
}
@TechReport{denison:0997,
author = "Denison, DGT",
title = "Simulation Based Bayesian Nonparametric Regression Methods (PhD Thesis)",
institution = "Imperial College, London",
year = "1997",
month = "September",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/thesis.ps.gz",
email ="d.denison@ic.ac.uk",
note="Large file",
}
@TechReport{denisonholmes:0699,
author = "DGT Denison, CC Holmes",
title = "Bayesian partitioning for estimating disease risk",
institution = "Imperial College, London",
year = "1999",
month = "June",
url = "http://www.ma.ic.ac.uk/~dgtd/countbpm.ps.gz",
email ="d.denison@ic.ac.uk",
}
@TechReport{denisonmallick:0997,
author = "Denison, DGT, BK Mallick",
title = "A Nonparametric Approach to Modelling Nonlinear Time Series",
institution = "Imperial College, London",
year = "1997",
month = "September",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/time.ps.gz",
email ="d.denison@ic.ac.uk",
}
@TechReport{denisonmallicksmith:1196,
author = "Denison, DGT, BK Mallick and AFM Smith",
title = "Bayesian MARS",
institution = "Imperial College, London",
year = "1996",
month = "October",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/mars.ps.gz",
email ="d.denison@ic.ac.uk",
}
@TechReport{denisonmallicksmitha:0497,
author = "Denison, D.G.T., Mallick, B.K. and Smith, A.F.M.",
title = "A Bayesian CART Algorithm",
institution = "Imperial College, London",
year = "1997",
month = "April",
url="http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/cart.ps.gz",
email = "d.denison@ic.ac.uk",
}
@TechReport{denisonmallicksmithb:0396,
author = "Denison, D.G.T., Mallick, B.K. and Smith, A.F.M.",
title = "Automatic Bayesian Curve Fitting",
institution = "Imperial College, London",
year = "1996",
month = "March",
email = "d.denison@ic.ac.uk",
note="To Appear in JRSS B",
}
@TechReport{diaconisholmesneal:0697,
author = "Diaconis, P., Holmes, S, and Neal, R. M.",
title = "Analysis of a Non-Reversible Markov Chain Sampler",
institution = "Cornell University",
year = "1997",
month = "June",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/nonrev.ps.Z",
absturl = "http://www.cs.utoronto.ca/~radford/nonrev.abstract.html",
email ="radford@cs.utoronto.ca",
}
@TechReport{dosshufferlawson:0796",
author = "Doss, H., Huffer, F. and Lawson, L.",
title = "Bayesian Nonparametric Estimation via Gibbs Sampling for Coherent Systems with Redundancy",
institution = "Florida State University",
year = "1996",
month = "July",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/dosshufferlawson:0796.html",
note = "Appeared",
}
@TechReport{dossnarasimhan:0796",
author = "Doss, H. and Narasimhan, B.",
title = "Bayesian Poisson Regression using the Gibbs Sampler: Sensitivity Analysis through Dynamic Graphics",
institution = "Ohio State University",
year = "1996",
month = "July",
url = "http://stat.ohio-state.edu/~doss/bpois.ps.gz",
}
@TechReport{diasgamerman:0200,
author = "Dias, R. and Gamerman, D.",
title = "A Bayesian approach to hybrid splines non-parametric regression",
institution = "University of Campinas, IMECC and Federal university of Rio de Janeiro",
year = "2000",
month = "February",
url = "http://www.stat.berkeley.edu/~dias/rp.html",
email ="dias@stat.berkeley.edu",
}
@TechReport{douccappemoulinesrobert:0399,
author = "R. Douc, O. Cappe, E. Moulines and C.P. Robert",
title = "On the Convergence of the Monte Carlo Maximum Likelihood Method for Latent Variable Models",
institution = "Ecole Nationale Supérieure des Télécommunications, Dpt. TSI, 46 rue Barrault, 75634 Paris cedex 13, France",
year = "1999",
month = "March",
url = "http://tsi.enst.fr/~douc/Preprints/paper.ps.gz",
absturl = "http://tsi.enst.fr/~douc/Preprints/abstract.html",
email ="douc@tsi.enst.fr",
}
@TechReport{doucguillinmarinrobert:0705,
author = "Douc, R., Guillin, A., Marin, J.-M., Robert, C.P.",
title = "Minimum variance importance sampling via population Monte Carlo",
institution = "CMAP, Ecole Polytechnique, Palaiseau",
year = "2005",
month = "July",
url = "http://www.ceremade.dauphine.fr/~xian/dgmr05.pdf",
email ="xian@ceremade.dauphine.fr",
}
@TechReport{doucguillinmarinrobert:0205,
author = "R. Douc, A. Guillin, J.M. Marin and C.P. Robert",
title = "Convergence of adaptive sampling schemes",
institution = "CMAP, Ecole Polytechnique ",
year = "2005",
month = "February",
url = "http://www.ceremade.dauphine.fr/~xian/dgmr.pdf",
email ="douc@cmapx.polytechnique.fr",
}
@TechReport{doucmoulinesrosenthal:0402,
author = "R. Douc, E. Moulines, and J.S. Rosenthal",
title = "Quantitative bounds for geometric convergence rates of Markov Chains",
institution = "CMAP, Ecole Polytechnique",
year = "2002",
month = "April",
url = "http://probability.ca/jeff/ftpdir/inhomogene1403.ps.Z",
email ="douc@cmapx.polytechnique.fr",
}
@TechReport{doucet:0298,
author = "Arnaud Doucet",
title = "On Sequential Simulation-Based Methods for Bayesian Filtering",
institution = "Signal Processing Group, Department of Engineering, University of Cambridge, UK",
year = "1998",
month = "February",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/tr310.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{doucet:1299,
author = "Arnaud Doucet, Neil J. Gordon and Vikram Krishnamurthy",
title = "Particle Filters for State Estimation of Jump Markov Linear Systems",
institution = "Signal Processing Group, Department of Engineering, University of Cambridge, UK",
year = "1999",
month = "December",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/tr359.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{doucetgodsillrobert:0900,
author = "Doucet, A., Godsill, S. and Robert, C.P.",
title = "Marginal Maximum A Posteriori Estimation using Markov Chain Monte Carlo",
institution = "Signal Processing Group, Cambridge University, UK.",
year = "2000",
month = "September",
url = "http://www-sigproc.eng.cam.ac.uk/~ad2/tr375.ps",
email ="ad2@eng.cam.ac.uk",
}
@TechReport{doucfortmoulinessoulier:0103,
author = "Randal Douc, Gersende Fort, Eric Moulines, Philippe Soulier",
title = "Practical drift conditions for subgeometric rates of convergence",
institution = "Ecole Nationale des Telecommunications, Paris, France",
year = "2003",
month = "January",
url = "http://www.tsi.enst.fr/~soulier/171.ps",
email ="soulier@tsi.enst.fr",
}
@TechReport{doucmatias:1099,
author = "R.Douc and C. Matias",
title = "Asymptotics of the Maximum Likelihood Estimator for general Hidden Markov Models",
institution = "Catherine MATIAS, CNRS UMR C 8628. Laboratoire de probabilitis, statistique et modilisation. Bbt 425. Universiti Paris Sud. 91405 Orsay Cedex, France.",
year = "1999",
month = "October",
url = "http://tsi.enst.fr/~douc/Preprints/hmm.ps.gz",
absturl = "http://tsi.enst.fr/~douc/Preprints/abs2.html",
email ="Catherine.Matias@math.u-psud.fr",
}
@TechReport{dyergreenhill:0898,
author = "Martin Dyer and Catherine Greenhill",
title = "On Markov chains for independent sets",
institution = "School of Computer Studies, University of Leeds",
year = "1998",
month = "August",
url = "http://www.scs.leeds.ac.uk/rand/psfiles/ind-sets.ps",
email ="csg@scs.leeds.ac.uk",
}
@TechReport{dyergreenhill:0898,
author = "Martin Dyer and Catherine Greenhill",
title = "A more rapidly mixing Markov chain for graph colourings",
institution = "School of Computer Studies, University of Leeds",
year = "1998",
month = "August",
url = "http://www.scs.leeds.ac.uk/rand/psfiles/colourings.ps",
email ="csg@scs.leeds.ac.uk",
}
@TechReport{dyergreenhill:0898,
author = "Martin Dyer and Catherine Greenhill",
title = "Polynomial-time counting and sampling of two-rowed contingency tables",
institution = "School of Computer Studies, University of Leeds",
year = "1998",
month = "August",
url = "http://www.scs.leeds.ac.uk/rand/psfiles/contingency.ps",
email ="csg@scs.leeds.ac.uk",
}
@TechReport{eberlycasella:0598,
author = "L.E. Eberly and George Casella",
title = "MCMC-generated Bayesian credible intervals in hierarchical models",
institution = "Division of Biostatistics, University of Minnesota, USA",
year = "1998",
month = "May",
url = "ftp://muskie.biostat.umn.edu/pub/1998/rr98-001.ps.Z",
email ="lynn@biostat.umn.edu",
}
@TechReport{ehlersbrooks:1202,
author = "Ehlers, R.S. and Brooks, S.P.",
title = "Efficient Construction of Reversible Jump MCMC Proposals for Autoregressive Time Series Models",
institution="University of Cambridge",
year="2002",
month = "December",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/ehlb02.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/ehlb02.html",
email="steve@statslab.cam.ac.uk",
}
@TechReport{eidsvikrue:0706,
author = "Jo Eidsvik and Havard Rue",
title = "Approximate inference for spatial GLMs",
institution = "Department of Mathematical Sciences, NTNU",
year = "2006",
month = "July",
url = "http://www.math.ntnu.no/preprint/statistics/2006/S2-2006.pdf",
email ="joeid@math.ntnu.no",
}
@TechReport{eidsniktjelmeland:0903,
author = "Jo Eidsvik and HÃ¥kon Tjelmeland",
title = "On directional Metropolis--Hastings algorithms",
institution = "Dept of Mathematical Sciences, Norwegian University of Science and Technology, Norway",
year = "2003",
month = "September",
url = "http://www.math.ntnu.no/~joeid/S6-2003.pdf",
absturl = "http://www.math.ntnu.no/~joeid/S6-2003_abs.pdf",
email ="joeid@math.ntnu.no",
}
@TechReport{elerianchibshephard:0598,
author="Elerian, O., Chib, S. and Shephard, N.",
title="Likelihood inference for discretely observed diffusions",
institution="Nuffield College, Oxford",
year="1998",
month="May",
url="http://www.nuff.ox.ac.uk/economics/papers/1998/w10/euleons.ps",
email="neil.shephard@nuffield.oxford.ac.uk",
note="To appear in Econometrika",
}
@TechReport{eraker:0598,
author = "Bjorn Eraker",
title = "MCMC Analysis of Diffusion Models with Application to Finance",
institution = "Norwegian School of Economics and Business Administration",
year = "1998",
month = "May",
url = "http://www.nhh.no/for/wp/sde_mcmc.pdf",
email ="Bjorn.Eraker@nhh.no",
}
@TechReport{escobarwest:0298,
author = "Michael Escobar and Mike West",
title = "Computing Bayesian Nonparametric Hierarchical Models",
institution = "University of Toronto",
year = "1998",
month = "February",
url = "http://www.utstat.toronto.edu/escobar/memwtk.html",
email ="escobar@utstat.toronto.edu",
}
@TechReport{evansswartz:0896,
author = "Evans, M. and Swartz, T.",
title = "Random Variable Generation Using Concavity Properties of Transformed Densities",
institution = "University of Toronto",
year = "1996",
month = "August",
url = "http://www.utstat.utoronto.ca/mikevans/papers/generator.ps",
}
@TechReport{fahrmeirlang:0299,
author = "Fahrmeir, L., Lang, S.",
title = "Bayesian Inference for Generalized Additive Regression based on Dynamic Models",
institution = "Institut fur Statistik, Universitat Munchen",
year = "1999",
month = "February",
url = "ftp://ftp.stat.uni-muenchen.de/pub/sfb386/paper134.ps.Z ",
email ="lang@stat.uni-muenchen.de",
}
@techreport{fanbrooks:0300,
author="Fan, Y. and Brooks, S.P.",
title="Bayesian Modelling of Prehistoric Corbelled Tombs - Revised",
institution="University of Bristol",
year="2000",
month="March",
url="http://www.statslab.cam.ac.uk/~steve/mypapers/fanb99.html",
email="Yanan.Fan@bris.ac.uk",
}
@TechReport{fanbrooksgelman:0202,
author = "Fan, Y., Brooks, S.P. and Gelman, A.",
title = "Convergence Assessment of Monte Carlo Simulations via the Score Statistic",
institution="University of Kent",
year="2002",
month = "February",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/fanbg02.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/fanbg02.html",
email="steve@statslab.cam.ac.uk",
}
@TechReport{fanpeterssisson:0208,
author = "Yanan Fan, Gareth W. Peters, Scott A. Sisson",
title = "Automating and Evaluating Reversible Jump MCMC Proposal Distributions",
institution = "Department of Mathematics and Statistics University of NSW",
year = "2008",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{fearnhead:0299,
author = "Paul Fearnhead",
title = "Particle filters for change-point detection",
institution = "Department of Statistics, Oxford University",
year = "1999",
month = "February",
url = "http://www.stats.ox.ac.uk/~fhead/oil_paper.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~fhead/oil_abstract.html",
email ="fhead@stats.ox.ac.uk",
}
@TechReport{fearnhead:0302,
author = "Paul Fearnhead",
title = " Particle filters for mixture models with an unknown number of components",
institution = "Lancaster University",
year = "2002",
month = "March",
url = "http://www.maths.lancs.ac.uk/~fearnhea/mixture.ps.gz",
absturl = "http://www.maths.lancs.ac.uk/~fearnhea/mixture_abstract.html",
email ="p.fearnhead@lancaster.ac.uk",
}
@TechReport{fearnhead:0503,
author = "Paul Fearnhead",
title = "Perfect Simulation for Mixture Distributions: Component Weights and Discrete Distributions",
institution = "Lancaster University",
year = "2003",
month = "May",
url = "http://www.maths.lancs.ac.uk/~fearnhea/PS.ps.gz",
absturl = "http://www.maths.lancs.ac.uk/~fearnhea/PS_abstract.html",
email ="p.fearnhead@lancaster.ac.uk",
}
@TechReport{fearnhead:0801,
author = "Paul Fearnhead",
title = "MCMC, Sufficient Statistics and Particle Filters",
institution = "Department of Statistics, University of Oxford",
year = "2001",
month = "August",
url = "http://www.stats.ox.ac.uk/~fhead/MCMC_PF.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~fhead/MCMC_PF_abstract.html",
email ="fhead@stats.ox.ac.uk",
}
@TechReport{fearnheadclifford:0302,
author = "Paul Fearnhead and Peter Clifford",
title = " Online inference for well-log data",
institution = "Lancaster University",
year = "2002",
month = "March",
url = "http://www.maths.lancs.ac.uk/~fearnhea/well_log.ps.gz",
absturl = "http://www.maths.lancs.ac.uk/~fearnhea/well_log_abstract.html",
email ="p.fearnhead@lancaster.ac.uk",
}
@TechReport{fearnheadmeligkotsidou:0303,
author = "Paul Fearnhead and Loukia Meligkotsidou",
title = "Exact filtering for partially-observed continuous-time models",
institution = "Lancaster University",
year = "2003",
month = "March",
url = "http://www.maths.lancs.ac.uk/~fearnhea/FwdBwd.ps.gz",
absturl = "http://www.maths.lancs.ac.uk/~fearnhea/FwdBwd_abstract.html",
email ="p.fearnhead@lancaster.ac.uk",
}
@TechReport{fearnheadmeligkotsidou:0307,
author = "Paul Fearnhead and Loukia Meligkotsidou",
title = "Filtering methods for Mixture Models",
institution = "Lancaster University",
year = "2007",
month = "March",
url = "http://www.maths.lancs.ac.uk/~fearnhea/Mixture_RDS.pdf",
email ="p.fearnhead@lancs.ac.uk",
}
@TechReport{fernandezgreen:1000,
author = "Carmen Fernandez and Peter J Green",
title = "Modelling spatially correlated data via mixtures: a Bayesian approach",
institution = "St Andrews",
year = "2000",
month = "October",
url = "http://www.stats.bris.ac.uk/~peter/papers/fgla.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/fgla.html",
email ="carmen@mcs.st-and.ac.uk",
}
@TechReport{fernandezkoopsteel:0998,
author = "Carmen Fernandez, Gary Koop and Mark Steel",
title = " A Bayesian analysis of multiple output production frontiers ",
institution = "University of Bristol",
year = "1998",
month = "September",
url = "http://www.stats.bris.ac.uk:81/~mamcfl/fksla6.ps",
email ="Carmen.Fernandez@bristol.ac.uk",
}
@TechReport{fernandezleysteel:0998,
author = "Carmen Fernandez, Eduardo Ley and Mark Steel",
title = "Benchmark priors for Bayesian Model Averaging",
institution = "University of Bristol",
year = "1998",
month = "September",
url = "ftp://ftp.fedea.es/pub/Papers/1998/DT98-06.pdf",
email ="Carmen.Fernandez@bristol.ac.uk",
}
@TechReport{fernandezsteel1:0998,
author = "Carmen Fernandez and Mark Steel",
title = "On the dangers of modelling through continuous distributions: A Bayesian perspective",
institution = "University of Bristol",
year = "1998",
month = "September",
url = "http://www.ed.ac.uk/~msteel/fs4fi2.ps",
note = "Forthcoming in J.M. Bernardo, J.O. Berger, A.P. Dawid and
A.F.M. Smith, eds., Bayesian Statistics 6, Oxford
University Press (with discussion)",
email ="Mark.Steel@ed.ac.uk",
}
@TechReport{fernandezsteel2:0998,
author = "Carmen Fernandez and Mark Steel",
title = "Bayesian regression analysis with scale mixtures of Normals",
institution = "University of Bristol",
year = "1998",
month = "September",
url = "http://www.ed.ac.uk/~msteel/fs2rev2.ps",
email ="Mark.Steel@ed.ac.uk",
}
@TechReport{fernandezsteel3:0998,
author = "Carmen Fernandez and Mark Steel",
title = "Bayesian modeling of catch in a Northwest Atlantic fishery",
institution = "University of Bristol",
year = "1998",
month = "September",
url = "http://www.stats.bris.ac.uk:81/~mamcfl/fls15.ps",
email ="Carmen.Fernandez@bristol.ac.uk",
}
@TechReport{ferreirajuarezsteel:1105,
author = "Jose TAS Ferreira, Miguel A Jaarez and Mark FJ Steel",
title = "Directional Log-spline Distributions",
institution = "Endeavour Capital Management",
year = "2005",
month = "November",
url = "http://www.warwick.ac.uk/fac/sci/statistics/staff/academic/steel/steel_homepage/techrep/directional.pdf",
email ="M.F.Steel@stats.warwick.ac.uk",
}
@TechReport{ferreirasteel:0304,
author = "Ferreira, J.T.A.S. and Mark F.J. Steel",
title = "Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions",
institution = "University of Warwick",
year = "2004",
month = "March",
url = "http://www.warwick.ac.uk/go/jtferreira/ps-paper.zip",
email ="j.t.a.ferreira@warwick.ac.uk",
}
@TechReport{ferreirasteel:0304,
author = "Ferreira, J.T.A.S. and Mark F.J. Steel",
title = "A Constructive Representation of Univariate Skewed Distributions",
institution = "University of Warwick",
year = "2004",
month = "March",
url = "http://www.warwick.ac.uk/go/jtferreira/constructive.zip",
email ="j.t.a.ferreira@warwick.ac.uk",
}
@TechReport{fiighansen:0199,
author = "Soren Fiig Jarner and Ernst Hansen",
title = "Geometric ergodicity of Metropolis algorithms",
institution = "Lancaster University",
year = "1999",
month = "January",
url = "http://www.maths.lancs.ac.uk/~jarner/ge_metro.ps",
email ="s.jarner@lancaster.ac.uk",
}
@TechReport{fillmachida:0599,
author = "James Allen Fill and Motoya Machida",
title = "Stochastic Monotonicity and Realizable Monotonicity",
institution = "The Johns Hopkins University, Department of Mathematical Sciences",
year = "1999",
month = "May",
url = "http://www.mts.jhu.edu/~fill/papers/smrm.ps",
email ="jimfill@jhu.edu",
}
@TechReport{fillmachidamurdochrosenthal:0599,
author = "James Allen Fill, Motoya Machida, Duncan J. Murdoch, and Jeffrey S. Rosenthal",
title = "Extension of Fill's Perfect Rejection Sampling Algorithm to General Chains",
institution = "Department of Mathematical Sciences, The Johns Hopkins University",
year = "1999",
month = "May",
url = "http://www.mts.jhu.edu/~fill/papers/fmmrfull.ps",
absturl = "http://www.mts.jhu.edu/~fill/papers/fmmrxabs.ps",
email ="jimfill@jhu.edu",
}
@TechReport{fismen:0398,
author = "Morten Fismen",
title = "Exact Simulation Using Markov Chains",
institution = "A Masters Thesis from the Department of Mathematical Sciences, NTNU, Norway",
year = "1998",
month = "March",
url = "http://www.math.ntnu.no/preprint/statistics/1998/S6-1998.ps",
absturl = "http://www.math.ntnu.no/~hrue/ab-morten/ab-morten.html",
}
@TechReport{flemingkirby:0803,
author = "Fleming, J. and C. Kirby",
title = "A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility",
institution = "Jones Graduate School, Rice University",
year = "2003",
month = "August",
url = "http://www.utdallas.edu/~ckirby/jfec2.pdf",
email ="ckirby@utdallas.edu",
}
@TechReport{follestadrue:0303,
author = "T.Follestad and H.Rue",
title = "Modelling spatial variation in disease risk using Gaussian Markov random field proxies for Gaussian random fields",
institution = "Department of Mathematical Sciences, NTNU",
year = "2003",
month = "March",
url = "http://www.math.ntnu.no/~hrue/reports/S3-2003.ps.gz",
email ="hrue@math.ntnu.no",
}
@TechReport{fort:0502,
author = "G. Fort",
title = "Computable bounds for V-geometric ergodicity of Markov transition kernels",
institution = "LMC, University J. Fourier, Grenoble, France",
year = "2002",
month = "May",
url = "http://www-lmc.imag.fr/lmc-sms/Gersende.Fort/Preprints/bounds.ps.gz",
email ="Gersende.Fort@imag.fr",
}
@TechReport{fortmoulines:0500,
author = "G. Fort and E. Moulines",
title = "Computable bounds for subgeometrical and geometrical ergodicity",
institution = "ENSt, Dpt TSI, 46, rue Barrault, 75634 Paris Cedex 13, FRANCE",
year = "2000",
month = "May",
url = "http://tsi.enst.fr/~gfort/Preprints/bound.ps.gz",
email ="gfort@tsi.enst.fr",
}
@TechReport{fortmoulines:0699,
author = "G. Fort and E. Moulines",
title = "V-subgeometric ergodicity for a Hastings-Metropolis algorithm",
institution = "ENST, Dpt TSI, 46, rue Barrault, 75634 Paris Cedex 13, France.",
year = "1999",
month = "June",
url = "http://www.tsi.enst.fr/~gfort/publis/Vergo_srw.ps",
email ="gfort@tsi.enst.fr",
}
@TechReport{fortmoulinesrobertsrosenthal:0402,
author = "G. Fort, E. Moulines, G.O. Roberts, and J.S. Rosenthal",
title = "On the geometric ergodicity of hybrid samplers",
institution = "LMC-IMAG, Grenoble",
year = "2002",
month = "April",
url = "http://probability.ca/jeff/ftpdir/hybride.ps.Z",
email ="Gersende.Fort@imag.fr",
}
@TechReport{fosstweedie:0497,
author = "Foss, S.G. and R.L. Tweedie",
title = "Perfect Simulation and Backward Coupling",
institution = "Institute of Mathematics, Novosibirsk and Colorado State University",
year = "1997",
month = "April",
url = "http://www.stat.colostate.edu/~tweedie/documents/neuts3.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{fosstweediecorcoran:1197,
author = " S.G. Foss, R.L. Tweedie and J.N. Corcoran",
title = "Simulating the invariant measures of Markov chains using backward coupling at regeneration times",
institution = "Institute of Mathematics, Novosibirsk and Colorado State University",
year = "1997",
month = "November",
url = "http://www.stat.colostate.edu/~tweedie/documents/jem4.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{frielpettitt:1105,
author = "Nial Friel, Tony Pettitt ",
title = "Marginal likelihood estimation via power posteriors",
institution = "University of Glasgow",
year = "2005",
month = "November",
url = "http://www.stats.gla.ac.uk/Research/TechRep2005/05.10.pdf",
email ="nial@stats.gla.ac.uk",
}
@TechReport{frielrue:0805,
author = "Nial Friel and Havard Rue",
title = "Recursive computing for Markov random fields",
institution = "University of Glasgow, Norwegian University of Science and Technology",
year = "2005",
month = "August",
url = "http://www.math.ntnu.no/preprint/statistics/2005/S3-2005.pdf",
email ="nial@stats.gla.ac.uk",
}
@TechReport{frigessigasemyrrue:0499,
author = "Arnoldo Frigessi and Jorund Gasemyr and Havard Rue",
title = "Antithetic Coupling of Two Gibbs Sampler Chains",
institution = "Department of Mathematical Sciences, NTNU, Trondheim",
year = "1999",
month = "April",
url = "http://www.math.ntnu.no/~hrue/anti-mcmc/anti-mcmc.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/anti-mcmc/abstract/abstract.html",
email ="hrue@math.ntnu.no",
}
@Techreport{gelfand:0195,
author = "Gelfand, A. E.",
title ="Gibbs Sampling (A contribution to the Encyclopedia of Statistical Sciences)",
institution = "University of Connecticut",
year = "1995",
month = "January",
url = "ftp://merlot.stat.uconn.edu/pub/papers/tr94/tr9441.ps",
}
@TechReport{gelfandsahu:0897,
author = "Gelfand, A.E., Sahu, S.K.",
title = "Identifiability, Improper priors and Gibbs Sampling in Generalized Linear Mixed models",
institution = "University of Connecticut, USA",
year = "1997",
month = "August",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/ident.html",
note="Appeared",
email = "S.K.Sahu@maths.soton.ac.uk",
}
TechReport{garciacabrillomorenovarona:0599,
author = "L. A. Garcia-Cortés, C. Cabrillo, C. Moreno and L. Varona",
title = "Hypothesis testing for the genetical background of quantitative traits",
institution = "Unidad de Genética Cuantitativa. Universidad de Zaragoza.",
year = "1999",
month = "May",
url = "ftp://garza.unizar.es/pub/palito.prn",
email ="agarcor@posta.unizar.es",
}
@TechReport{gelfandsahucarlin1:94,
author = "Gelfand, A.E., Sahu, S.K. and Carlin, B.P.",
title = "Efficient Parametrizations for Normal Linear Mixed Models",
institution = "University of Connecticut, USA",
year = "1994",
month = " ",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/gsc1.html",
email = "S.K.Sahu@maths.soton.ac.uk",
note="Appeared",
}
@TechReport{gelfandsahucarlin3:94,
author = "Gelfand, A.E., Sahu, S.K. and Carlin, B.P.",
title = "Efficient Parametrizations for Generalized Linear Mixed Models",
institution = "University of Connecticut, USA",
year = "1994",
month = " ",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/gsc2.html",
email = "S.K.Sahu@maths.soton.ac.uk",
note="Appeared",
}
@TechReport{gelman:1003,
author = "Andrew Gelman",
title = "Parameterization and Bayesian modeling",
institution = "Department of Statistics, Columbia University",
year = "2003",
month = "October",
url = "http://www.stat.columbia.edu/~gelman/research/unpublished/param2.ps",
email ="gelman@stat.columbia.edu",
}
@TechReport{gelman:0404,
author = "Andrew Gelman",
title = "Prior distributions for variance parameters in hierarchical models",
institution = "Department of Statistics, Columbia University",
year = "2004",
month = "April",
url = "http://www.stat.columbia.edu/~gelman/research/unpublished/tau5.pdf",
email ="gelman@stat.columbia.edu",
}
@TechReport{gelmanleenenmechelenboeck:1003,
author = "Andrew Gelman, Iwin Leenen, Iven Van Mechelen, and Paul De Boeck",
title = "Bridges between deterministic and probabilistic models for binary data.",
institution = "Department of Statistics, Columbia University",
year = "2003",
month = "October",
url = "http://www.stat.columbia.edu/~gelman/research/unpublished/determ13.ps",
email ="gelman@stat.columbia.edu",
}
@TechReport{gelmanrobertsgilks:0894,
author = "Gelman, A., Roberts, G.O. and Gilks, W.R.",
title = "Efficient Metropolis Jumping Rules",
institution = "University of California, USA",
year = "1994",
month = "August",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/gelmanrobertsgilks:0894.html",
note = "Appeared",
}
@TechReport{georgemcculloch:0496,
author = "George, E.I. and McCulloch, R.E.",
title = "Approaches for Bayesian variable Selection",
institution = "The Univeristy of Texas, Austin",
year = "1996",
month = "April",
url = "http://uts.cc.utexas.edu/~eig/fastD95.ps",
}
@TechReport{gerlachcarterkohn:0597,
author = "Richard Gerlach, Chris Carter, Robert Kohn",
title = "Diagnostics for time series analysis ",
institution = "Australian Graduate School of Management, University of New South Wales",
year = "1997",
month = "May",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/96-001.ps.gz",
absturl = "http://www.agsm.unsw.edu.au/stats/Abstracts.html#96-001",
email ="R.Kohn@unsw.edu.au",
}
@TechReport{geyer:0796,
author = "Geyer, C.",
title = "Likelihood Inference for Spatial Point Processes",
institution = "University of Minnesota, USA",
year = "1996",
month = "July",
url = "http://www.stat.umn.edu/PAPERS/preprints/points.ps.gz",
absturl = "http://www.stat.umn.edu/PAPERS/pre-003.html",
}
@TechReport{geyer:1293,
author = "Geyer, C.",
title = "Estimating Normalizing Constants and Reweighting Markov Chain Monte Carlo",
institution = "University of Minnesota, USA",
year = "1993",
month = "December",
url = "ftp://ftp.stat.umn.edu/pub/documents/tech-reports/tr568r.ps",
}
@TechReport{geyerthompson:0294,
author = "Geyer, C. and Thompson, E.A.",
title = "Annealing Markov Chain Monte Carlo with application to Ancestral Inference",
institution = "University of Minnesota, USA",
year = "1994",
month = "February",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/geyerthompson:94.html",
note="Appeared",
}
@TechReport{ghoshmukhopadhyaylu:0798,
author = "Ghosh, S. K., P. Mukhopadhyay and J.C. Lu",
title = "Bayesian analysis of zero-inflated regression models",
institution = "North Carolina State University, Raleigh, USA",
year = "1998",
month = "August",
url = "http://www.stat.ncsu.edu/~sghosh2/research/zip.ps",
absturl = "http://www.stat.ncsu.edu/~sghosh2/research/Azip.ps",
email ="sghosh@stat.ncsu.edu",
}
@TechReport{giakoumatosvrontosdellaportaspolitis:0997,
author = "S.G. Giakoumatos, I.D. Vrontos, P. Dellaportas and D.N. Politis",
title = "An MCMC Convergence Diagnostic using Subsampling",
institution = "Department of Statistics, Athens University of Economics and Business",
year = "1997",
month = "September",
url = "http://www.stat-athens.aueb.gr/~ptd/conv97.ps.gz",
email ="stefanos@aueb.gr",
}
@TechReport{gibbs:0598,
author = "Alison Gibbs",
title = "Bounding Convergence Time of the Gibbs Sampler in Bayesian Image Restoration",
institution = "Department of Statistics, University of Toronto",
year = "1998",
month = "May",
url = "ftp://utstat.toronto.edu/pub/alisong/paper1.ps.Z",
absturl = "ftp://utstat.toronto.edu/pub/alisong/abs1.ps.Z",
email ="alisong@utstat.toronto.edu",
}
@TechReport{gibbs:0899,
author = "Alison L. Gibbs",
title = "Convergence in the Wasserstein Metric for Markov Chain Monte Carlo Algorithms with Applications in Image Processing",
institution = "University of Toronto",
year = "1999",
month = "August",
url = "ftp://utstat.toronto.edu/pub/alisong/paper2.ps.Z",
absturl = "ftp://utstat.toronto.edu/pub/alisong/abs2.ps.Z",
email ="alisong@utstat.toronto.edu",
}
@Techreport{gilksbesttan:1094,
author = "Gilks, W.R., Best, N.G. and Tan, K.K.C",
title = "Adaptive Rejection Metropolis Sampling within Gibbs Sampling",
institution = "MRC Biostatistics Unit, Cambridge",
year = "1994",
month = "October",
url = "ftp://ftp.mrc-bsu.cam.ac.uk/pub/publications/wally_gilks/arms.ps",
absturl = "ftp://ftp.mrc-bsu.cam.ac.uk/pub/publications/wally_gilks/arms.abstract.ps",
}
@Techreport{gilksrobertssahu:0896,
author = "Gilks, W.R., Roberts, G. O. and Sahu, S.K.",
title = "Adaptive Markov Chain Monte Carlo through Regeneration",
institution = "MRC Biostatistics Unit, Cambridge",
year = "1996",
month = "August",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/reg.html",
email = "S.K.Sahu@maths.soton.ac.uk",
note="Appeared",
}
@TechReport{girolamicalderheadchin:0709,
author = "Mark Girolami, Ben Calderhead, adn Siu Chin",
title = "Riemannian Manifold Hamiltonian Monte Carlo",
institution = "University of Glasgow",
year = "2009",
month = "July",
url = "http://www.dcs.gla.ac.uk/inference/rmhmc",
email ="girolami@dcs.gla.ac.uk",
}
@TechReport{giudicigreen:0299,
author="Giudici, P. and Green, P.J.",
title="Decomposable Graphical Gaussian Model determination",
institution="Universita di Pavia and University of Bristol",
year="1998 (revised February 1999)",
month="May",
url="http://www.stats.bris.ac.uk/~peter/papers/giugrerev.ps",
absturl="http://www.stats.bris.ac.uk/~peter/abstracts/giugre.html",
email="giudici@ipv36.unipv.it",
}
@TechReport{giudicigreentarantola:1199,
author = "Giudici, P, Green, P.J. and Tarantola, C.",
title = "Efficient model determination for discrete graphical models",
institution = "University of Pavia",
year = "1999",
month = "November",
url = "http://3weco.unipv.it/users/staff/pgiudici/www/Papers/rdiscr.ps",
email ="claudia.tarantola@uni-bocconi.it",
}
@TechReport{giudiciknorr-heldraber:0499,
author="Giudici, P., Knorr-Held, L. and Raber, G.",
title="Modelling Categorical Covariates in Bayesian Disease Mapping by Partition Structures",
institution="Universita di Pavia",
year="1999",
month="April",
url="http://3weco.unipv.it/users/staff/pgiudici/www/papers/leogunt.ps",
email="giudici@ipv36.unipv.it",
}
@TechReport{giudiciroberts:0698,
author="Giudici, P. and Roberts, G.O.",
title="On the Automatic Choice of Reversible Jumps",
institution="Universita di Pavia",
year="1998",
month="June",
url="http://3weco.unipv.it/users/staff/pgiudici/www/papers/valgar.ps",
email="giudici@ipv36.unipv.it",
}
@TechReport{giudicistanghellini:0499,
author="Giudici, P. and Stanghellini, E.",
title="Bayesian Inference for Graphical Factor Analysis Models",
institution="Universita di Pavia",
year="1999",
month="April",
url="http://3weco.unipv.it/users/staff/pgiudici/www/papers/elena.ps",
email="giudici@ipv36.unipv.it",
}
@Techreport{glynn:0595,
author = "Glynn, P.W.",
title = "Two Approaches to the Initial Transient Problem",
institution = "Department of Operations Research, Stanford University, USA",
year = "1995",
month = "May",
url = "http://www-or.stanford.edu/papers/glynn8.ps",
}
@TechReport{godsill:0998,
author = "Simon J. Godsill",
title = "On the relationship between MCMC model uncertainty methods",
institution = "University of Cambridge",
year = "1998",
month = "September",
url = "http://www-sigproc.eng.cam.ac.uk/~sjg/papers/97/model.ps.gz",
absturl = "http://www-sigproc.eng.cam.ac.uk/~sjg/papers/97/model.txt",
email ="sjg@eng.cam.ac.uk",
}
@TechReport{goldbergjerrum:0199,
author = "Goldberg, L. A., and Jerrum, M.",
title = "The Burnside process converges slowly",
institution = "University of Warwick",
year = "1999",
month = "January",
url = "http://www.dcs.ed.ac.uk/lfcsreps/EXPORT/98/ECS-LFCS-98-387/",
email ="mrj@dcs.ed.ac.uk",
}
@TechReport{gopikagoswamiliuwong:0905,
author = "Gopika R. Goswami, Jun S. Liu, Wing H. Wong ",
title = "Evolutionary Monte Carlo methods for Clustering",
institution = "Harvard University",
year = "2005",
month = "September",
url = "http://www.people.fas.harvard.edu/~goswami/research.html",
email ="goswami@stat.harvard.edu",
}
@TechReport{gorejerrum:1296,
author = "Vivek K. Gore and Mark R. Jerrum",
title = "The Swendsen-Wang process does not always mix rapidly",
institution = "Department of Computer Science, University of Edinburgh",
year = "1996",
month = "December",
url = "http://www.dcs.ed.ac.uk/lfcsreps/EXPORT/96/ECS-LFCS-96-349/ECS-LFCS-96-349.ps.gz",
absturl = "http://www.dcs.ed.ac.uk/lfcsreps/EXPORT/96/ECS-LFCS-96-349/index.html",
email ="gore@dcs.ed.ac.uk",
}
@TechReport{goswamiliu:0105,
author = "Gopika R. Goswami and Jun S. Liu",
title = "On Real-Parameter Evolutionary Monte Carlo Algorithm",
institution = "Department of Statistics, Harvard University",
year = "2005",
month = "January",
url = "http://www.people.fas.harvard.edu/~goswami/research/papers/paper-emc.ps",
email ="goswami@stat.harvard.edu",
}
@Techreport{granvillesmith:1195,
author = "Granville, V. and Smith, R.L.",
title = "Clustering and Neyman-Scott Process Parameter Simulation via Gibbs Sampling",
institution = "University of Cambridge",
year = "1995",
month = "November",
url = "http://www.statslab.cam.ac.uk/~vincent/ps/mcmc4.ps.Z",
}
@TechReport{green1:94,
author = "Green, P.J.",
title = "Markov Chain Monte Carlo in Image Analysis",
institution = "University of Bristol",
year = "1994",
month = " ",
url = "http://www.stats.bris.ac.uk/~peter/abstracts/image.html",
note="Appeared",
}
@TechReport{green2:94,
author = "Green, P.J.",
title = "Monte Carlo Methods: An Overview",
institution = "University of Bristol",
year = "1994",
month = " ",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/green2:94.html",
}
@TechReport{green:0195,
author = "Green, P.J.",
title = "Reversible Jump MCMC Computation and Bayesian Model determination",
institution = "University of Bristol",
year = "1995",
month = "January",
url = "http://www.stats.bris.ac.uk/~peter/abstracts/revjump.html",
note = "Appeared",
}
@TechReport{greenmardia:0804,
author = "Peter Green and Kanti Mardia",
title = "Bayesian alignment using hierarchical models, with applications in protein bioinformatics",
institution = "University of Bristol",
year = "2004",
month = "August",
url = "http://www.stats.bris.ac.uk/~peter/papers/align.pdf",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/align.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{greenmira:1199,
author = "Green, P.J. and Mira, A.",
title = "Delayed Rejection in Reversible Jump Metropolis-Hastings",
institution = "University of Bristol",
year = "1999",
month = "November",
url = "http://www.stats.bris.ac.uk/~peter/papers/delayed.ps",
absturl="http://www.stats.bris.ac.uk/~peter/abstracts/delayed.html",
email="P.J.Green@bristol.ac.uk",
}
@TechReport{greenmurdoch:0498,
author = "Peter Green and Duncan Murdoch",
title = "Exact sampling for Bayesian inference: towards general purpose algorithms",
institution = "University of Bristol",
year = "1998",
month = "April",
url = "http://www.stats.bris.ac.uk/~peter/papers/valen2.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/valencia.html",
note = "To be presented as an invited paper at the 6th Valencia International Meeting on Bayesian St
atistics, Alcossebre, Spain, June 1998.",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{greenrichardson:0701,
author = "Peter J. Green and Sylvia Richardson",
title = "Hidden Markov models for disease mapping - revised",
institution = "University of Bristol",
year = "2001",
month = "July",
url = "http://www.stats.bris.ac.uk/~peter/papers/smixfinalRP.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/smixfinalRP.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{greenrichardson:0798,
author = "Peter J. Green and Sylvia Richardson",
title = "Modelling heterogeneity with and without the Dirichlet process",
institution = "University of Bristol",
year = "1998",
month = "July",
url = "http://www.stats.bris.ac.uk/~peter/papers/dpp_jan25.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/dpp.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{griffinsteel:1201,
author = "J.E. Griffin and M.F.J. Steel",
title = "Inference with Non-Gaussian Ornstein-Uhlenbeck Processes for Stochastic Volatility",
institution = "University of Kent at Canterbury",
year = "2001",
month = "December",
url = "http://www.ukc.ac.uk/IMS/statistics/people/M.F.Steel/viewfin.ps",
email ="J.E.Griffin@ukc.ac.uk",
}
@Techreport{gruetplilliperobert:0298,
author = "Gruet, M.A., Philippe, A. and Robert, C.P.",
title = "MCMC Control Spreadsheets for Exponential Mixture Estimation",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "February",
url = "http://www.amstat.org/publications/jcgs/index.html",
note = "Appeared in J. Comp. Graph. Stat..",
}
@TechReport{guglielmiholmeswalker:0999,
author = "A. Guglielmi, C.C. Holmes, and S.G. Walker",
title = "Perfect simulation involving a continuous and unbounded state space",
institution = "CNR-IAMI, Italy",
year = "1999",
month = "September",
url = "http://www.ma.ic.ac.uk/~ccholmes/per_sim.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{guglielmitweedie:0600,
author = "A.Guglielmi and R.L. Tweedie",
title = "MCMC estimation of the law of
the mean of a Dirichlet process ",
institution = "CNR-IAMI, Milano, Italy",
year = "2000",
month = "June",
url = "http://www.biostat.umn.edu/~tweedie/documents/dirichlet.ps",
email ="tweedie@biostat.umn.edu",
}
@TechReport{guihenneucjoyauxetc:0499,
author = "Guihenneuc-Jouyaux, C., Knight, S., Mengersen, K.L., Richardson, S. and Robert, C.P.",
title = "MCMC convergence diagnostics in
action",
institution = "Universite Paris 5",
year = "1999",
month = "April",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/action.ps.gz",
email ="guihenne@citi2.fr",
}
@TechReport{guihenneucrobert:0997,
author = "Guihenneuc-Jouyaux, C. and Robert, C. P.",
title = "Discretizations of continuous state space Markov chains for MCMC convergence assessment (revised)",
institution = "University of Paris, V",
year = "1997",
month = "September",
note = "Appeared in JASA (1998) 93, 1055-1067.",
}
@TechReport{guillotyuhuet:1105,
author = "G. Guillot, D. Kan-King-Yu, J. Michelin, Ph. Huet",
title = "Inference of a hidden tessellation from multivariate data. Application to the delineation of homogeneous regions in an agricultural field",
institution = "INRA MIA",
year = "2005",
month = "November",
url = "http://www.inapg.inra.fr/ens_rech/mathinfo/personnel/guillot/guillot.hidden-tess.pdf",
email ="guillot@inapg.inra.fr",
}
@TechReport{guillotestoupmortiercosson:0904,
author = "Guillot, Estoup, Mortier, Cosson",
title = "A spatial statistical model for lanscape genetics",
institution = "INRA (France)",
year = "2004",
month = "September",
url = "http://www.inapg.inra.fr/ens_rech/mathinfo/personnel/guillot/spatial_genetics_guillot_et_al.pdf",
email ="guillot@inapg.inra.fr",
}
@TechReport{gustafson:0597,
author = "Paul Gustafson",
title = "A Guided Walk Metropolis Algorithm",
institution = "University of British Columbia",
year = "1997",
month = "May",
url = "ftp://newton.stat.ubc.ca/pub/gustaf/metro.ps.gz",
email ="gustaf@stat.ubc.ca",
}
@TechReport{haggstromlieshoutmoller:1196,
author = "Haggstrom, O., Lieshout, M.N.M. and Møller, J.",
title = "Characterisation results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes",
institution = "Aalborg University, Denmark",
year = "1996",
month = "November",
url = "http://www.math.auc.dk/~jm/halimo.ps",
email ="jm@math.auc.dk",
}
@TechReport{haggstromrosenthal:0907,
author = "Olle Haggstrom and Jeffrey S. Rosenthal",
title = "On Variance Conditions for Markov Chain CLTs",
institution = "Chalmers University of Technology",
year = "2007",
month = "September",
url = "http://probability.ca/jeff/ftpdir/cltexist.pdf",
",
email ="jeff@math.toronto.edu",
}
@TechReport{hancarlin:0100,
author = "Han, C. and Carlin, B.P.",
title = "MCMC methods for computing Bayes factors: a comparative review",
institution = "Division of Biostatistics, University of Minnesota",
year = "2000",
month = "January",
url = "ftp://muskie.biostat.umn.edu/pub/2000/rr2000-001.ps.gz",
email ="brad@biostat.umn.edu",
}
@TechReport{hansenkooperberg:0299,
author = "Mark Hansen and Charles Kooperberg",
title = "Spline adaptation in extended linear models",
institution = "Bell Laboratories",
year = "1999",
month = "February",
url = "http://cm.bell-labs.com/who/cocteau/papers/postscript/bspline.ps.gz",
email ="cocteau@bell-labs.com",
}
@TechReport{hansenlauritzen:0898,
author = "Martin B. Hansen and Steffen L. Lauritzen",
title = "Nonparametric Bayes Inference for Concave Distribution Functions",
institution = "Department of Mathematics, Aalborg University, Denmark",
year = "1998",
month = "August",
url = "http://www.math.auc.dk/~mbh/Reprints/npb.ps",
email ="mbh@math.auc.dk",
}
@TechReport{hanson:0301,
author = "Kenneth M. Hanson",
title = "MCMC posterior sampling with the Hamiltonian method",
institution = "Los Alamos National Laboratory",
year = "2001",
month = "March",
url = "http://public.lanl.gov/kmh/publications/medim01.pdf",
absturl = "http://public.lanl.gov/kmh/publications/medim01.abs.html",
email ="kmh@lanl.gov",
}
@TechReport{haranhodgescarlin:0301,
author = "Murali Haran, James S. Hodges, and Bradley P. Carlin",
title = "Accelerating computation in Markov random field models for spatial data via structured MCMC",
institution = "Division of Biostatistics, University of Minnesota",
year = "2001",
month = "March",
url = "ftp://ftp.biostat.umn.edu/pub/2001/rr2001-003.ps.gz",
email ="brad@biostat.umn.edu",
}
TechReport{hansenmollertogersen:0500,
author = "Martin B. Hansen, Jesper Moller and Frede Aa. Togersen",
title = "Bayesian contour detection in a time series of ultrasound images through dynamic deformable template models",
institution = "Aalborg University",
year = "2000",
month = "May",
url = "http://www.math.auc.dk/~jm/ultrasoundpaper.pdf",
email ="jm@math.auc.dk",
}
@TechReport{harvey:1099,
author = "Michael Harvey",
title = "Monte Carlo Inference for Belief Networks Using Coupling From the Past",
institution = "U. of Toronto, Detp. of Computer Science",
year = "1999",
month = "October",
url = "ftp://ftp.cs.toronto.edu/pub/radford/mike-thesis.ps.Z",
email ="mikeh@cs.toronto.edu",
}
@TechReport{hayakawauptonyiponeill:0900,
author = "Yu Hayakawa, Darren Upton, Paul S.F. Yip and Philip D. O'Neill",
title = "Inference for a multitype epidemic model using Markov chain Monte Carlo methods",
institution = "Victoria University of Wellington",
year = "2000",
month = "September",
url = "http://www.mcs.vuw.ac.nz/~yu/papers/mcmcSept00.ps",
email ="Yu.Hayakawa@vuw.ac.nz",
}
@TechReport{heikkisaksmantamminena:0798,
author = "Haario, H., Saksman, E. and Tamminen, J.",
title = "An Adaptive Metropolis Algorithm",
institution = "University of Helsinki, Finland",
year = "1998",
month = "July",
url = "http://www.geo.fmi.fi/~jtammine/ampure.ps.gz",
email ="johanna.tamminen@fmi.fi",
}
@TechReport{heikkisaksmantamminenb:0798,
author = "Haario, H., Saksman, E. and Tamminen, J.",
title = "Adaptive Proposal Distribution for Random Walk Metropolis Algorithm",
institution = "University of Helsinki, Finland",
year = "1998",
month = "July",
email ="johanna.tamminen@fmi.fi",
note="Appeared in Computational Statistics 14",
}
@TechReport{higdon:0796,
author = "Higdon, D.",
title = "Auxiliary Variable Methods for Markov Chain Monte Carlo with Applications",
institution = "ISDS, Duke University",
year = "1996",
month = "July",
url = "ftp://ftp.isds.duke.edu/pub/WorkingPapers/96-17.ps",
}
@TechReport{higdonleebi:1001,
author = "Higdon, D., Lee, H., and Bi, Z.",
title = "A Bayesian Approach to Characterizing Uncertainty in Inverse Problems Using Coarse and Fine Scale Information",
institution = "Duke University",
year = "2001",
month = "October",
url = "http://www.stat.duke.edu/~herbie/ieee.ps",
email ="higdon@stat.duke.edu",
}
@TechReport{hobertgeyer:0598,
author = "J.P. Hobert and C.J. Geyer",
title = "Geometric ergodicity of Gibbs and block Gibbs samplers for a hierarchical random effects model",
institution = "University of Florida",
year = "1998",
month = "May",
url = "http://www.stat.ufl.edu/~jhobert/papers/ge3b.ps",
email ="jhobert@stat.ufl.edu",
}
@TechReport{hobertjonesrobert:0204,
author = "Hobert, J.P., Jones, G.L. and Robert, C.P. ",
title = "Using a Markov chain to construct a tractable approximation of an untractable probability distribution.",
institution = "Department of Statistics, University of Florida",
year = "2004",
month = "February",
url = "http://www.ceremade.dauphine.fr/%7Exian/hjr03.pdf",
email ="jhobert@stat.ufl.edu",
}
@TechReport{hobertrobert:0997,
author = "Hobert, J., Robert, C.",
title = "Eaton's Markov Chain, its Conjugate Partner, and P-admissibility",
institution = "CREST, INSEE, Paris",
year = "1997",
month = "September",
url = "http://www.stat.math.ethz.ch/annals/Feb99.html",
note="Appeared in Annals of Statistics.",
email="robert@ensae.fr",
}
@TechReport{hobertrobert:1000,
author = "James P. Hobert & Christian P. Robert",
title = "Moralizing Perfecy Sampling",
institution = "Dept. of Statistics, University of Florida, Gainesville",
year = "2000",
month = "October",
url = "http://www.ceremade.dauphine.fr/~xian/moraliz.ps.gz",
email ="xian@ceremade.dauphine.fr",
}
@TechReport{hobertrobertgoutis:0195,
author = "Hobert, J., Robert, C. and Goutis, C.",
title = "Connectedness Conditions for the Convergence of the Gibbs Sampler",
institution = "University of Florida, USA",
year = "1995",
month = "September",
url= "http://www.statslab.cam.ac.uk/~mcmc/messages/hobertrobertgoutis:0195.html",
note = "Appeared"
}
@TechReport{hobertroberttitterington:0998,
author = "Hobert, J., Robert, C.P. and Titterington, D.M.",
title = "On Perfect Simulation for some Mixtures of Distributions",
institution = "Dept. of Statistics, University of Florida",
year = "1998",
month = "September",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/perfmix.ps.gz",
email="robert@ensae.fr",
}
@TechReport{hodgsongreen:0798,
author = "Hodgson, M.E.A. and P. J. Green",
title = "Markov model discrimination for ion channels: a feasibility study",
institution = "University of Bristol, U.K",
year = "1998",
month = "July",
url = "http://www.stats.bris.ac.uk/~mameah/markov.ps",
email ="M.Hodgson@bristol.ac.uk",
}
@TechReport{hoetingcasterbowden:0997,
author = "Jennifer A. Hoeting, Molly Van Caster, and David Bowden",
title = "An Improved Model for Spatially Correlated Binary Responses",
institution = "Colorado State University Statistics Department",
year = "1997",
month = "September",
url = "http://www.stat.colostate.edu/~jah/documents/auto.ps",
email ="jah@stat.colostate.edu",
}
@TechReport{holbertrosen:0207,
author = "James P. Hobert and Jeffrey S. Rosenthal",
title = "Norm Comparisons for Data Augmentation",
institution = "University of Florida",
year = "2007",
month = "February",
url = "http://probability.ca/jeff/ftpdir/hobros.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{holden:0497,
author = "Lars Holden",
title = "Geometric convergence of a general Markov chain",
institution = "Norwegian Computing Center",
year = "1997",
month = "April",
url = "http://www.nr.no/publications/subm_mark.ps",
absturl = "http://www.nr.no/publications/abstr_subm_mark.ps",
email ="Lars.Holden@nr.no",
}
@TechReport{holden:1296,
author = "Lars Holden",
title = "Geometric convergence of the Metropolis-Hastings simulation algorithm",
institution = "Norwegian Computing Center, University of Oslo",
year = "1996",
month = "December",
url = "http://www.nr.no/publications/mh_conv_lyle.ps",
absturl = "http://www.nr.no/publications/mh_conv_abst.ps",
email ="Lars.Holden@nr.no",
}
@TechReport{holden:1298,
author = "Holden, Lars",
title = "Adaptive chains",
institution = "Norwegian Computing Center",
year = "1998",
month = "December",
url = "http://www.nr.no/publications/ad8.ps",
absturl = "http://www.nr.no/publications/ad8_abstr.ps",
email ="Lars.Holden@nr.no",
}
@TechReport{holmesdenison:1001,
author = "Holmes, C.C. and Denison, D.G.T.",
title = "Perfect sampling for the wavelet reconstruction of signals",
institution = "Dept. Mathematics, Imperial College London",
year = "2001",
month = "October",
url = "http://stats.ma.ic.ac.uk/~dgtd/Papers/perf3.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{holmesdenisonmallick:0199,
author = "CC Holmes, DGT Denison, BK Mallick",
title = "Bayesian partitioning for classification and regression",
institution = "Imperial College, London",
year = "1999",
month = "January",
url = "http://www.ma.ic.ac.uk/~dgtd/part.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{holmesdenisonmallick:0299,
author = "Holmes, C.C, Denison, D.G.T and Mallick, B.K.",
title = "Bayesian model order determination and basis selection for seemingly unrelated regressions.",
institution = "Imperial College, London.",
year = "1999",
month = "February",
url = "http://www.ma.ic.ac.uk/statistics/links/stulinks/cch.link/mv.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{holmesheld:1003,
author = "Holmes, C and Held, L",
title = "On the simulation of Bayesian binary and polychotomous regression models using auxiliary variables",
institution = "Imperial College London",
year = "2003",
month = "October",
url = "http://stats.ma.ic.ac.uk/~ccholmes/logistic_aux.pdf",
absturl = "http://stats.ma.ic.ac.uk/~ccholmes/logistic_abstract.pdf",
email ="c.holmes@imperial.ac.uk",
}
@TechReport{holmesmallick:0299,
author = "Holmes, C.C and Mallick, B.K.",
title = "Bayesian piecewise linear regression using multivariate linear splines",
institution = "Department Mathematics, Imperial College, London",
year = "1999",
month = "February",
url = "http://www.ma.ic.ac.uk/statistics/links/stulinks/cch.link/bmls.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{holmesmallick:0398,
author = "Holmes, C. C. and Mallick, B. K.",
title = "Parallel Markov chain Monte Carlo sampling: an evolutionary based approach",
institution = "Imperial College, London.",
year = "1998",
month = "March",
url = "http://www.ma.ic.ac.uk/statistics/links/stulinks/cch.link/gams.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{holmesmallick:0497,
author = "C C Holmes and B K Mallick",
title = "Bayesian Radial Basis Functions of Unknown Dimension",
institution = "Imperial College",
year = "1997",
month = "April",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/rbf.ps.gz",
email ="c.holmes@ic.ac.uk",
}
@TechReport{holmesmallick:0998,
author = "Holmes, C.C and Mallick, B. K.",
title = "Perfect simulation for orthogonal model mixing",
institution = "Statistics section, Dept. Maths., Imperial College, London",
year = "1998",
month = "September",
url = "http://www.ma.ic.ac.uk/statistics/links/stulinks/cch.link/cftp.ps",
email ="c.holmes@ic.ac.uk",
}
@TechReport{huanggelman:1003,
author = "Zaiying Huang and Andrew Gelman",
title = "Sampling for Bayesian computation with large datasets",
institution = "Department of Statistics, Columbia University",
year = "2003",
month = "October",
url = "http://www.stat.columbia.edu/~gelman/research/unpublished/comp6.pdf",
email ="gelman@stat.columbia.edu",
}
@TechReport{hugtenburg:0604,
author = "Richard P Hugtenburg",
title = "Markov chain Monte Carlo sampling of a normal distribution from an exponential distribution",
institution = "School of Physics and Astronomy, University of Birmingham",
year = "2004",
month = "June",
url = "http://members.lycos.co.uk/hugtenburg/normexp/normexp_sampler.html",
email ="r.p.hugtenburg@bham.ac.uk",
}
@TechReport{hurnjustelrobert:0200,
author = "Hurn, Merrilee, Justel, Ana, and Robert, Christian P.",
title = "Estimating mixtures of regressions",
institution = "Department of Mathematics, University of Bath, UK",
year = "2000",
month = "February",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/Regresmix.ps.gz",
email ="m.a.hurn@maths.bath.ac.uk",
}
@TechReport{hurnruesheehan:0997,
author = "Merrilee Hurn, Havard Rue and Nuala A. Sheehan",
title = "Block updating in constrained Markov chain Monte Carlo sampling",
institution = "Department of Mathematical Sciences, University of Bath, UK",
year = "1997",
month = "September",
url = "http://www.math.ntnu.no/techreports/ps/S9-1997.ps",
email ="M.A.Hurn@maths.bath.ac.uk",
}
@TechReport{hurnwalker:0301,
author = "Merrilee Hurn and Stephen Walker",
title = "Space Augmented and Double Slice Sampling",
institution = "University of Bristol",
year = "2001",
month = "March",
url = "http://www.stats.bris.ac.uk/pub/ResRept/2001/07.ps.gz",
email ="M.Hurn@bris.ac.uk",
}
@TechReport{husbyrue:1001,
author = "Oddvar Husby and Havard Rue",
title = "Estimating Blood Vessel Areas in Ultrasound Images Using a Deformable Template Model",
institution = "Department of Mathematical Sciences, Norwegian University of Science and Technology",
year = "2001",
month = "October",
url = "http://www.math.ntnu.no/~okh/abstracts/us.ps.gz",
absturl = "http://www.math.ntnu.no/~okh/abstracts/us.html",
email ="hrue@math.ntnu.no",
}
@TechReport{iba:0101,
author = "Yukito Iba",
title = "Extended Ensemble Monte Carlo",
institution = "The Institute of Statistical Mathematics",
year = "2001",
month = "January",
url = "http://xxx.lanl.gov/abs/cond-mat/0012323",
absturl = "http://xxx.lanl.gov/abs/cond-mat/0012323",
email ="iba@ism.ac.jp",
}
@TechReport{ishwaran:0602,
author = "Hemant Ishwaran",
title = "Applications of hybrid Monte Carlo to Bayesian generalized linear models: quasicomplete separation and neural networks",
institution = "Cleveland Clinic Foundation",
year = "2002",
month = "June",
url = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/HMC.ps",
absturl = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/HMC.abstract.html",
note = "Applications of leapfrog Hybrid Monte Carlo. Appeared in
JCGS.",
email ="ishwaran@bio.ri.ccf.org",
}
@TechReport{ishwaran:0602,
author = "Hemant Ishwaran",
title = "Univariate and multirater ordinal cumulative link regression with covariate specific cutpoints",
institution = "Cleveland Clinic Foundation",
year = "2002",
month = "June",
url = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/cutpoint.pdf",
absturl = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/cutpoint.html",
note = "Bayesian ordinal regression models via leapfrog HMC. Appeared
in JCGS.",
email ="ishwaran@bio.ri.ccf.org",
}
@TechReport{ishwaran:0900,
author = "Hemant Ishwaran",
title = "Univariate and multirater ordinal cumulative link regression with covariate specific cutpoints",
institution = "Dept of Biostatistics, Cleveland Clinic Foundation",
year = "2000",
month = "September",
url = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/cutpoint.pdf",
email ="ishwaran@bio.ri.ccf.org",
}
@TechReport{ishwaranjames:0601,
author = "Hemant Ishwaran and Lancelot F. James",
title = "Approximate Dirichlet process computing in finite normal mixtures: smoothing and prior information",
institution = "Cleveland Clinic Foundation",
year = "2001",
month = "June",
url = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/normalMixture.ps",
note = "To appear in J. Comp. Graph. Statist.",
email ="ishwaran@bio.ri.ccf.org",
}
@TechReport{ishwaranjames:0900,
author = "Hemant Ishwaran and Lancelot F. James",
title = "Gibbs Sampling Methods for Stick-Breaking Priors",
institution = "Dept of Biostatistcs, Cleveland Clinic Foundation",
year = "2000",
month = "September",
url = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/stickBreaking.ps",
email ="ishwaran@bio.ri.ccf.org",
}
@TechReport{ishwaranjamessun:0302,
author = "Hemant Ishwaran, Lancelot James and Jiayang Sun",
title = "Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions",
institution = "Cleveland Clinic Foundation",
year = "2002",
month = "March",
url = "http://www.bio.ri.ccf.org/Resume/Pages/Ishwaran/modelSelection.pdf",
email ="ishwaran@bio.ri.ccf.org",
}
@TechReport{jacquierjarrow:0597,
author = "Eric Jacquier and Robert Jarrow",
title = "Model Error in Contingent Claim Models (Dynamic Evaluation)",
institution = "Boston College,Carroll School of Mgmt, Finance Dept",
year = "1997",
month = "May",
url = "ftp://jacquier.bc.edu/pub/papers/dynev.ps",
absturl="ftp://jacquier.bc.edu/pub/dynev.abs.txt",
email ="jacquier@jacquier.bc.edu",
}
@TechReport{jainneal:0905,
author = "Sonia Jain and Radford M. Neal",
title = "Splitting and Merging Components of a Nonconjugate Dirichlet Process Mixture Model",
institution = "Division of Biostatistics and Bioinformatics, University of California at San Diego; La Jolla CA 92093-0717",
year = "2005",
month = "September",
url = "ftp://ftp.cs.toronto.edu/pub/radford/mixsplit2.pdf",
absturl = "http://www.cs.toronto.edu/~radford/mixsplit2.abstract.html",
email ="sojain@ucsd.edu",
}
@TechReport{jainneal:0700,
author = "Sonia Jain and Radford M. Neal",
title = "A Split-Merge Markov Chain Monte Carlo Procedure for the Dirichlet Process Mixture Model",
institution = "Dept. of Statistics, University of Toronto",
year = "2000",
month = "July",
url = "http://www.utstat.toronto.edu/~sonia/paper1.ps.Z",
absturl = "http://www.utstat.toronto.edu/~sonia/abstract1.html",
email ="sonia@utstat.toronto.edu",
}
@TechReport{jalobeanublanczerubia:0998,
author = "A. Jalobeanu, L. Blanc-Feraud, J. Zerubia",
title = "Hyperparameter estimation for satellite image restoration by a MCMCML method",
institution = "INRIA",
year = "1998",
month = "September",
url = "ftp://ftp.inria.fr/INRIA/publication/RR/RR-3469.ps.gz",
absturl = "http://www.inria.fr/ariana/demos/MCMCML/index-eng.html",
email ="Andre.Jalobeanu@sophia.inria.fr",
}
@TechReport{jamiesonbrooks:0502,
author = "Jamieson, L and S.P. Brooks",
title = "State Space Models for Density Dependence in Population Ecology",
institution="University of Cambridge",
year="2002",
month = "May",
rurl = "http://www.statslab.cam.ac.uk/~steve/mypapers/jamb02.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/jamb02.html",
email="steve@statslab.cam.ac.uk",
}
@TechReport{jarnerroberts:0201,
author = "Soren F. Jarner and Gareth O. Roberts",
title = "Convergence of heavy tailed MCMC algorithms ",
institution = "Lancaster University",
year = "2001",
month = "February",
url = "http://www.maths.lancs.ac.uk/~jarner/polymcmc4.ps.gz",
email ="s.jarner@lancaster.ac.uk",
}
@TechReport{jarnerroberts:0500,
author = "Soren Fiig Jarner and Gareth Roberts",
title = "Polynomial convergence rates of Markov chains",
institution = "Lancaster University",
year = "2000",
month = "May",
url = "http://www.maths.lancs.ac.uk/~jarner/polymar6.ps",
email ="s.jarner@lancaster.ac.uk",
}
@TechReport{jarnertweedie1:0601,
author = "Soren F. Jarner and Richard L. Tweedie",
title = "Necessary conditions for geometric and polynomial ergodicity of random walk-type Markov chains",
institution = "Lancaster University",
year = "2001",
month = "June",
url = "http://www.maths.lancs.ac.uk/~jarner/necess2.ps",
email ="s.jarner@lancaster.ac.uk.",
}
@TechReport{jarnertweedie2:0601,
author = "Soren F. Jarner and Richard L. Tweedie",
title = "Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes",
institution = "Lancaster University",
year = "2001",
month = "June",
url = "http://www.maths.lancs.ac.uk/~jarner/dirich2.ps",
email ="s.jarner@lancaster.ac.uk",
}
@TechReport{jasrayang:1105,
author = "Jasra, A. and Yang, C.",
title = "A regeneration proof of the central limit theorem for uniformly ergodic Markov chains",
institution = "Department of Mathematics, Imperial College London, SW7 2AZ, London, UK",
year = "2005",
month = "November",
url = "http://probability.ca/jeff/ftpdir/chao1.pdf",
email ="chaoyang@math.toronto.edu",
}
@TechReport{jensenkong:0197,
author = "Claus Skaanning Jensen and Augustine Kong",
title = "Blocking Gibbs Sampling for Linkage Analysis in Large Pedigrees with Many Loops",
institution = "Aalborg University, Denmark",
year = "1997",
month = "January",
url = "ftp://ftp.cs.auc.dk/pub/reports/tech-reports/R96-2048.ps.gz",
email ="claus@cs.auc.dk",
}
@TechReport{jensenkongkjaerulff:1095,
author = "Jensen, C. S., Kong, A. and Kjaerulff, A.",
title = "Blocking Gibbs Sampling in Very Large Probabilistic Expert Systems",
institution = "Aalborg University, Denmark",
year = "1995",
month = "October",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/jensenkongkjaerulff:95.html",
note="Appeared",
}
@TechReport{johnson:0296,
author = "Johnson, V.E.",
title = "A Coupling-Regeneration Scheme for Diagnosing Convergence of Markov Chain Monte Carlo Algorithms",
institution = "Duke University, USA",
year = "1996",
month = "February",
url = "ftp://ftp.isds.duke.edu/pub/Users/valen/crs.ps.Z",
}
@TechReport{johnson:0794,
author = "Johnson, V.E.",
title = "Studying Convergence of MCMC Algorithms using Coupled Sample Paths"
,
institution = "Duke University, USA",
year = "1994",
month = "July",
url = "ftp://ftp.isds.duke.edu/pub/Users/valen/coupled.ps.Z",
}
@TechReport{johnson:1098,
author = "Valen E. Johnson",
title = "Posterior Distributions on Normalizing Constants",
institution = "ISDS, Duke University",
year = "1998",
month = "October",
url = "ftp://ftp.isds.duke.edu/pub/WorkingPapers/98-26.ps",
absturl = "ftp://ftp.isds.duke.edu/pub/WorkingPapers/98-26.html",
email ="valen@isds.duke.edu",
}
@TechReport{johnson:1102,
author = "Valen Johnson",
title = "A Bayesian Chi-Squared Test for Goodness of Fit",
institution = "University of Michigan",
year = "2002",
month = "November",
url = "http://sitemaker.umich.edu/valen.johnson/files/gof.ps",
email ="valenj@umich.edu",
}
@TechReport{jonesharancaffoneath:0106,
author = "G. L. Jones, M. Haran, B. S. Caffo and R. Neath ",
title = "Fixed-width output analysis for Markov chain Monte Carlo",
institution = "University of Minnesota",
year = "2006",
month = "January",
url = "http://www.stat.umn.edu/~galin/mcse_rev.pdf",
email ="galin@stat.umn.edu",
}
@TechReport{justelpena:0698,
author = "Ana Justel and Daniel Pena",
title = "Bayesian unmasking in linear models",
institution = "Departamento de Matematicas, Universidad Autonoma de Madrid",
year = "1998",
month = "June",
url = "http://www.adi.uam.es/~ajustel/abstracts.html",
email ="ana.justel@uam.es",
note="To appear in Computational Statistics and Data Analysis",
}
@TechReport{justelpenatsay:0698,
author = "Ana Justel, Daniel Pena and Ruey S. Tsay",
title = "Detection of outlier patches in autoregressive time series",
institution = "Departamento de Matematicas, Universidad Autonoma de Madrid",
year = "1998",
month = "June",
url = "http://www.adi.uam.es/~ajustel/abstracts.html",
email ="ana.justel@uam.es",
note="To appear in Statistica Sinica",
}
@TechReport{kalogeropolousrobertsdellaportas:1107,
author = "Kalogeropoulos K., Roberts G.O. and Dellaportas P.",
title = "Inference for stochastic volatility models using time change transformations",
institution = "University of Cambridge, Engineering Department - Signal Processing Laboratory",
year = "2007",
month = "November",
url = "http://www-sigproc.eng.cam.ac.uk/~kk384/publications/tchange.pdf",
email ="kk384@cam.ac.uk",
}
@TechReport{kalogeropolousrobertsdellaportas:1107a,
author = "Kalogeropoulos K., Dellaportas P. and Roberts G.O.",
title = "Likelihood-based inference for correlated diffusions",
institution = "University of Cambridge, Engineering Department - Signal Processing Laboratory",
year = "2007",
month = "November",
url = "http://www-sigproc.eng.cam.ac.uk/~kk384/publications/corrdiff.pdf",
email ="kk384@cam.ac.uk",
}
@TechReport{kasscarlingelmanneal:0297,
author = "Kass, R.E., B.P. Carlin, A. Gelman and R.M. Neal",
title = "Markov Chain Monte Carlo in Practice: A Roundtable Discussion",
institution = "Department of Statistics, Carnegie Mellon University",
year = "1997",
month = "February",
url = "ftp://muskie.biostat.umn.edu/pub/1997/rr97-001.ps.Z",
email ="brad@muskie.biostat.umn.edu",
}
@TechReport{kato:0804,
author = "Zoltan Kato",
title = "Bayesian Color Image Segmentation Using Reversible Jump Markov Chain Monte Carlo",
institution = "Institute of Informatics, Universtity of Szeged",
year = "2004",
month = "August",
url = "ftp://ftp.inria.fr/associations/ERCIM/research_reports/pdf/R055.pdf",
absturl = "http://www.ercim.org/publication/technical_reports/055-abstract.html",
email ="kato@inf.u-szeged.hu",
}
@TechReport{kendall:0997,
author = "W.S.Kendall",
title = "Perfect Simulation for the Area-Interaction Point Process",
institution = "University of Warwick",
year = "1997",
month = "September",
absturl = "http://www.warwick.ac.uk/statsdept/Staff/WSK/abstracts.html#292",
email ="w.s.kendall@warwick.ac.uk",
note="Appeared in Probability Towards 2000 by L. Accardi and C.C. Hyde (eds).
Springer: New York, p218-234.",
}
@TechReport{kendallmoller:0499,
author = "Kendall, W. S. and Møller, J.",
title = "Perfect Metropolis-Hastings Simulation of Locally Stable Point Processes",
institution = "Dept. of Statistics, University of Warwick",
year = "1999",
month = "April",
url = "http://www.math.auc.dk/~jm/kendmol.ps.gz",
email ="jm@math.auc.dk",
}
@TechReport{kendallthoennes:0198,
author = "Kendall, W. S. and Thoennes, E.",
title = "Perfect Simulation in Stochastic Geometry",
institution = "Dept. of Statistics, University of Warwick",
year = "1998",
month = "January",
url = "http://www.warwick.ac.uk/statsdept/Staff/WSK/papers/323.ps.gz ",
absturl = "http://www.warwick.ac.uk/statsdept/Staff/WSK/abstracts.html",
email ="W.S.Kendall@warwick.ac.uk",
}
@TechReport{kimmallick:0900,
author = "Hyoung-Moon Kim and Bani K. Mallick",
title = "A Bayesian prediction using the elliptical and the skew Gaussian processes",
institution = "Texas A&M",
year = "2000",
month = "September",
url = "http://stat.tamu.edu/~hmkim/papers/process.ps",
email ="hmkim@stat.tamu.edu",
}
@TechReport{kingbrooks:0301,
author = "King, R. and Brooks, S.P.",
title = "Bayesian Model Discrimination for Multiple Strata Capture-Recapture Data",
institution = "University of Cambridge",
year="2001",
month = "March",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/kinb01b.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/kinb01b.html",
email ="steve@statslab.cam.ac.uk",
}
@TechReport{kingbrooks:0901,
author = "King, R. and Brooks, S.P.",
title = "Model Selection for Integrated Recovery/Recapture Data",
institution = "University of Cambridge",
year="2001",
month = "September",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/kinb01c.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/kinb01c.html",
email ="steve@statslab.cam.ac.uk",
}
@TechReport{kingbrooks:1199,
author = "King, R. and Brooks, S.P.",
title = "A Note on the Bayesian Analysis of Population Size",
institution = "University of Bristol",
year = "1999",
month = "November",
url = "http://www.statslab.cam.ac.uk/~steve/mypapers/kinb99b.ps",
absturl = "http://www.statslab.cam.ac.uk/~steve/mypapers/kinb99b.html",
email ="steve@statslab.cam.ac.uk",
}
@TechReport{kleibergenpaap:0297,
author = "Kleibergen, F. and Paap, R.",
title = "Priors, Posterior Odds and Lagrange Multiplier Statistics in Bayesian Analyses of Cointegra
tion",
institution = "Econometric Institute, Erasmus University Rotterdam",
year = "1997",
month = "February",
url = "http://www.eur.nl/few/ei/pub/ei9668rv.ps",
absturl = "http://www.eur.nl/few/ei/pub/ei9668rv.html",
email ="kleibergen@few.eur.nl",
}
@TechReport{knorrbesag:0697,
author = "Leonhard Knorr-Held and Julian Besag",
title = "Modelling Risk from a Disease in Time and Space",
institution = "Institut fur Statistik, Universitat Munchen, Germany",
year = "1997",
month = "June",
url = "ftp://ftp.stat.uni-muenchen.de/pub/leo/ohio.ps",
email ="leo@stat.uni-muenchen.de",
}
@TechReport{knorrrasser:0598,
author = "Knorr-Held, L., Rasser, G.",
title = "Bayesian Detection of Clusters and Discontinuities in Disease Maps",
institution = "Institut fur Statistik, Universitat Munchen, Germany",
year = "1998",
month = "May",
url = "ftp://ftp.stat.uni-muenchen.de/pub/leo/bdcd.ps.Z",
email ="leo@stat.uni-muenchen.de",
}
@TechReport{knorrrue:0700,
author = "Leonhard Knorr-Held and Havard Rue",
title = "On block updating in Markov random field models for disease mapping",
institution = "Imperial College London, UK and University Munich, Germany",
year = "2000",
month = "July",
url = "ftp://ftp.stat.uni-muenchen.de/pub/leo/block.ps",
email ="l.knorr-held@ic.ac.uk",
}
@TechReport{kosorok:0598,
author = "Michael R. Kosorok",
title = "Monte Carlo error estimation for multivariate Markov chains",
institution = "Departments of Statistics and Biostatistics and Medical Informatics, University of Wi
sconsin-Madison",
year = "1998",
month = "May",
url = "http://www.biostat.wisc.edu/~kosorok/papers/mcmcerror1.ps",
email ="kosorok@biostat.wisc.edu",
}
@TechReport{kosorokdouglashuang:0498,
author = "Michael R. Kosorok, Jeffrey A. Douglas, and Daode Huang",
title = "Maximum working likelihood inference with Markov chain Monte Carlo",
institution = "Departments of Statistics and Biostatistics and Medical Informatics, University of Wisconsin-Madison",
year = "1998",
month = "April",
url = "http://www.biostat.wisc.edu/~kosorok/papers/mcmcrev1a.ps",
email ="kosorok@biostat.wisc.edu",
}
@TechReport{leonperron:0401,
author = "Leon, Carlos A., and Francois Perron",
title = "Optimal Chernoff Bounds for Finite Reversible Markov Chains",
institution = "Universidad de Concepcion (Chile)",
year = "2001",
month = "April",
url = "ftp://ftp.ing-mat.udec.cl/users/cleon/artcl3.ps",
email ="cleon@ing-mat.udec.cl",
}
@TechReport{leporini:0498,
author = "D. Leporini",
title = "Optimized Representations of Signals Using Bayesian Decomposition Trees",
institution = "Laboratoire des Signaux et Systemes, ESE, France ",
year = "1998",
month = "April",
url = "ftp://ftp.supelec.fr/lss/Reports/Leporini/bdt.ps.gz",
email ="leporini@lss.supelec.fr",
}
@TechReport{lewisraftery:0195,
author = "Lewis, S. M. and Raftery, A. E.",
title = "Bayes Factors via Posterior Simulation using the Laplace Metropolis Estimator",
institution = "University of Washington, USA",
year = "1995",
month = "January",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/tr279.ps",
}
@TechReport{liang:0702,
author = "Faming Liang",
title = "Dynamically Weighted Importance Sampling in Monte Carlo Computation",
institution = "Department of Statistics and Applied Probability, National University of Singapore",
year = "2002",
month = "July",
url = "http://www.stat.nus.edu.sg/~fmliang/papers/DWIS.pdf",
email ="stalfm@nus.edu.sg",
}
@TechReport{liang:0507,
author = "Faming Liang",
title = "Continuous Contour Monte Carlo for Marginal Density Estimation with
an Application to Spatial Statistical Model",
institution = "Department of Statistics, Texas A&M University",
year = "2007",
month = "May",
url = "http://www.stat.tamu.edu/~fliang/mar5.pdf",
note = "The paper is to appear in Journal of Computational and Graphical Statistics. ",
email ="fliang@stat.tamu.edu",
}
@TechReport{liang:liu:carroll:0107,
author = "Faming Liang, Chuanhai Liu, and Raymond J. Carroll",
title = "Stochastic Approximation in Monte Carlo Computation",
institution = "Department of Statistics, Texas A&M University, College Station, TX 77845",
year = "2007",
month = "January",
url = "http://www.stat.tamu.edu/~fliang/sam9.pdf",
email ="fliang@stat.tamu.edu",
}
@TechReport{liangwong:0702,
author = "Faming Liang and Wing Hung Wong",
title = "Real-Parameter Evolutionary Monte Carlo with Applications to Bayesian Mixture Models",
institution = "Department of Statistics and Applied Probability, National University of Singapore",
year = "2002",
month = "July",
url = "http://www.stat.nus.edu.sg/~fmliang/papers/RealEMC.pdf",
email ="stalfm@nus.edu.sg",
}
@TechReport{liangwong:0702,
author = "Faming Liang and Wing Hung Wong",
title = "Evolutionary Monte Carlo for Protein Folding Simulations",
institution = "Department of Statistics and Applied Probability, National University of Singapore",
year = "2002",
month = "July",
url = "http://www.stat.nus.edu.sg/~fmliang/papers/JCP01.pdf",
email ="stalfm@nus.edu.sg",
}
@TechReport{liangwong:0702,
author = "Faming Liang and Wing Hung Wong",
title = "Evolutionary Monte Carlo: Applications to Cp Model Sampling and Change Point Problem",
institution = "Department of Statistics and Applied Probability, National University of Singapore",
year = "2002",
month = "July",
url = "http://www.stat.nus.edu.sg/~fmliang/papers/SS00.pdf",
email ="stalfm@nus.edu.sg",
}
@TechReport{lipearldoss:0996,
author = "Li, S., D.K. Pearl, and H. Doss",
title = "Phylogenetic Tree Construction Using Markov Chain Monte Carlo",
institution = "Iowa State University",
year = "1996",
month = "September",
url = "http://stat.ohio-state.edu/~doss/mc_trees.ps.gz",
}
@Techreport{liu:0496,
author = "Liu, J.S.",
title = "Fraction of Missing Information and Convergence Rate of Data Augmentation",
institution = "Stanford, USA",
year = "1996",
month = "April",
url = "http://playfair.stanford.edu/reports/jliu/fraction.ps.Z",
}
@Techreport{liua:0496,
author = "Liu, J.S.",
title = "Metropolized Gibbs Sampler: An Improvement",
institution = "Stanford, USA",
year = "1996",
month = "April",
url = "http://playfair.stanford.edu/reports/jliu/mgibbs.ps.Z",
}
@Techreport{liub:0496,
author = "Liu, J.S.",
title = "Metropolized Independence Sampling with Comparisons to Rejection Sampling and Importance Sampling",
institution = "Stanford, USA",
year = "1996",
month = "April",
url = "http://playfair.stanford.edu/reports/jliu/eigen.ps.Z",
}
@Techreport{liuc:0496,
author = "Liu, J.S.",
title = "Correlation Structure and Convergence Rate of the Gibbs Sampler - PhD Thesis",
institution = "University of Chicago",
year = "1991",
month = "April",
url = "http://www-stat.stanford.edu/~jliu/TechRept/91folder/thesis.ps.gz",
}
@Techreport{liuchen:0896,
author = "Liu, J.S. and Chen, R.",
title = "A Note on Monte Carlo Methods for Dynamic Systems",
institution = "Stanford, USA",
year = "1996",
month = "August",
url = "http://playfair.stanford.edu/reports/jliu/dsmc.ps.Z",
}
@TechReport{liusabatti:0898,
author = "Jun S Liu and Chiara Sabatti",
title = "Simulated Sintering: MCMC With Spaces of Varying Dimensions",
institution = "Department of Statistics, Stanford University",
year = "1998",
month = "August",
url = "http://www-stat.stanford.edu/~jliu/TechRept/98folder/sinter.ps",
email ="jliu@stat.stanford.edu",
}
@TechReport{liusabatti:0898,
author = "Jun S Liu and Chiara Sabatti",
title = "Generalized Multigrid Monte Carlo for Bayesian Computation",
institution = "Department of Statistics, Stanford University",
year = "1998",
month = "August",
url = "http://www-stat.stanford.edu/~jliu/TechRept/98folder/mgmc.ps",
email ="jliu@stat.stanford.edu",
}
@TechReport{liuwongchen:1196,
author = "Jun S Liu, Wing Hung Wong and Rong Chen",
title = "Rejection control and importance sampling",
institution = "Department of Statistics, Stanford University",
year = "1996",
month = "November",
url = "http://paolu.stanford.edu/~jliu/Public/rcsis.ps.gz",
email ="jliu@paolu.stanford.edu",
}
@TechReport{liuwu:0898,
author = "Jun S Liu and Ying Nian Wu",
title = "Parameter Expansion for Data Augmentation",
institution = "Department of Statistics, Stanford University",
year = "1998",
month = "August",
url = "http://www-stat.stanford.edu/~jliu/TechRept/97folder/paug.ps.gz",
email ="jliu@stat.stanford.edu",
}
@Techreport{liulawrence:0496,
author = "Liu, J.S. and Lawrence, C.E.",
title = "Statistical Models for Multiple Sequence Alignment: Unifications
and Generalizations",
sis",
institution = "Stanford, USA",
year = "1996",
month = "April",
url = "http://playfair.stanford.edu/reports/jliu/unify1.ps.Z",
}
@TechReport{lundpentinnenrudemo:0200,
author = "Jens Lund, Antti Penttinen, Mats Rudemo",
title = "Bayesian analysis of spatial point patterns from noisy observations",
institution = "Department of Mathematics and Physics, The Royal Veterinary and Agricultural University, Denmark",
year = "2000",
month = "February",
url = "ftp://ftp.dina.kvl.dk/pub/Staff/Jens.Lund/reconstruct/estx1.ps.gz",
email ="jlund@dina.kvl.dk",
}
@TechReport{maceachernclydeliu:0696,
author = "MacEachern, S. N., Clyde, M. and Liu, J.S.",
title = "Sequential Importance Sampling for Nonparametric Bayes models: The Next Generation",
institution = "Ohio State University",
year = "1996",
month = "June",
url = "ftp://ftp.isds.duke.edu/pub/WorkingPapers/96-09.ps",
}
@TechReport{maceachernperuggia:0796,
author = "MacEachern, S. N. and Peruggia, M.",
title = "Importance Link Function Estimation for Markov Chain Monte Carlo Methods",
institution = "Ohio State University",
year = "1996",
month = "July",
url = "http://stat.ohio-state.edu/~peruggia/papers/ilf.ps",
}
@TechReport{madiganyork:0696,
author = "Madigan, D. and York, Y.",
title = "Bayesian Graphical Models for Discrete Data",
institution = "University of Washington",
year = "1996",
month = "June",
url = "http://www.stat.washington.edu/tech.reports/tr259.ps",
}
@TechReport{mallick:0496,
author = "Mallick, B. K.",
title = "Bayesan Curve Estimation by Polynomials of Random Order",
institution = "Imperial College, London",
year = "1996",
month = "April",
url = "http://telemachus.ma.ic.ac.uk/~bkmal/jump.ps",
}
@TechReport{mallickdenisongangopadhyay:1096,
author = "Mallick, B. K., Denison, D.G.T. and Gangopadhyay, A.K.",
title = "A Bayesan Curve Fitting Approach to Power Spectrum Estimation",
institution = "Imperial College, London",
year = "1996",
month = "October",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/spec.ps.gz",
email = "d.denison@ic.ac.uk",
}
@TechReport{mallickdenisonsmith:0597,
author = "Mallick, B. K., Denison, D.G.T. and Smith, A.F.M.",
title = "Bayesian Survival Analysis using a MARS Model",
institution = "Imperial College, London",
year = "1997",
month = "May",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/dgtd.link/surv.ps.gz",
email = "d.denison@ic.ac.uk",
}
@TechReport{manita:1197,
author = "A. D. Manita",
title = "Convergence Time to Equilibrium for Multi-particle Markov Chains",
institution = "Moscow State University",
year = "1997",
month = "November",
url = "http://www.math.msu.su/~manita/d/mp-eng.ps",
absturl = "http://www.math.msu.su/~manita/d/mp-abs.htm",
email ="manita@mech.math.msu.su",
}
@TechReport{manita:1296,
author = "Manita, A.D.",
title = "Convergence Time to Equilibrium for Large Finite Markov Chains",
institution = "Moscow State University",
year = "1996",
month = "December",
url = "http://mech.math.msu.su/~manita/d/ct-eng.ps",
absturl = "http://mech.math.msu.su/~manita/d/ct-abs.htm",
email ="manita@mech.math.msu.su",
}
@TechReport{marinmengersenrobert:0204,
author = " J. M. Marin, K. Mengersen and C.P. Robert",
title = "Bayesian Modelling and Inference on Mixtures of Distributions",
institution = "CEREMADE, Universite Paris Dauphine",
year = "2004",
month = "February",
url = "http://www.ceremade.dauphine.fr/CMD/preprints04/0412.pdf",
absturl = "http://www.ceremade.dauphine.fr/CMD/preprints04/abst0412.html",
email ="marin@ceremade.dauphine.fr",
}
@TechReport{masemollerstoyanwaagepetersendoge:0499,
author = "Mase, S., Møller, J., Stoyan, D., Waagepetersen, R.P. and Doge, G.",
title = "Packing Densities and Simulated Tempering for Hard Core Gibbs Point Processes",
institution = "Department of Math. and Comp. Sci., Tokyo Inst. of Tech.",
year = "1999",
month = "April",
url = "http://www.math.auc.dk/~jm/maseetal.ps.gz",
email ="jm@math.auc.dk",
}
@TechReport{mathe:0397,
author = "Peter Mathe",
title = "Relaxation of Product Markov Chains on Product Spaces",
institution = "WIAS Berlin",
year = "1997",
month = "March",
url = "http://hyperg.wias-berlin.de/0xc07cf96b_0x00001fb0;sk=544BD3F8",
email ="mathe@wias-berlin.de",
}
@TechReport{matheandnovack:1106,
author = "Peter Mathe and Erich Novak",
title = "Simple Monte Carlo and the Metropolis algorithm",
institution = "Weierstrass Institute for Applied Analysis and Stochastics, Mohrenstrasse 39, D-10117 Berlin, Germany",
year = "2006",
month = "November",
url = "http://www.wias-berlin.de/publications/preprints/1182/wias_preprints_1182.pdf",
absturl = "http://www.wias-berlin.de/main/publications/wias-publ/wiaspubl.cgi?type=preprint&year=2006&number=1182",
email ="mathe@wias-berlin.de",
}
@TechReport{maunewtonlarget:0796,
author = "Mau, B. Newton, M.A. and Larget, B.",
title = "Bayesian phylogenetic inference via Markov chain Monte Carlo methods ",
institution = "University of Wisconsin - Madison",
year = "1996",
month = "July",
url = "ftp://ftp.stat.wisc.edu/pub/newton/tr961.ps",
absturl = "http://www.stat.wisc.edu/~newton/papers/abstracts/tr961a.html",
}
@TechReport{mckeaguewefelmeyer:1295,
author = "McKeague, I.W. and Wefelmeyer, W.",
title = "Markov Chain Monte Carlo and Rao-Blackwellization",
institution = "Florida State University, USA",
year = "1995",
month = "December",
url = "http://stat.fsu.edu/~mckeague/ps/rao-black.ps.gz",
}
@TechReport{mlenik:1109,
author = "Melnik, Roderick V. N.",
title = "Markov Chain network training and conservation law approximations: Linking microscopic and macroscopic models for evolution",
institution = "Department of Mathematics, Wilfrid Laurier University, Canada",
year = "2009",
month = "November",
url = "http://www.m2netlab.wlu.ca/research/publications/EJ-120.pdf",
absturl = "http://www.m2netlab.wlu.ca/research/publications/EJ-120-abstract.html",
email ="rmelnik@wlu.ca",
}
@TechReport{mengersenrobert:0598,
author = "Mengersen, K. L., Robert, C.P. and Guihenneuc-Jouyaux, C.",
title = " MCMC convergence diagnosics: a `reviewww'",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "May",
email="robert@bayes.ensae.fr",
note="Appeared in Bayesian Statistics VI",
}
@TechReport{mengersentweedie:0195,
author = "Mengersen, K. L. and Tweedie, R. L.",
title = "Rates of Convergence of the Hastings and Metropolis Algorithms",
institution = "University of Queensland, Australia",
year = "1995",
month = "January",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/tweedie.ps.gz",
}
@TechReport{mira:0201,
author = "Antonietta Mira",
title = "Efficiency increasing and stationarity preserving probability mass transfers for MCMC",
institution = "U. of Insubria, Varese, Italy",
year = "2001",
month = "February",
url = "http://aim.unipv.it/~anto/AM142.ps",
absturl = "http://aim.unipv.it/~anto/AM142-abs.ps",
email ="anto@aim.unipv.it",
}
@TechReport{miramollerroberts:1199,
author = "A. Mira, J. Møller and G.O. Roberts",
title = "Perfect Slice Samplers",
institution = "University of Insubria, Varese, Italy",
year = "1999",
month = "November",
url = "http://aim.unipv.it/~anto/perfect.ps",
absturl = "http://aim.unipv.it/~anto/perfectabs.ps",
email ="anto@ipvaim.unipv.it",
}
@TechReport{miratierney:0299,
author = "A. Mira and L. Tierney",
title = "On the use of auxiliary variables in Markov chain Monte Carlo sampling",
institution = "University of Insubria, Varese, Italy",
year = "1999",
month = "February",
url = "http://aim.unipv.it/~anto/mcmc/tutto1.ps",
email ="anto@ipvaim.unipv.it",
}
@TechReport{moller:0195,
author = "Møller, J",
title = "Markov Chain Monte Carlo and Spatial Point Processes",
institution = "Inst. of Maths. Aarhus. Denmark",
year = "1995",
month = "January",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/jesper.html",
email="jm@math.auc.dk",
}
@TechReport{moller:0498,
author = "Jesper Møller",
title = "Aspects of spatial statistics, stochastic geometry and Markov chain Monte Carlo methods",
institution = "Department of Mathematics, Aalborg University, Denmark",
year = "1998",
month = "April",
url = "http://www.math.auc.dk/~jm/dis5.ps.gz",
email ="jm@math.auc.dk",
}
@TechReport{moller:0502,
author = "Møller, J",
title = "Shot noise Cox processes",
institution = "Aalborg University",
year = "2002",
month = "May",
url = "http://www.math.auc.dk/~jm/SNCP.ps",
email ="jm@math.auc.dk",
}
@TechReport{moller:0697,
author = "Møller, J.",
title = "Perfect simulation of conditionally specified models",
institution = "Department of Mathematics, Aalborg University",
year = "1997",
month = "June",
url = "http://www.math.auc.dk/~jm/perfect.cond.specified.ps",
email ="jm@math.auc.dk",
}
@TechReport{moller:0800,
author = "Jesper Møller",
title = "A review on perfect simulation in stochastic geometry",
institution = "Aalborg University",
year = "2000",
month = "August",
url = "http://www.math.auc.dk/~jm/athens9.ps",
email ="jm@math.auc.dk",
}
@TechReport{mollermengersen:0106,
author = " J. Møller and K. Mengersen",
title = "Ergodic averages for monotone functions using upper and lower dominating processes",
institution = "Aalborg University",
year = "2006",
month = "January",
url = "http://www.math.aau.dk/~jm/MollerMengersen.pdf",
email ="jm@math.aau.dk",
}
@TechReport{mollernicholls:0699,
author = "Jesper Møller and Geoff Nicholls",
title = "Perfect simulation for sample-based inference",
institution = "Department of Mathematical Sciences, Aalborg University, Denmark",
year = "1999",
month = "June",
url = "http://www.math.auckland.ac.nz/~nicholls/linkfiles/papers/perfect.sim.temp1.ps.gz",
email ="nicholls@math.auckland.ac.nz",
}
@TechReport{mollerpettittbertelsenreeves:0104,
author = "J. Moller, A.N. Pettitt, K.K. Berthelsen and R.W. Reeve",
title = "An efficient Markov chain Monte Carlo method for
distributions with intractable normalising constants",
institution = "Department of Mathematical Sciences, Aalborg University",
year = "2004",
month = "January",
url = "http://www.math.auc.dk/~jm/auxvarnorm.ps",
email ="jm@math.auc.dk",
}
@TechReport{mollerschladitz:0498,
author = "Jesper Møller and Katja Schladitz",
title = "Extensions of Fill's algorithm for perfect simulation",
institution = "Department of Mathematics, Aalborg University, Denmark",
year = "1998",
month = "April",
url = "http://www.math.auc.dk/~jm/extension.fill.ps",
email ="jm@math.auc.dk",
}
@TechReport{mollersyversveenwaagepetersen:0996,
author = "Møller, J, Syversveen, A.R. and Waagepetersen, R.P.",
title = "Log Gaussian Cox Processes",
institution = "Department of Computer Science and Mathematics, University of Aalborg",
year = "1996",
month = "September",
url = "http://www.math.auc.dk/~jm/cox.paper.ps.gz",
absturl="http://www.math.auc.dk/~jm/lgcpsum.ps",
email ="jm@math.auc.dk",
}
@TechReport{mollerskare :0101,
author = "J. Møller and O. Skare",
title = "Bayesian image analysis with coloured Voronoi tessellations and a view to applications in reservoir modelling",
institution = "Aalborg University",
year = "2001",
month = "January",
url = "http://www.math.auc.dk/~jm/moellerskare.ps.gz",
email ="jm@math.auc.dk",
}
@TechReport{mollertorrisi:0304,
author = "Jesper Møller and Giovanni Luca Torrisi",
title = "Generalised shot noise Cox processes",
institution = "Aalborg University",
year = "2004",
month = "March",
url = "http://www.math.auc.dk/~jm/RRGSNCP.ps",
email ="jm@math.auc.dk",
}
@TechReport{mollerwaagepetersen:0801,
author = "Jesper Moller and Rasmus P. Waagepetersen",
title = "Simulation based inference for spatial jump processes",
institution = "Department of Mathematical Sciences, Aalborg University",
year = "2001",
month = "August",
url = "http://www.math.auc.dk/~jm/Summerschool7.ps",
email ="jm@math.auc.dk",
}
@TechReport{mollerwaagepetersen:1101,
author = "Jesper Møller and Rasmus P. Waagepetersen",
title = "Statistical inference for Cox processes",
institution = "Aalborg University",
year = "2001",
month = "November",
url = "http://www.math.auc.dk/~jm/cox2.RR.ps",
email ="jm@math.auc.dk",
}
@TechReport{morris:0997,
author = "Robin D. Morris",
title = "Auxilliary Variables for Markov Random Fields with Higher Order Interactions",
institution = "NASA Ames Research Center",
year = "1997",
month = "September",
url = "http://www2.eng.cam.ac.uk/~rdm/pdchien1.ps.gz",
email ="rdm@ptolemy.arc.nasa.gov",
}
@TechReport{mosegaardtarantola:0502,
author = "Klaus Mosegaard and Albert Tarantola",
title = "Probabilistic Approach to Inverse Problems",
institution = "University of Paris (IPGP)",
year = "2002",
month = "May",
url = "http://www.ccr.jussieu.fr/tarantola/Files/Professional/Papers_PDF/InvProbIASPEI.pdf",
email ="tarantola@ipgp.jussieu.fr",
}
@TechReport{murdochgreen:0397,
author = "Murdoch, D.J. and P.J. Green",
title = "Exact Sampling from a Continuous State Space",
institution = "Queen's University, Canada",
year = "1997",
month = "March",
url="http://www.stats.bris.ac.uk/~peter/abstracts/coupling.html",
email ="murdoch@fisher.stats.uwo.ca",
note="Appeared",
}
@TechReport{murdochrosenthal:0598,
author = "Duncan J. Murdoch and Jeffrey S. Rosenthal",
title = "Efficient Use of Exact Samples",
institution = "Queen's University, Canada",
year = "1998",
month = "May",
url = "http://probability.ca/jeff/ftpdir/effic.ps.Z",
email ="murdoch@fisher.stats.uwo.ca",
}
@TechReport{murdochrosenthal:0798,
author = "D.J. Murdoch and J.S. Rosenthal",
title = "An extension of
Fill's exact sampling algorithm to non-monotone chains. (
Revised, see Fill, Machida, Murdoch, and Rosenthal)",
institution = "University of Western Ontario",
year = "1998",
month = "July",
email ="jeff@math.toronto.edu",
}
@TechReport{myklandtierneyyu:0594,
author = "Mykland, C., Tierney, L. and Yu, B.",
title = "Regeneration in Markov Chain Samplers",
institution = "Univesity of Minnesota, USA",
year = "1994",
month = "May",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/myklandtierneyyu:94.html",
note="Appeared",
}
@TechReport{neal:1105,
author = "Radford Neal",
title = "Estimating Ratios of Normalizing Constants Using Linked Importance Sampling",
institution = "University of Toronto",
year = "2005",
month = "November",
url = "http://www.cs.utoronto.ca/~radford/ftp/lis.pdf",
absturl = "http://www.cs.utoronto.ca/~radford/lis.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0805,
author = "Radford M. Neal",
title = "The Short-Cut Metropolis Method",
institution = "University of Toronto",
year = "2005",
month = "August",
url = "ftp://ftp.cs.toronto.edu/pub/radford/short-met.ps",
absturl = "http://www.cs.utoronto.ca/~radford/short-met.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:1004,
author = "Radford M. Neal",
title = "Taking bigger Metropolis steps by dragging fast variables",
institution = "University of Toronto",
year = "2004",
month = "October",
url = "ftp://ftp.cs.toronto.edu/pub/radford/drag.ps",
absturl = "http://www.cs.toronto.edu/~radford/drag.abstract.html",
email ="radford@stat.utoronto.edu",
}
@TechReport{neal:0704,
author = "R. M. Neal",
title = "Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better",
institution = "University of Toronto",
year = "2004",
month = "July",
url = "ftp://ftp.cs.toronto.edu/pub/radford/asymvar.ps",
absturl = "http://www.cs.utoronto.ca/~radford/asymvar.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0298,
author = "R. M. Neal",
title = "Annealed importance sampling",
institution = "University of Toronto",
year = "1998",
month = "February",
url = "ftp://ftp.cs.toronto.edu/pub/radford/ais.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/ais.abstract.html",
email ="radford@stat.toronto.edu",
}
@TechReport{neal:0302,
author = "Radford M. Neal",
title = "Circularly-Coupled Markov Chain Sampling",
institution = "University of Toronto",
year = "2002",
month = "March",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/circ-rev.pdf",
absturl = "http://www.cs.utoronto.ca/~radford/circ.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0399,
author = "R. M. Neal",
title = "Erroneous Results in ``Marginal Likelihood from the Gibbs Output''",
institution = "University of Toronto",
year = "1999",
month = "March",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/chib-letter.ps",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0503,
author = "Radford M. Neal",
title = "Markov chain sampling for non-linear state space models using embedded hidden Markov models",
institution = "University of Toronto",
year = "2003",
month = "May",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/emb-hmm.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/emb-hmm.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0701,
author = "Radford M. Neal",
title = "Transferring prior information between models using imaginary data",
institution = "University of Toronto",
year = "2001",
month = "July",
url = "ftp://ftp.cs.toronto.edu/pub/radford/pit.pdf",
absturl = "http://www.cs.toronto.edu/~radford/pit.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0900,
author = "Radford Neal",
title = "Slice sampling",
institution = "University of Toronto",
year = "2000",
month = "September",
url = "ftp://www.cs.utoronto.ca/pub/radford/slc-samp.ps.Z",
absturl = "http://www.cs.utoronto.ca/~radford/slc-samp.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0998,
author = "R. M. Neal",
title = "Markov Chain Sampling Methods for Dirichlet Process Mixture Models",
institution = "University of Toronto",
year = "1998",
month = "September",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/mixmc.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/mixmc.abstract.html",
note = "Also in PDF format at ftp://ftp.cs.utoronto.ca/pub/radford/mixmc.pdf",
email ="radford@stat.toronto.edu",
}
@TechReport{neal:1194a,
author = "Neal, R.M.",
title = "Sampling from Multi-Modal Distributions Using Tempered Transitions",
institution = "Dept. of Statistics, Univ. of Toronto, Canada",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/neal2:1194.html",
note="Appeared",
}
@TechReport{neal:1194b,
author = "Neal, R.M.",
title = "Bayesian Learning for Neural Networks (LARGE - 195 pages)",
institution = "Dept. of Comp. Sci., Univ of Toronto, Canada",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/neal3:1194.html",
note="Appeared",
}
@TechReport{neal:1197,
author = "R. M. Neal",
title = "Markov Chain Monte Carlo Methods Based on `Slicing' the Density Function",
institution = "University of Toronto",
year = "1997",
month = "November",
url = "ftp://ftp.cs.toronto.edu/pub/radford/slice.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/slice.abstract.html",
email ="radford@utstat.toronto.edu",
}
@TechReport{neal:1199,
author = "Radford M. Neal",
title = "Circularly-coupled Markov chain sampling",
institution = "University of Toronto",
year = "1999",
url = "ftp://ftp.cs.toronto.edu/pub/radford/circ.ps",
absturl = "http://www.cs.toronto.edu/~radford/circ.abstract.html",
email ="radford@stat.toronto.edu",
}
@TechReport{neal:695,
author = "Neal, R.M.",
title = "Suppressing Random Walks in MCMC Using Ordered Overrelaxation",
institution = "Dept. of Statistics, Univ of Toronto, Canada",
year = "1995",
month = "June",
url = "ftp://ftp.cs.toronto.edu/pub/radford/over.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/over.abstract.html",
}
@TechReport{neal:993,
author = "Neal, R.",
title = "Probablistic Inference using Markov Chain Monte Carlo Methods",
institution = "Dept. of Computer Science, University of Toronto",
year = "1993",
month = "September",
url = "ftp://ftp.cs.toronto.edu/pub/radford/review.ps.Z",
absturl = "ftp://ftp.cs.toronto.edu/pub/radford/www/review.abstract.html",
}
@TechReport{nevatpetersyuan:0209,
author = "Ido Nevat, Gareth Peters, Jinhong Yuan ",
title = "Coherent Detection for Cooperative Networks with Arbitrary Relay Functions using "Likelihood Free" Inference ",
institution = "University of NSW, Electrical Engineering Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{nicholls:0396,
author = "Nicholls, G.",
title = "Bayesian Image Analysis with Markov Chain Monte Carlo and Colored Continuum Triangulation Models",
institution = "Dept. of Mathematics, Auckland University.",
year = "1996",
month = "March",
url = "http://www.math.auckland.ac.nz/~nicholls/linkfiles/papers.html",
note = "Appeared",
}
@TechReport{nichollsjones:0900,
author = "Geoff Nicholls and Martin Jones",
title = "Radiocarbon dating with temporal order constraints",
institution = "Mathematics Department, University of Auckland",
year = "2000",
month = "September",
url = "http://www.math.auckland.ac.nz/~nicholls/linkfiles/papers/archaeo2.ps.gz",
email ="nicholls@math.auckland.ac.nz",
}
@TechReport{nobilegreen:1297,
author = "Nobile, A. and Green, P.J.",
title = "Bayesian analysis of factorial experiments by mixture modelling",
institution = "University of Bristol",
year = "1997",
month = "December",
url="http://www.stats.bris.ac.uk/~manob/banovamixabs.html",
email="ago.nobile@bris.ac.uk",
}
@TechReport{nottgreen:0601,
author = "David Nott and Peter J. Green",
title = "Bayesian variable selection and the Swendsen-Wang algorithm",
institution = "University of New South Wales",
year = "2001",
month = "June",
url = "http://www.stats.bris.ac.uk/~peter/papers/bvsswang.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/bvsswang.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{ntzoufrasdellaportasforster:0501,
author = "Ioannis Ntzoufras, Petros Dellaportas and Jonathan J. Forster",
title = "Bayesian Variable and Link Determination for Generalised Linear Models",
institution = "University of the Aegean",
year = "2001",
month = "May",
url = "http://www.stat-athens.aueb.gr/~ptd/link.ps",
absturl = "http://www.stat-athens.aueb.gr/~jbn/abstracts/link.html",
email ="petros@aueb.gr",
}
@TechReport{oneill:0301,
author = "P. D. O'Neill",
title = "Perfect Simulation for Reed-Frost epidemic models",
institution = "University of Nottingham",
year = "2001",
month = "March",
url = "http://www.maths.nott.ac.uk/personal/pdo/perfect.ps",
email ="pdo@maths.nott.ac.uk",
}
@TechReport{pak:0199,
author = "Igor Pak",
title = "Two random walks on upper triangular matrices",
institution = "Yale University",
year = "1999",
month = "January",
url = "http://www.math.yale.edu:80/users/paki/2walks1.ps",
absturl = "http://www.math.yale.edu:80/users/paki/research.html",
}
@TechReport{pak:0698,
author = "Igor Pak",
title = "On random walks with few random generators",
institution = "Yale U.",
year = "1998",
month = "June",
url = "http://www.math.yale.edu:80/users/paki/randgen4.dvi",
}
@TechReport{pasaricagelman:1003,
author = "Cristian Pasarica and Andrew Gelman",
title = "Adaptively scaling the Metropolis algorithm using the average squared jumped distance",
institution = "Department of Statistics, Columbia University",
year = "2003",
month = "October",
url = "http://www.stat.columbia.edu/~gelman/research/unpublished/metrop_esjd.pdf",
email ="gelman@stat.columbia.edu",
}
@TechReport{pasyanosfranzramirez:0506,
author = "Michael E. Pasyanos, Gregory A. Franz, and Abelardo L. Ramirez",
title = "Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow SeaKorean Peninsula region",
institution = "Lawrence Livermore National Laboratory",
year = "2006",
month = "May",
url = "http://www.agu.org/pubs/crossref/2006/2005JB003851.shtml",
email ="pasyanos1@llnl.gov",
}
@TechReport{petersbalakrishnanlasscockmellen:0209,
author = "Gareth Peters, Kannan Balakrishnan, Ben Lasscock and Chris Mellen ",
title = "Rank Estimation and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Models",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersjohansendoucet:0209,
author = "Gareth Peters, Adam Johansen and Arnaud Doucet.",
title = "Simulation of the Annual Loss Distribution in Operational Risk via Panjer Recursions and Volterra Integral Equations for Value at Risk and Expected Shortfall Estimation",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersnevatyuan:0209,
author = "Gareth Peters, Ido Nevat, Jinhong Yuan ",
title = "Stochastic Approximation and Conditional Path Sampling Trans-dimensional MCMC for Channel Estimation in OFDM Systems with Unknown Power Delay Profile ",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersshevchenkowuthrich:0209,
author = "Gareth Peters, Pavel Shevchenko, Mario Wuthrich ",
title = "Dynamic Operational Risk: modelling dependence and combining different sources of information",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersshevchenkowuthrich:1207,
author = "Gareth W. Peters, Pavel Shevchenko, Mario V. Wuthrich",
title = "Model risk in claims reserving within Tweedie's compound Poisson models",
institution = "University of NSW Statistics Department & CSIRO Mathematical and Information Sciences",
year = "2007",
month = "December",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Journal%20Papers.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{peterswuthrichshevchenko:0209,
author = "Gareth Peters, Mario Wuthrich, Pavel Shevchenko ",
title = "Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petristardella:1100,
author = "Giovanni Petris and Luca Tardella",
title = "A New Strategy for Simulating From Mixture Distributions With Applications to Bayesian Model Selection",
institution = "University of Arkansas",
year = "2000",
month = "November",
url = "http://definetti.uark.edu/~gpetris/samplemixed.ps",
absturl = "http://definetti.uark.edu/~gpetris/abstract.html",
email ="GPetris@uark.edu",
}
@TechReport{petronerobertsrosenthal:0598,
author = "Petrone, S., Roberts, G.O. and Rosenthal, J.S.",
title = "A Note on Convergence Rates of Gibbs Sampling for Nonparametric Mixtures",
institution = "Dipartimento di Economia Politica e Metodi Quantitativi, Universita' degli Studi di Pavia ",
year = "1998",
month = "May",
url = "http://3weco.unipv.it/users/staff/spetrone/www/papers/diric.ps",
absturl="http://3weco.unipv.it/Web/dipeco/quad/abs/abs77.htm",
email="spetrone@eco.unipv.it",
}
@TechReport{philipperobert:1001,
author = "Anne Philippe and Christian P. Robert",
title = "Perfect simulation of positive Gaussian distributions",
institution = "Universite de Lille 1",
year = "2001",
month = "October",
url = "http://www.ceremade.dauphine.fr/~xian/perfectgo.ps.gz",
email ="xian@ceremade.dauphine.fr",
}
@TechReport{philipperobert:1098,
author = "Anne Philippe and Christian P. Robert",
title = "Riemann Sums for MCMC Estimation and Convergence Monitoring",
institution = "EP CNRS 1765, Universite de LILLE I",
year = "1998",
month = "October",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/riemann.ps.gz",
email ="philippe@jacta.univ-lille1.fr",
}
@TechReport{pievatologreen:0697,
author = "Pievatolo, A. and Green, P.J.",
title = "Boundary Detection through Dynamic Polygons",
institution = "IAMI, Milano, Italy",
year = "1997",
month = "June",
url="http://www.stats.bris.ac.uk/~peter/abstracts/poly.html",
email="P.J.Green@Bristol.ac.uk",
note="Appeared",
}
@TechReport{pintoneal:0201,
author = "Ruxandra L. Pinto and Radford M. Neal",
title = "Improving Markov chain Monte Carlo estimators by coupling to an approximating chain",
institution = "University of Toronto",
year = "2001",
month = "February",
url = "ftp://www.cs.toronto.edu/pub/radford/cplgau.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/cplgau.abstract.html",
email ="radford@stat.toronto.edu",
}
@TechReport{pittshephard:1097,
author = "Pitt, M.K. and Shephard, N.",
title = "Filtering via Simulation: Auxiliary Particle Filters",
institution = "Imperial College, London",
year = "1997",
month = "October",
url = "http://www.nuff.ox.ac.uk/economics/papers/1997/w13/sir.ps",
email="neil.shephard@nuffield.oxford.ac.uk",
}
@TechReport{pittwalker:1198,
author = "Michael Pitt and Stephen Walker",
title = "marginal construction of time series with application to volatility models",
institution = "Mathematics Department, Imperial College London",
year = "1998",
month = "November",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/mkpitt.link/papers/marg.ps",
absturl = "http://www.ma.ic.ac.uk/statistics/links/ralinks/mkpitt.link/papers/marg.txt",
email ="mkpitt@ma.ic.ac.uk",
}
@TechReport{pollicebilancia:0698,
author = "Pollice, A. and Bilancia, M.",
title = "Finite Mixture Modelling in the Presence of Covariates",
institution = "Dipartimento di Scienze Statistiche, Universita' di Bari",
year = "1998",
month = "June",
url = "http://www.ba.cnr.it/~irmamb15/valencia.tar.gz",
email ="statba@cimedoc.uniba.it",
}
@TechReport{proppwilson:995,
author = "Propp J.G. and Wilson, D.B.",
title = "Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics",
institution = "Massachusetts Inst. of Technology",
year = "1995",
month = "September",
url = "http://www-math.mit.edu/~propp/sample.ps.gz",
}
@TechReport{qinliu:0402,
author = "Z.S. Qin and J.S. Liu",
title = "Multi-Point Metropolis Method with Application to Hybrid Monte Carlo",
institution = "Department of Statistics, Harvard University",
year = "2002",
month = "April",
url = "http://www.people.fas.harvard.edu/~junliu/TechRept/01folder/jcp01abstract",
note = "appeared in J. Comp. Phys., 172:827-40",
email ="qin@stat.harvard.edu",
}
@TechReport{quintanaliupino:0499,
author = "Quintana, F.A. and Liu, J.S. and del Pino, G.E.",
title = "Monte Carlo EM with importance reweigthing and its applications in random effects models",
institution = "Departamento de Estadistica, P. U. Catolica de Chile",
year = "1999",
month = "April",
url = "http://www-stat.stanford.edu/~jliu/TechRept/99folder/csda.ps.gz",
email ="quintana@mat.puc.cl",
}
@TechReport{raftery:94,
author = "Raftery, A.E.",
title = "Hypothesis Testing and Model Selection via Posterior Simulation",
institution = "University of Washington",
year = "1994",
month = " ",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/test-postsim.ps",
}
@TechReport{rafterylewis:195,
author = "Raftery, A. E. and Lewis, S. M.",
title = "The Number of Iterations, Convergence Diagnostics and Generic Metropolis Algorithms",
institution = "University of Washington, USA",
year = "1995",
month = "January",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/raftery-lewis2.ps",
}
@TechReport{rafterylewis:595,
author = "Raftery, A. E. and Lewis, S. M.",
title = "How Many Iterations in the Gibbs Sampler?",
institution = "University of Washington, USA",
year = "1995",
month = "May",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/raftery-lewis.ps",
}
@TechReport{reutterjohnson:895,
author = "Reutter, A. and Johnson, V.",
title = "General Strategies for Assessing Convergence of MCMC Algorithms using Coupled Sample Paths",
institution = "Duke University, USA",
year = "1995",
month = "August",
url= "ftp://ftp.isds.duke.edu/pub/Users/valen/mcmc.ps.Z",
}
@TechReport{richardson:0600,
author = "Sylvia Richardson, Laurent Leblond, Isabelle Jaussent , Peter J. Green ",
title = "Mixture models in measurement error problems, with reference to epidemiological studies ",
institution = "INSERM, Paris",
year = "2000",
month = "June",
url = "http://www.stats.bris.ac.uk/~peter/papers/me.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/me.html",
email ="richards@vjf.inserm.fr",
}
@TechReport{richardsongreen:0296,
author = "Richardson, S. and Green, P.J.",
title = "On Bayesian analysis of mixtures with an unknown number of components",
institution = "INSERM, France and University of Bristol",
year = "1996",
month = "February",
url = "http://www.stats.bris.ac.uk/pub/reports/MCMC/mix.ps.gz",
absturl="http://www.stats.bris.ac.uk:81/~peter/abstracts/mix.html",
}
@TechReport{robert1:1194,
author = "Robert, C.P.",
title = "Convergence Assesments for MCMC Methods",
institution = "University de Rouen",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robert1:1194.html",
note = "Appeared",
}
@TechReport{robert:0398,
author = "Robert, C.P.",
title = "MCMC Specificities of Latent Variable Models",
",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "March",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/latentia.ps.gz",
}
@TechReport{robert:1095,
author="Robert, C.P.",
title="A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques",
institution="CREST, Insee, Paris",
year = "1995",
month = "October",
note="Appeared in Computational Statistics (1998), 13, 169-184",
}
@TechReport{robertdrydentitterington:0298,
author = "Robert, C.P., Ryden, T. and Titterington, D.M.",
title = "Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "February",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/Hidden_Markov_Ctrl.ps.gz",
note="Contains large images, may take some time to print",
}
@TechReport{robertmengersen:895,
author = "Robert, C.P. and Mengersen, K. L.",
title = "Reparameterisation Issues in Mixture Modelling and their Bearing on the Gibbs Sampler",
institution = "University de Rouen",
year = "1995",
month = "August",
absturl = " http://www.elsevier.nl/cgi-bin/cas/tree/store/comsta/cas_sub/browse/browse.cgi?year=1999&volume=29&issue=3&aid=1017",
url="http://www.elsevier.nl/cas/tree/store/comsta/sub/1999/29/3/1017.pdf",
note="Appeared",
}
@TechReport{robertrousseau:0302,
author = "Robert, C.P. and Rousseau, J.",
title = "A Mixture Approach
to Bayesian Goodness of Fit",
institution = "CEREMADE, Universite Paris Dauphine",
year = "2002",
month = "March",
url = "http://www.ceremade.dauphine.fr/~xian/rr000327.ps.gz",
email ="xian@ceremade.dauphine.fr",
}
@TechReport{robertrydentitterington:0299,
author = "C.P. Robert, T. Ryden, D.M. Titterington",
title = "Bayesian inference in hidden Markov models through jump Markov chain",
institution = "CREST-INSEE",
year = "1999",
month = "February",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/hmm_rj.ps.gz",
email ="robert@ensae.fr",
}
@TechReport{roberts:0397,
author = "Roberts, G.O.",
title = "A Note on Acceptance Rate Criteria for CLTs for Hastings-Metropolis Algorithms",
institution = "University of Cambridge",
year = "1997",
month = "March",
url = "http://www.statslab.cam.ac.uk/~gareth/negclt.ps",
}
@TechReport{robertsgelmangilks:894,
author = "Roberts, G.O., Gelman, A. and Gilks, W.R.",
title = "Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms",
institution = "University of Cambridge",
year = "1994",
month = "August",
url = "http://www.statslab.cam.ac.uk/~gareth/theory4.ps",
absturl = "http://www.statslab.cam.ac.uk/~mcmc/others/1.txt",
}
@TechReport{robertspaspilipoulosdellaportas:0901,
author = "Roberts G.O, Papaspiliopoulos O. and Dellaportas P.",
title = "Bayesian inference for Non-Gaussian Ornstein-Uhlenbeck",
institution = "University of Lancaster",
year = "2001",
month = "September",
url = "http://www.stat-athens.aueb.gr/~ptd/OU_SV.zip",
email ="petros@aueb.gr",
}
@TechReport{robertsrosenthal:0305,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Coupling and Ergodicity of Adaptive MCMC",
institution = "University of Lancaster",
year = "2005",
month = "March",
url = "http://probability.ca/jeff/ftpdir/adapt.pdf",
email ="g.o.roberts@lancaster.ac.uk",
}
@TechReport{robertsrosenthal:1204,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Harris Recurrence of Metropolis-Within-Gibbs and Trans-Dimensional Markov Chains",
institution = "University of Lancaster",
year = "2004",
month = "December",
url = "http://probability.ca/jeff/ftpdir/harris.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0297,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Two Convergence Properties of Hybrid Samplers",
institution = "University of Cambridge",
year = "1997",
month = "February",
url = "http://probability.ca/jeff/ftpdir/sechyb.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0400,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Small and Pseudo-Small Sets for Markov Chains",
institution = "University of Lancaster",
year = "2000",
month = "April",
url = "http://probability.ca/jeff/ftpdir/psmall.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0500,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Markov chains and de-initialising processes",
institution = "University of Lancaster",
year = "2000",
month = "May",
url = "http://probability.ca/jeff/ftpdir/suffic.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0597,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Markov Chain Monte Carlo: Some Practical Implications of Theoretical Results",
institution = "University of Cambridge",
year = "1997",
month = "May",
url = "http://probability.ca/jeff/ftpdir/bruns.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0599,
author = "G.O. Roberts and J.S. Rosenthal",
title = "The Polar Slice Sampler",
institution = "University of Lancaster",
year = "1999",
month = "May",
url = "http://probability.ca/jeff/ftpdir/polar.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0601,
author = "G.O. Roberts and J.S. Rosenthal",
title = "One-Shot Coupling for Certain Stochastic Recursive Sequences",
institution = "University of Lancaster",
year = "2001",
month = "June",
url = "http://probability.ca/jeff/ftpdir/weaktv.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0697,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "On convergence rates of Gibbs samplers for uniform distributions",
institution = "University of Cambridge",
year = "1997",
month = "June",
url = "http://probability.ca/jeff/ftpdir/uniform.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0701,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Combinatorial identities associated with CFTP",
institution = "University of Lancaster",
year = "2001",
month = "July",
url = "http://probability.ca/jeff/ftpdir/combin.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:1294,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Shift-Coupling and Convergence Rates of Ergodic Averages",
institution = "University of Cambridge",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robertsrosenthal:1294.html",
note = Appeared",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0795,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Optimal Scaling of Discrete Approximations to Langevin Diffusions",
institution = "University of Cambridge",
year = "1995",
month = "July",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/langfin2.txt",
note ="To appear in JRSS B",
}
@TechReport{robertsrosenthal:0296,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes",
institution = "University of Cambridge",
year = "1996",
month = "February",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robertsrosenthal:0296.html",
note = Appeared",
}
@TechReport{robertsrosenthal:0797,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Convergence of slice sampler Markov chains",
institution = "University of Cambridge",
year = "1997",
month = "July",
url = "http://probability.ca/jeff/ftpdir/slice.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0996,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Geometric Ergodicity and Hybrid Markov Chains",
institution = "University of Cambridge",
year = "1996",
month = "September",
url = "http://probability.ca/jeff/ftpdir/hybrid.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosethal:0304,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "General state space Markov chains and MCMC algorithms",
institution = "University of Lancaster",
year = "2004",
month = "March",
url = "http://probability.ca/jeff/ftpdir/probsurv.ps.Z",
email ="g.o.roberts@lancaster.ac.uk",
}
@TechReport{robertsrosenthal:0906,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Examples of Adaptive MCMC",
institution = "University of Lancaster",
year = "2006",
month = "September",
url = "http://probability.ca/jeff/ftpdir/adaptex.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0906,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Variance bounding Markov chains",
institution = "University of Lancaster",
year = "2006",
month = "September",
url = "http://probability.ca/jeff/ftpdir/umid.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0908,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Quantitative Non-Geometric Convergence Bounds for Independence Samplers",
institution = "University of Warwick",
year = "2008",
month = "September",
url = "http://probability.ca/jeff/ftpdir/kerrie.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthalschwartz:1195,
author = "Roberts, G.O., Rosenthal, J. S. and Schwartz, P. O.",
title = "Convergence Properties of Perturbed Markov Chains",
institution = "University of Cambridge",
year = "1995",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/robetal.ps.gz",
}
@TechReport{robertsetal:0906,
author = "G.O. Roberts, J.S. Rosenthal, J. Segers, and B. Sousa",
title = "Extremal Indices, Geometric Ergodicity of Markov Chains, and MCMC",
institution = "University of Lancaster",
year = "2006",
month = "September",
url = "http://probability.ca/jeff/ftpdir/extreme.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertssahu:0596,
author = "Roberts, G.O. and Sahu, S.K.",
title = "Updating Schemes, Correlation Strucure, Blocking and Parameterization for the Gibbs Sampler",
institution = "University of Cambridge",
year = "1996",
month = "May",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/rs1.html",
note = "Appeared",
email = "S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{robertssahu:0699,
author = "Roberts, G.O. and Sahu, S.K.",
title = "On Approximate Convergence Properties of the Gibbs Sampler",
institution = "Lancaster University",
year = "1999",
month = "June",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/dm.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/dm.html",
email = "S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{robertsstramer:0499,
author = "Roberts, G.O. and Stramer, O.",
title = "In Inference for Partially Observed Non-Linear Diffusion Models using the Metropolis-Hasting Algorithm",
institution = "Lancaster University",
year = "1999",
month = "April",
url = "http://www.maths.lancs.ac.uk/~robertgo/discrete.ps",
email = "G.O.Roberts@lancaster.ac.uk",
}
@TechReport{robertstweedie:0400,
author = "Gareth Roberts and Richard Tweedie",
title = "Geometric L2 and L1 convergence are equivalent for reversible Markov chains",
institution = "University of Lancaster and University of Minnesota",
year = "2000",
month = "April",
url = "http://www.biostat.umn.edu/~tweedie/documents/L2L12.ps",
email ="tweedie@biostat.umn.edu",
}
@TechReport{robertstweedie:0401,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Bounds on Regeneration Times and Convergence Rates for Markov Chains. Appeared in Stoch. Proc. Applic 80, 211-229 (1999),
with correction (follow link) 91 337-338 (2001)",
institution = "University of Cambridge",
year = "2001",
month = "April",
url="http://www.maths.lancs.ac.uk/~robertgo/ratecorrection.ps",
}
@TechReport{robertstweedie:0598,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Rates of Convergence of Stochastically Monotone and Continuous Time Markov Models",
institution = "University of Cambridge",
year = "1998",
month = "May",
url = "http://www.statslab.cam.ac.uk/~gareth/storage7.ps",
email = "gareth@statslab.cam.ac.uk",
}
@TechReport{robertstweedie:894,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Geometric Convergence and Central Limit Theorems for Multidimensional Hastings and Metropolis Algorithms",
institution = "University of Cambridge",
year = "1994",
month = "August",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robertstweedie:894.html",
absturl = "http://www.statslab.cam.ac.uk/~mcmc/others/3.txt",
note = "Appeared",
}
@TechReport{robertstweedie:995,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Exponential Convergence of Langevin Diffusions and their Discrete Approximations",
institution = "University of Cambridge",
year = "1995",
month = "September",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/robtwee.ps.gz",
absturl = "http://www.statslab.cam.ac.uk/~mcmc/others/robtwee.txt",
}
@TechReport{rodriguez:1297,
author = "Carlos C Rodriguez",
title = "Cross Validated Nonparametric Bayesianism by MCMC",
institution = "Department of Mathematics. The University at Albany. SUNY",
year = "1997",
month = "December",
url = "http://xxx.lanl.gov/abs/physics/9712041",
email ="carlos@math.albany.edu",
}
@TechReport{rosenthal1:1294,
author = "Rosenthal, J.S.",
title = "Rates of Convergence for Data Augmentation on Finite Sample Spaces",
institution = "University of Minnesota, USA",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal1:1294.html",
note = "Appeared",
}
@TechReport{rosenthal2:1294,
author = "Rosenthal, J.S.",
title = "Markov Chain Convergence: From Finite to Infinite",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal2:1294.html",
note="Appeared",
}
@TechReport{rosenthal3:1294,
author = "Rosenthal J.S.",
title = "Theoretical rates of convergence for Markov Chain Monte Carlo",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://probability.ca/jeff/ftpdir/interface.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{rosenthal4:1294,
author = "Rosenthal, J.S.",
title = "Analysis of the Gibbs Sampler for a Model Related to James-Stein Estimators",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://probability.ca/jeff/ftpdir/james.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{rosenthal5:1294,
author = "Rosenthal J.S.",
title = "Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal5:94.html",
note="Appeared",
}
@TechReport{rosenthal6:1294,
author = "Rosenthal, J.S.",
title = "Rates of Convergence for Gibbs Sampling for Variance Component Models",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal6:94.html",
note="Appeared",
}
@TechReport{rosenthal:0399,
author = "Jeffrey S. Rosenthal",
title = "Parallel computing and Monte Carlo algorithms",
institution = "University of Toronto",
year = "1999",
month = "March",
url = " http://probability.ca/jeff/ftpdir/para.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:0402,
author = "J.S. Rosenthal",
title = "Quantitative convergence rates of Markov chains: A simple account",
institution = "University of Toronto",
year = "2002",
month = "April",
url = " http://probability.ca/jeff/ftpdir/computsimple.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:1001,
author = "Jeffrey S. Rosenthal",
title = "Asymptotic Variance and Convergence Rates of Nearly-Periodic MCMC Algorithms",
institution = "University of Toronto",
year = "2001",
month = "October",
url = "http://probability.ca/jeff/ftpdir/period.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:0207,
author = "Jeffrey S. Rosenthal",
title = "Notes About Markov Chain CLTs",
institution = "University of Toronto",
year = "2007",
month = "February",
url = "http://probability.ca/jeff/ftpdir/cltvar.pdf",
absturl = "No abstract available",
note = "(Notes only; not submitted for publication; comments welcome.)
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:0207,
author = "Jeffrey S. Rosenthal",
title = "AMCMC: An R interface for adaptive MCMC",
institution = "University of Toronto",
year = "2007",
month = "February",
url = "http://probability.ca/jeff/ftpdir/amcmc.pdf",
absturl = "No abstract available",
email ="jeff@math.toronto.edu",
}
@TechReport{rowe:0104,
author = "Daniel B. Rowe",
title = "Significant fMRI Neurologic Synchrony Using Monte Carlo Methods",
institution = "Medical College of Wisconsin",
year = "2004",
month = "January",
url = "http://www.biophysics.mcw.edu/BRI-people/Rowe/publications/mcma03.pdf",
email ="dbrowe@mcw.edu",
}
@TechReport{rowe:0702,
author = "Daniel B. Rowe",
title = "Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling",
institution = "Medical College of Wisconsin",
year = "2002",
month = "July",
url = "http://varda.biophysics.mcw.edu/~dbrowe/samples.pdf",
email ="dbrowe@mcw.edu",
}
@TechReport{rue:0100,
author = "Havard Rue",
title = "Fast Sampling of Gaussian Markov Random Fields with Applications",
institution = "Department of Mathematical Sciences, NTNU, Trondheim, Norway",
year = "2000",
month = "January",
url = "http://www.math.ntnu.no/~hrue/gmrf-2.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf-2-abstract",
email ="hrue@math.ntnu.no",
}
@TechReport{rue:0199,
author = "Havard Rue",
title = "A Fast and Exact Simulation Algorithm for General Gaussian Markov Random Fields",
institution = "Department of Mathematical Sciences, NTNU, Norway",
year = "1999",
month = "January",
url = "http://www.math.ntnu.no/~hrue/gmrf.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf_abstract/gmrf_abstract.html",
email ="Havard.Rue@math.ntnu.no",
}
@TechReport{ruefollestad:0603,
author = "H. Rue and T. Follestad",
title = "Gaussian Markov Random Field Models With Applications in Spatial Statistics ",
institution = "Department of Mathematical Sciences, Norwegian University of Science and Technology",
year = "2003",
month = "June",
url = "http://www.math.ntnu.no/preprint/statistics/2003/S5-2003.ps.gz",
email ="hrue@math.ntnu.no",
}
@TechReport{ruehurn:0898,
author = "Havard Rue and Merrilee Hurn",
title = "Bayesian Object Identification",
institution = "Department of Mathematical Sciences,Norwegian University of Science and Technology ",
year = "1998",
month = "August",
url = "http://www.math.ntnu.no/~hrue/rvt.ps.Z",
absturl = "http://www.math.ntnu.no/~hrue/rvt-abstract.ps",
email ="havard.rue@math.ntnu.no",
}
@TechReport{ruemarthinsenhusby:0399,
author = "Havard Rue, Arne Marthinsen and Egil G. Husby ",
title = "A Divide and Conquer Algorithm for Exact Simulation of General Gaussian Markov Random Fields",
institution = "Department of Mathematical Sciences, NTNU, Norway",
year = "1999",
month = "March",
url = "http://www.math.ntnu.no/~hrue/gmrf-dac.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf-dac-abstract/gmrf-dac-abstract.html",
email ="hrue@math.ntnu.no",
}
@TechReport{ruemartino:0905,
author = "Haavard Rue and Sara Martino",
title = "Approximated Inference for Hierarchical Gaussian Markov Random Fields",
institution = "Norwegian University of Science and Technology, Trondheim, Norway",
year = "2005",
month = "September",
url = "http://www.math.ntnu.no/~martino/reports/S7-2005.pdf",
email ="hrue@math.ntnu.no",
}
@TechReport{ruesteinslanderland:0303,
author = "Havard Rue, Ingelin Steinsland and Sveinung Erland",
title = "Approximating Hidden Gaussian Markov Random Fields",
institution = "Department of Mathematical Sciences, NTNU",
year = "2003",
month = "March",
url = "http://www.math.ntnu.no/~hrue/reports/hgmrf.pdf",
email ="hrue@math.ntnu.no",
}
@TechReport{ruetjelmeland:0599,
author = "Havard Rue and Hakon Tjelmeland",
title = "Fitting Gaussian Markov random fields to Gaussian fields",
institution = "Department of Mathematcal Sciences, NTNU, Norway",
year = "1999",
month = "May",
url = "http://www.math.ntnu.no/~hrue/gmrf-approx.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf-approx-abstract/gmrf-approx-abstract.html",
email ="hrue@math.ntnu.no",
}
@TechReport{sahu:1197,
author = "Sahu, S. K. ",
title = "Bayesian Estimation and Model Choice in the Item Response Models ",
institution = "University of Wales, Cardiff",
year = "1997",
month = "November",
url = "http://www.cf.ac.uk/uwcc/maths/sahu/papers/it.ps.gz",
absturl = "http://www.cf.ac.uk/uwcc/maths/sahu/papers/it.html",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{sahudey:1297,
author = "Sahu, S. K. and Dey, D. K. ",
title = "A Comparison of Frailty and Other Models for Bivariate Survival Data",
institution = "School of Mathematics, University of Wales ",
year = "1997",
month = "December",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/comp.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/comp.html",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{sahuroberts:0999,
author = "Sujit K. Sahu and Gareth O. Roberts",
title = "On Convergence of the EM Algorithm and the Gibbs Sampler",
institution = "University of Southampton",
year = "1999",
month = "September",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/em.html",
note="Appeared",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{sahudeyaslanidou:1196,
author = "Sahu, S.K., D.K. Dey and H. Aslanidou",
title = "Model Determination for Multivariate Survival Data",
institution = "University of Cambridge",
year = "1996",
month = "November",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/fr.html"",
email="S.K.Sahu@maths.soton.ac.uk",
note="Appeared",
}
@TechReport{sahuzhigljavsky:0299,
author = "Sahu, S. K. and Zhigljavsky, A. A. ",
title = "Self Regenerative Markov Chain Monte Carlo with Adaptation",
institution = "School of Mathematics, Cardiff University ",
year = "1999",
month = "February",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/it.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/it.html",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{saksmanvihola:0708,
author = "Eero Saksman and Matti Vihola",
title = "On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains",
institution = "University of Helsinki",
year = "2008",
month = "July",
url = "http://iki.fi/mvihola/saksman_vihola_-_am_ergodicity.pdf",
email ="mvihola@maths.jyu.fi",
}
@TechReport{sambridge1:1099,
author = "M. Sambridge",
title = "Geophysical Inversion with a Neighbourhood Algorithm -I. Searching a parameter space",
institution = "Research School of Earth Sciences, Australian National University",
year = "1999",
month = "October",
url = "ftp://rses.anu.edu.au/pub/malcolm/papers/na1_rep.ps.gz",
absturl = "http://rses.anu.edu.au/~malcolm/NA/abs1.html",
email ="malcolm@rses.anu.edu.au",
}
@TechReport{sambridge2:1099,
author = "M. Sambridge",
title = "Geophysical Inversion with a Neighbourhood Algorithm -II. Appraising the ensemble",
institution = "Research School of Earth Sciences, Australian National University",
year = "1999",
month = "October",
url = "ftp://rses.anu.edu.au/pub/malcolm/papers/na2_rep.ps.gz",
absturl = "http://rses.anu.edu.au/~malcolm/NA/abs2.html",
email ="malcolm@rses.anu.edu.au",
}
@TechReport{sargenthodgescarlin:0198,
author = "Sargent, D.J. and Hodges, J.S. and Carlin, B.P.",
title = "Structured Markov chain Monte Carlo",
institution = "Section of Biostatistics, Mayo clinic",
year = "1998",
month = "January",
url = "ftp://muskie.biostat.umn.edu/pub/1998/rr98-002.ps.Z",
email ="brad@muskie.biostat.umn.edu",
}
@TechReport{scacciagreen:0901,
author = "Luisa Scaccia and Peter J. Green",
title = "Bayesian growth curves using normal mixtures with nonparametric weights",
institution = "University of Bristol",
year = "2001",
month = "September",
url = "http://www.stats.bris.ac.uk/~peter/papers/bspmix.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/bspmix.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{shephardpitt:1095,
author = "Shephard, N. and Pitt, M.K.",
title = "Parameter-Driven Exponential Family Models",
institution = "Nuffield College, Oxford",
year = "1995",
month = "October",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/shephardpitt:1095.html",
note="Appeared",
}
@TechReport{sisson:0205,
author = "S. A. Sisson",
title = "Trans-dimensional Markov chains: A decade of progress and future perspectives.",
institution = "University of New South Wales",
year = "2005",
month = "February",
url = "http://web.maths.unsw.edu.au/~scott/papers/paper_tenyears.pdf",
absturl = "http://web.maths.unsw.edu.au/~scott/papers/paper_tenyears_abs.shtml",
email ="Scott.Sisson@unsw.edu.au",
}
@TechReport{sisson:0402,
author = "S. A. Sisson",
title = "An algorithm to characterize non-communicating classes on complex genealogies",
institution = "University of Puerto Rico",
year = "2002",
month = "April",
url = "http://www.starblood.org/scott/downloads/paper_pedigree.gz",
absturl = "http://www.starblood.org/scott/downloads/paper_ped_abs.gz",
email ="ssisson@goliath.cnnet.clu.edu",
}
@TechReport{sissonfan:0105,
author = "S. A. Sisson and Y. Fan",
title = "A distance-based diagnostic for trans-dimensional Markov chains",
institution = "University of New South Wales, Australia",
year = "2005",
month = "January",
url = "http://web.maths.unsw.edu.au/~scott/papers/paper_rjdiag.pdf",
absturl = "http://web.maths.unsw.edu.au/~scott/papers/paper_rjdiag_abs.shtml",
email ="Scott.Sisson@unsw.edu.au",
}
@TechReport{skaremollerjensen:0206,
author = "O. Skare, J. Moller and E.B.V. Jensen.",
title = "Bayesian analysis of spatial point processes in the neighbourhood of Voronoi networks.",
institution = "University of Aarhus",
year = "2006",
month = "February",
url = "http://www.math.aau.dk/~jm/SkareMollerVedel.pdf",
email ="jm@math.aau.dk",
}
@TechReport{skoldroberts:0501,
author = "M. Skold and G.O. Roberts",
title = "Marginal density estimation for the Metropolis-Hastings algorithm",
institution = "Lancaster University",
year = "2001",
month = "May",
url = "http://www.maths.lancs.ac.uk/~skold/MH.ps",
email ="m.skold@lancaster.ac.uk",
}
@TechReport{smith:0297,
author = "Smith, M.",
title = "Nonparametric Regression: A Markov Chain Monte Carlo Approach (PhD Thesis, large file)",
institution = "Monash Univeristy, Australia",
year = "1997",
month = "February",
url = "http://www-personal.monash.edu.au/~mikes/thesis.ps",
absturl = "http://www-personal.monash.edu.au/~mikes/abs11.html",
email ="mikes@smith.ecom.monash.edu.au",
}
@TechReport{smithkohn:0100,
author = "Michael Smith and Robert Kohn",
title = "Nonparametric seemingly unrelated regression",
institution = "University of Sydney",
year = "2000",
month = "January",
url = "http://www.econ.usyd.edu.au/ecmet/personal/mike/publications.htm",
email ="mikes@econ.usyd.edu.au",
}
@TechReport{smithkohn:0496,
author = "Smith, M. and Kohn, R.",
title = "Non-Parametric Regression using Bayesian Variable Selection",
institution = "Australian Graduate School of Management, University of new South Wales",
year = "1996",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/regspl.ps.gz",
}
@TechReport{smithkohn:0497,
author = "Smith, M. and Kohn, R.",
title = "A Bayesian Approach to Nonparametric Bivariate Regression",
institution = "Department of Econometric, Faculty of Business and Economics, Monash University, Clayton, 3168 ",
year = "1997",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/97-002.ps.gz",
absturl = "http://www.agsm.unsw.edu.au/stats/Abstracts.html#97-002",
email ="mikes@smith.ecom.monash.edu.au",
}
@TechReport{smithsheatherkohn:0496,
author = "Smith, M. and Sheather, S. and Kohn, R.",
title = "Finite Sample Performance of Robust Bayesian Regression",
institution = "Australian Graduate School of Management, University of new South Wales",
year = "1996",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/robust.ps.gz",
}
@TechReport{smithtierney:0596,
author = "Smith, R. L. and Tierney, L.",
title = "Exact Transition Probabilities for the Independence Metropolis Sampler",
institution = "Statistical Laboratory, Cambridge",
year = "1996",
month = "May",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/eigen.ps.gz",
}
@TechReport{smithwongkohn:0796,
author = "Smith, M., Wong, C. and Kohn, R.",
title = "Additive Nonparametric Regression for Time Series",
institution = "Australian Graduate School of Management, University of new South Wales",
year = "1996",
month = "July",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/regsplar.ps.gz",
}
@TechReport{starkfitzgerald:1097,
author = "Stark, J.A. and Fitzgerald, W.J.",
title = "A Fast Method for Variable Selection in the General Linear Model",
institution = "Signal Processing Group, Department of Engineering, University of Cambridge",
year = "1997",
month = "October",
url = "http://www2.eng.cam.ac.uk/~jas/papers/dual2.ps",
absturl = "http://www2.eng.cam.ac.uk/~jas/stats/tech288.html",
email ="jas@eng.cam.ac.uk",
}
@TechReport{starkfitzgeraldhladky:1097,
author = "Stark, J.A., Fitzgerald, W.J. and Hladky, S.B.",
title = "Multiple-order Markov Chain Monte Carlo Methods with Application to a Changepoint Model",
institution = "Signal Processing Group, Department of Engineering, University of Cambridge",
year = "1997",
month = "October",
url = "http://www2.eng.cam.ac.uk/~jas/papers/momcmc.ps",
absturl = "http://www2.eng.cam.ac.uk/~jas/stats/tech302.html",
email ="jas@eng.cam.ac.uk",
}
@TechReport{stephens2:0399,
author = "Matthew Stephens",
title = "Dealing with Multimodal Posteriors and Non-identifiability in Mixture Models",
institution = "Department of Statistics, University of Oxford",
year = "1999",
month = "March",
url = "http://www.stats.ox.ac.uk/~stephens/identify.jrssb.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/identify.jrssb.html",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{stephens:0399,
author = "Matthew Stephens",
title = "Bayesian Analysis of Mixtures with an Unknown Number of Components - an alternative to reversible jump methods",
institution = "Department of Statistics, University of Oxford",
year = "1999",
month = "March",
url = "http://www.stats.ox.ac.uk/~stephens/bmmn.submitted.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/bmmn.abstract.html",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{stephens:1196,
author = "Stephens, M.",
title = "Dealing with the Multimodal Distributions of Mixture Model Parameters",
institution = "Department of Statistics, University of Oxford",
year = "1996",
month = "November",
url = "http://www.stats.ox.ac.uk/~stephens/identify.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/identify.html",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{stephens:1197,
author = "Matthew Stephens",
title = "Bayesian Methods for Mixtures of Normal Distributions",
institution = "Department of Statistics, University of Oxford",
year = "1997",
month = "November",
url = "http://www.stats.ox.ac.uk/~stephens/submitted.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/tabstract.html",
note = "D.Phil. Thesis. (c. 2.5 Mb)",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{strammertweedie1:0397,
author = "Osnat Stramer and Richard Tweedie",
title = " Geometric and Subgeometric Convergence of Diffusions with Given Stationary Distributions, and Their Discretizations",
institution = "University of Iowa and Colorado State University",
year = "1997",
month = "March",
url = "http://www.stat.colostate.edu/~tweedie/documents/diffconv.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{strammertweedie2:0397,
author = "Osnat Stramer and Richard Tweedie",
title = "Self-Targeting Candidates for Hastings-Metropolis Algorithms",
institution = "University of Iowa and Colorado State University",
year = "1997",
month = "March",
url = "http://www.stat.colostate.edu/~tweedie/documents/mada8.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{strens:0305,
author = "Malcolm Strens",
title = "Efficient hierarchical MCMC for policy search",
institution = "QinetiQ Ltd, UK",
year = "2005",
month = "March",
url = "http://www.aicml.cs.ualberta.ca/_banff04/icml/pages/papers/177.pdf",
absturl = "http://www.aicml.cs.ualberta.ca/_banff04/icml/pages/abstracts/177.htm",
email ="mjstrens@qinetiq.com",
}
@TechReport{strens:0903,
author = "Malcolm Strens",
title = "Evolutionary MCMC sampling and optimization in discrete spaces. ",
institution = "QinetiQ Ltd.",
year = "2003",
month = "September",
url = "http://uk.geocities.com/mjstrens/icml03.pdf",
email ="mjstrens@qinetiq.com",
}
@TechReport{strensbernhardteverett:0903,
author = "Malcolm Strens, Mark Bernhardt, Nick Everett. ",
title = "Markov chain monte carlo sampling using direct search optimization ",
institution = "QinetiQ Ltd.",
year = "2003",
month = "September",
url = "http://uk.geocities.com/mjstrens/icml2002.pdf",
email ="mjstrens@qinetiq.com",
}
@TechReport{storvick:0209,
author = "Geir Storvik",
title = "On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation",
institution = "University of Oslo",
year = "2009",
month = "February",
url = "http://www.math.uio.no/~geirs/publ/wmcmc_storvik.pdf",
email ="geirs@math.uio.no",
}
@TechReport{terbraak:0805,
author = "Cajo J. F. ter Braak",
title = "Genetic algorithms and Markov Chain Monte Carlo: Differential Evolution Markov Chain makes Bayesian computing easy (revised)",
institution = "Biometris, Wageningen UR",
year = "2005",
month = "August",
url = "http://www.biometris.nl/NR/rdonlyres/2DEC3A15-AD29-4FE0-9D7B-EAB0769952C2/0/demc.pdf",
email ="cajo.ter.braak@wur.nl",
}
@TechReport{thonnes:0997,
author = "Elke Thonnes",
title = "Perfect Simulation of some Point Processes for the Impatient User. Appeared in Advances in Applied Probability 31, 69-87",
institution = "University of Warwick",
year = "1999",
email ="elke@stats.warwick.ac.uk",
}
@TechReport{thonneslund:0200,
author = "E. Thonnes and J. Lund",
title = "Perfect simulation of point processes given noisy observations",
institution = "Department of Statistics, University of Warwick",
year = "2000",
month = "February",
url = "http://www.warwick.ac.uk/statsdept/Staff/ELKE/papers/estxpbio.ps.gz",
email ="elke@stats.warwick.ac.uk",
}
@TechReport{tierney:394,
author = "Tierney, L.",
title = "Markov Chains for exploring Posterior Distributions",
institution = "University of Minnesota, USA",
year = "1994",
month = "March",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/tierney:94.html",
note="Appeared",
}
@TechReport{tierney:695,
author = "Tierney, L.",
title = "A Note on Metropolis Hastings Kernels for General State Spaces",
institution = "University of Minnesota, USA",
year = "1995",
month = "June",
url = "ftp://ftp.stat.umn.edu/pub/documents/tech-reports/tr606.ps",
absturl = "http://www.stat.umn.edu/CurrentResearch/tr606.html",
}
@TechReport{tjelmeland:0804,
author = "Haakon Tjelmeland",
title = "Using all Metropolis-Hastings proposals to estimate mean values",
institution = "Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway",
year = "2004",
month = "August",
url = "http://www.math.ntnu.no/~haakont/abstracts/S4-2004.pdf",
email ="Haakon.Tjelmeland@stat.ntnu.no",
}
@TechReport{tjelmelandbesag:0398,
author = "Tjelmeland,H and Besag,J",
title = "Markov random fields with higher-order interactions",
institution = "Dept. of mathematical sciences, Norwegian university of science and technology",
year = "1998",
month = "March",
url = "http://www.math.ntnu.no/~haakont/abstracts/mrf.html",
email ="Haakon.Tjelmeland@stat.ntnu.no",
note="Appeared",
}
@TechReport{tjelmelandeidsvik:0602,
author = "Tjelmeland, H. and Eidsvik, J.",
title = "On the use of local optimisations within Metropolis-Hastings",
institution = "Dept. Mathematical Sciences, Norwegian University of Science and Technology",
year = "2002",
month = "June",
url = "http://www.math.ntnu.no/~haakont/abstracts/OptInMH.imf",
email ="Haakon.Tjelmeland@stat.ntnu.no",
note="Appeared in JRSSB, 66, 411-427",
}
@TechReport{tjelmelandhegstad:0199,
author = "Tjelmeland, H and Hegstad, B.K.",
title = "Mode-jumping proposals in MCMC",
institution = "Dept. of Mathematical Sciences, Norwegian University of Science and Technology",
year = "1999",
month = "January",
url = "http://www.math.ntnu.no/~haakont/abstracts/modejumping.html",
email ="Haakon.Tjelmeland@stat.ntnu.no",
}
@TechReport{troughtongodsill:1197,
author = "Paul T. Troughton and Simon J. Godsill",
title = "A Reversible Jump Sampler for Autoregressive Time Series, Employing Full Conditionals to Achieve Efficient Model Space Moves",
institution = "Department of Engineering, University of Cambridge",
year = "1997",
month = "November",
url = "http://www-sigproc.eng.cam.ac.uk/~ptt10/papers/ar_rev.ps.gz",
absturl = "http://www-sigproc.eng.cam.ac.uk/~ptt10/papers/ar_rev.html",
email ="ptt10@cam.ac.uk",
}
@TechReport{vandekerkhovea:0798,
author = "Vandekerkhove, P.",
title = "A New Sequential Simulated Annealing Method",
institution = "Universita di Pavia",
year = "1998",
month = "July",
url = "http://3weco.unipv.it/users/staff/pgiudici/www/papers/newrecui.ps",
email ="pvandek@eco.unipv.it",
}
@TechReport{vandekerkhoveb:0798,
author = "Vandekerkhove, P.",
title = "A Sequential Metropolis-Hastings Algorithm",
institution = "Universita di Pavia",
year = "1998",
month = "July",
url = "http://3weco.unipv.it/users/staff/pgiudici/www/papers/metroseq.ps",
email ="pvandek@eco.unipv.it",
}
@TechReport{vatonbedogravey:1105,
author = "S.Vaton, J.S.Bedo, A.Gravey",
title = "Advanced Methods for the Estimation of the Origin Destination Traffic Matrix",
institution = "Ecole Nationale Superieure des Telecommunications de Bretagne, Brest, France",
year = "2005",
month = "November",
url = "http://perso-info.enst-bretagne.fr/~vaton/25th_GERAD.pdf",
email ="sandrine.vaton@enst-bretagne.fr",
}
@TechReport{vermaakniranjangodsill:0698,
author = "Jaco Vermaak, Mahesan Niranjan and Simon J. Godsill",
title = "An Improved Speech Production Model for Voiced Speech Utilising a
Seasonal AR-AR Model and Markov Chain Monte Carlo Simulation",
institution = "Speech, Vision and Robotics Group, Cambridge University Engineering Department",
year = "1998",
month = "June",
url = "http://svr-www.eng.cam.ac.uk/~jv211/papers/report_voice.ps.gz",
email ="jv211@eng.cam.ac.uk",
}
@TechReport{viallefontrichardsongreen:0100,
author = "Valerie Viallefont, Sylvia Richardson and Peter Green",
title = "Bayesian analysis of Poisson mixtures",
institution = "INSERM, Paris",
year = "2000",
month = "January",
url = "http://www.stats.bris.ac.uk/~peter/papers/poisjns.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/poismix.html",
email="vialle@vjf.inserm.fr",
}
@TechReport{vihola:0309,
author = "Matti Vihola",
title = "On the Stability and Ergodicity of an Adaptive Scaling Metropolis Algorithm",
institution = "University of Jyväskylä"
year = "2009",
month = "March",
url = "http://iki.fi/mvihola/vihola_-_asm_stability.pdf",
absturl = "http://arxiv.org/abs/0903.4061",
email ="mvihola@maths.jyu.fi",
}
@TechReport{vigoda:0599,
author = "Eric Vigoda",
title = "Improved Bounds for Sampling Colorings",
institution = "University of California at Berkeley",
year = "1999",
month = "May",
url = "http://www.cs.berkeley.edu/~vigoda/colorings.ps",
email ="vigoda@cs.berkeley.edu",
}
@TechReport{vihola:1109,
author = "Matti Vihola",
title = "Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?",
institution = "University of Jyväskylä
year = "2009",
month = "November",
url = "http://iki.fi/mvihola/vihola_-_collapse.pdf",
absturl = "http://arxiv.org/abs/0911.0522",
email ="mvihola@maths.jyu.fi",
}
@TechReport{vinesgilkswild:1194,
author = "Vines, S.K., Gilks, W.R. and Wild, P.",
title = "Fitting Bayesian Random Effects Models",
institution = "MRC Biostatistics Unit, Cambridge",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/vinesgilkswild:1194.html",
note="Appeared",
}
@TechReport{waagpetersensorensen:0400,
author = "Waagepetersen, Rasmus and Sorensen, Daniel",
title = "A tutorial on reversible jump MCMC with a view toward applications in QTL-mapping",
institution = "Department of Mathematics, Aalborg University",
year = "2000",
month = "April",
url = "http://www.math.auc.dk/~rw/revjump21.ps",
email ="rw@math.auc.dk",
note="To Appear in the International Statistical Review",
}
@TechReport{wallercarlinxiagelfand:895,
author = "Waller, L.A., Carlin, B.P., Xia, HJ. and Gelfand, A.E.",
title = "Hierarchical Spatio-Temporal Mapping of Disease Rates",
institution = "University of Minnesota",
year = "1995",
month = "August",
url = "ftp://muskie.biostat.umn.edu/pub/1995/rr95-005.ps.Z",
}
@TechReport{warnes1:0601,
author = "Gregory R. Warnes",
title = "The Normal Kernel Coupler: An Adaptive Markov Chain Monte Carlo Method for Efficiently Sampling from Multi-modal Distributions",
institution = "Pfizer Global Research and Development",
year = "2001",
month = "June",
url = "http://www.analytics.washington.edu/Zope/projects/MCMC/NKC/index.html",
email ="gregory_r_warnes@groton.pfizer.com",
}
@TechReport{warnes2:0601,
author = "Gregory R. Warnes",
title = "HYDRA: A Java Library for Markov chain Monte Carlo",
institution = "Pfizer Global Research and Development",
year = "2001",
month = "June",
url = "http://www.analytics.washington.edu/Zope/projects/MCMC/Hydra",
email ="gregory_r_warnes@groton.pfizer.com",
}
@TechReport{weir:1195,
author = "Weir, I. S.",
title = "Fully Bayesian Reconstructions from Single Photon Emission Tomography Data",
institution = "University of Bristol",
year = "1995",
month = "November",
url = "http://www.stats.bris.ac.uk/pub/reports/MCMC/spectfb.ps.gz",
}
@TechReport{wilkinsonyeung:0301,
author = "D J Wilkinson and S K H Yeung",
title = "A sparse matrix approach to Bayesian computation in large linear models",
institution = "University of Newcastle",
year = "2001",
month = "March",
url = "http://www.ncl.ac.uk/statistics/preprints/STA01-2.pdf",
email ="d.j.wilkinson@ncl.ac.uk",
note={Appeared in Computational Statistics and Data Analysis, vol. 44, pages 493-516}
@TechReport{wilkinsonyeung:0600,
author = "D.J. Wilkinson and S.K.H. Yeung",
title = "Conditional simulation from highly
structured Gaussian systems, with application to blocking-MCMC
for the Bayesian analysis of very large linear models",
institution = "Department of Statistics, University of Newcastle",
year = "2000",
month = "June",
url = "http://www.ncl.ac.uk/statistics/preprints/STA00-9.pdf",
email ="d.j.wilkinson@ncl.ac.uk",
note="Appeared in Statistics and Computing, vol. 12, pages 287-300"
@TechReport{wilson:0899,
author = "Wilson, D.B.",
title = "Layered Multishift Coupling for use in Perfect Sampling Algorithms",
institution = "Microsoft Research",
year = "1999",
month = "August",
url = "http://dbwilson.com/shift/shift-submit.ps",
absturl="http://dbwilson.com/shift/index.html",
email= "dbwilson@mit.edu",
}
@TechReport{wilsonb:0899,
author = "Wilson, D.B.",
title = "How to Couple from the Past using a Read-Once Source of Randomness",
institution = "Microsoft Research",
year = "1999",
month = "August",
url = "http://dbwilson.com/rocftp/rocftp-submit.ps",
absturl="http://dbwilson.com/rocftp/index.html",
email= "dbwilson@mit.edu",
}
@TechReport{wilsongreen:94,
author = "Wilson, J.D. and Green, P.J.",
title = "A Bayesian Analysis of Remotely Sensed Data using a Hierarchical Model",
institution = "University of Bristol",
year = "1994",
month = " ",
url = "http://www.stats.bris.ac.uk/pub/reports/MCMC/remote.tar.gz",
}
@TechReport{wongliang:0702,
author = "Wing Hung Wong and Faming Liang",
title = "Dynamic Weighting in Monte Carlo and Optimization",
institution = "Professor, Department of Biostatistics, Public Health of Harvard School",
year = "2002",
month = "July",
url = "http://www.stat.nus.edu.sg/~fmliang/papers/PNAS97.pdf",
email ="stalfm@nus.edu.sg",
}
@TechReport{woodkohn:0497,
author = "Wood, S. and Kohn, R.",
title = "A Bayesian Approach to Robust Binary Nonparametric Regression",
institution = "Australian Graduate School of Management, University of New South Wales, Sydney 2052 Australia",
year = "1997",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/97-001.ps.gz",
absturl = "http://www.agsm.unsw.edu.au/stats/Abstracts.html#97-001",
email ="R.Kohn@unsw.edu.au",
}
@TechReport{yang:0208,
author = "Chao Yang",
title = "On The Weak Law Of Large Numbers For Unbounded",
institution = "University of Toronto",
year = "2008",
month = "February",
url = "http://probability.ca/jeff/ftpdir/chao2.pdf",
email ="chaoyang@math.toronto.edu",
}
@TechReport{yang:0208,
author = "Chao Yang",
title = "Recurrent and Ergodic Properties of Adaptive MCMC",
institution = "University of Toronto",
year = "2008",
month = "February",
url = "http://probability.ca/jeff/ftpdir/chao3.pdf",
email ="chaoyang@math.toronto.edu",
}
@TechReport{yu1:695,
author = "Yu, B.",
title = "Estimating L1 Error of Kernel Estimator: Monitoring Convergence of Markov Samplers",
institution = "Dept. of Statistics. University of California, Berkeley",
year = "1995",
month = "June",
url = "ftp://stat-ftp.berkeley.edu/pub/users/binyu/L1.ps.Z",
}
@TechReport{yu2:695,
author = "Yu, B.",
title = "Comment: Extracting more Diagnostic Information from a Single Run using Cusum Path Plot",
institution = "Dept. of Statistics. University of California, Berkeley",
year = "1995",
month = "June",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/yu3.ps.gz",
}
@TechReport{yuen:1197,
author = "Wai Kong Yuen",
title = "Applications of Cheeger's constant to the convergence rate of Markov chains on R^n",
institution = "University of Toronto",
year = "1997",
month = "November",
url = "http://probability.ca/jeff/ftpdir/yuen1.ps.Z",
email ="yuen@math.toronto.edu",
}
@TechReport{yukito:0401,
author = "Yukito Iba",
title = "Population Monte Carlo algorithms",
institution = "The Institute of Statistical Mathematics",
year = "2001",
month = "April",
url = "http://arxiv.org/abs/cond-mat/0008226",
note = "Published in Transactions of the Japanese Society for Artificial Intelligence. 16, 279-86.",
email ="iba@ism.ac.jp",
}
@TechReport{yumykland:695,
author = "Yu, B. and Mykland, P.",
title = "Looking at Markov Samplers through Cusum Path Plots: a Simple Diagnostic Idea",
institution = "Dept. of Statistics. University of California, Berkeley",
year = "1995",
month = "June",
url = "ftp://stat-ftp.berkeley.edu/pub/users/binyu/cum.ps.Z",
}
@TechReport{zhangliu:0602,
author = "Junni L. Zhang and Jun S. Liu",
title = "A New Sequential Importance Sampling Method and Its Application to the 2D Hydrophobic-hydrophilic Model ",
institution = "Department of Statistics, Harvard University",
year = "2002",
month = "June",
url = "http://www.people.fas.harvard.edu/~junliu/TechRept/02folder/zhang&liu02.pdf",
email ="jliu@stat.harvard.edu",
}
@TechReport{zhouzhangpeng:0905,
author = "Zhou, M., Zhang, H. and Peng, Y.",
title = "Using Multi-proposal Metropolis-Hastings within Group-based Sampler to Estimate the Correlation Parameters of the Multivariate Nakagami-m Distribution",
institution = "Department of Electronic Engineering, Tsinghua University, Beijing 100084, P.R. China",
year = "2005",
month = "September",
url = "http://its.ee.tsinghua.edu.cn/literatures/Multinaka%20all%20pro%20MH%205.0.pdf",
email ="zhoumx00@mails.tsinghua.edu.cn",
}
@TechReport{zhurasmussenmolleraukemaraff:0206,
author = "J. Zhu, J.G. Rasmussen, J. Moller, B.H. Aukema and K.F. Raffa.",
title = "Spatial-temporal modeling of forest gabs generated by colonization of below- and above-ground bark beetle species",
institution = "University of Wisconsin",
year = "2006",
month = "February",
url = "http://www.math.aau.dk/~jm/tree-beetle-techreport.pdf",
email ="jm@math.aau.dk",
}