@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{latrosen:0110, author = "Krzysztof Latuszyski and Jeffey S. Rosenthal", title = "Adaptive Gibbs samplers", institution = "Department of Statistics, University of Toronto", year = "2010", month = "January", url = "http://probability.ca/jeff/ftpdir/adap_random_Gibbs.pdf", email ="jeff@math.toronto.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", }