@TechReport{neal:0310,
author = "Radford Neal",
title = "MCMC using Hamiltonian dynamics",
institution = "University of Toronto",
year = "2010",
month = "March",
url = "http://www.cs.utoronto.ca/~radford/ham-mcmc.pdf",
absturl = "http://www.cs.utoronto.ca/~radford/ham-mcmc.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:1105,
author = "Radford Neal",
title = "Estimating Ratios of Normalizing Constants Using Linked Importance Sampling",
institution = "University of Toronto",
year = "2005",
month = "November",
url = "http://www.cs.utoronto.ca/~radford/ftp/lis.pdf",
absturl = "http://www.cs.utoronto.ca/~radford/lis.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0805,
author = "Radford M. Neal",
title = "The Short-Cut Metropolis Method",
institution = "University of Toronto",
year = "2005",
month = "August",
url = "ftp://ftp.cs.toronto.edu/pub/radford/short-met.ps",
absturl = "http://www.cs.utoronto.ca/~radford/short-met.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:1004,
author = "Radford M. Neal",
title = "Taking bigger Metropolis steps by dragging fast variables",
institution = "University of Toronto",
year = "2004",
month = "October",
url = "ftp://ftp.cs.toronto.edu/pub/radford/drag.ps",
absturl = "http://www.cs.toronto.edu/~radford/drag.abstract.html",
email ="radford@stat.utoronto.edu",
}
@TechReport{neal:0704,
author = "R. M. Neal",
title = "Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better",
institution = "University of Toronto",
year = "2004",
month = "July",
url = "ftp://ftp.cs.toronto.edu/pub/radford/asymvar.ps",
absturl = "http://www.cs.utoronto.ca/~radford/asymvar.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0298,
author = "R. M. Neal",
title = "Annealed importance sampling",
institution = "University of Toronto",
year = "1998",
month = "February",
url = "ftp://ftp.cs.toronto.edu/pub/radford/ais.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/ais.abstract.html",
email ="radford@stat.toronto.edu",
}
@TechReport{neal:0302,
author = "Radford M. Neal",
title = "Circularly-Coupled Markov Chain Sampling",
institution = "University of Toronto",
year = "2002",
month = "March",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/circ-rev.pdf",
absturl = "http://www.cs.utoronto.ca/~radford/circ.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0399,
author = "R. M. Neal",
title = "Erroneous Results in ``Marginal Likelihood from the Gibbs Output''",
institution = "University of Toronto",
year = "1999",
month = "March",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/chib-letter.ps",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0503,
author = "Radford M. Neal",
title = "Markov chain sampling for non-linear state space models using embedded hidden Markov models",
institution = "University of Toronto",
year = "2003",
month = "May",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/emb-hmm.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/emb-hmm.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0701,
author = "Radford M. Neal",
title = "Transferring prior information between models using imaginary data",
institution = "University of Toronto",
year = "2001",
month = "July",
url = "ftp://ftp.cs.toronto.edu/pub/radford/pit.pdf",
absturl = "http://www.cs.toronto.edu/~radford/pit.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0900,
author = "Radford Neal",
title = "Slice sampling",
institution = "University of Toronto",
year = "2000",
month = "September",
url = "ftp://www.cs.utoronto.ca/pub/radford/slc-samp.ps.Z",
absturl = "http://www.cs.utoronto.ca/~radford/slc-samp.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{neal:0998,
author = "R. M. Neal",
title = "Markov Chain Sampling Methods for Dirichlet Process Mixture Models",
institution = "University of Toronto",
year = "1998",
month = "September",
url = "ftp://ftp.cs.utoronto.ca/pub/radford/mixmc.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/mixmc.abstract.html",
note = "Also in PDF format at ftp://ftp.cs.utoronto.ca/pub/radford/mixmc.pdf",
email ="radford@stat.toronto.edu",
}
@TechReport{neal:1194a,
author = "Neal, R.M.",
title = "Sampling from Multi-Modal Distributions Using Tempered Transitions",
institution = "Dept. of Statistics, Univ. of Toronto, Canada",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/neal2:1194.html",
note="Appeared",
}
@TechReport{neal:1194b,
author = "Neal, R.M.",
title = "Bayesian Learning for Neural Networks (LARGE - 195 pages)",
institution = "Dept. of Comp. Sci., Univ of Toronto, Canada",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/neal3:1194.html",
note="Appeared",
}
@TechReport{neal:1197,
author = "R. M. Neal",
title = "Markov Chain Monte Carlo Methods Based on `Slicing' the Density Function",
institution = "University of Toronto",
year = "1997",
month = "November",
url = "ftp://ftp.cs.toronto.edu/pub/radford/slice.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/slice.abstract.html",
email ="radford@utstat.toronto.edu",
}
@TechReport{neal:1199,
author = "Radford M. Neal",
title = "Circularly-coupled Markov chain sampling",
institution = "University of Toronto",
year = "1999",
url = "ftp://ftp.cs.toronto.edu/pub/radford/circ.ps",
absturl = "http://www.cs.toronto.edu/~radford/circ.abstract.html",
email ="radford@stat.toronto.edu",
}
@TechReport{neal:695,
author = "Neal, R.M.",
title = "Suppressing Random Walks in MCMC Using Ordered Overrelaxation",
institution = "Dept. of Statistics, Univ of Toronto, Canada",
year = "1995",
month = "June",
url = "ftp://ftp.cs.toronto.edu/pub/radford/over.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/over.abstract.html",
}
@TechReport{neal:993,
author = "Neal, R.",
title = "Probablistic Inference using Markov Chain Monte Carlo Methods",
institution = "Dept. of Computer Science, University of Toronto",
year = "1993",
month = "September",
url = "ftp://ftp.cs.toronto.edu/pub/radford/review.ps.Z",
absturl = "ftp://ftp.cs.toronto.edu/pub/radford/www/review.abstract.html",
}
@TechReport{nevatpetersyuan:0209,
author = "Ido Nevat, Gareth Peters, Jinhong Yuan ",
title = "Coherent Detection for Cooperative Networks with Arbitrary Relay Functions using "Likelihood Free" Inference ",
institution = "University of NSW, Electrical Engineering Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{nicholls:0396,
author = "Nicholls, G.",
title = "Bayesian Image Analysis with Markov Chain Monte Carlo and Colored Continuum Triangulation Models",
institution = "Dept. of Mathematics, Auckland University.",
year = "1996",
month = "March",
url = "http://www.math.auckland.ac.nz/~nicholls/linkfiles/papers.html",
note = "Appeared",
}
@TechReport{nichollsjones:0900,
author = "Geoff Nicholls and Martin Jones",
title = "Radiocarbon dating with temporal order constraints",
institution = "Mathematics Department, University of Auckland",
year = "2000",
month = "September",
url = "http://www.math.auckland.ac.nz/~nicholls/linkfiles/papers/archaeo2.ps.gz",
email ="nicholls@math.auckland.ac.nz",
}
@TechReport{nobilegreen:1297,
author = "Nobile, A. and Green, P.J.",
title = "Bayesian analysis of factorial experiments by mixture modelling",
institution = "University of Bristol",
year = "1997",
month = "December",
url="http://www.stats.bris.ac.uk/~manob/banovamixabs.html",
email="ago.nobile@bris.ac.uk",
}
@TechReport{nottgreen:0601,
author = "David Nott and Peter J. Green",
title = "Bayesian variable selection and the Swendsen-Wang algorithm",
institution = "University of New South Wales",
year = "2001",
month = "June",
url = "http://www.stats.bris.ac.uk/~peter/papers/bvsswang.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/bvsswang.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{ntzoufrasdellaportasforster:0501,
author = "Ioannis Ntzoufras, Petros Dellaportas and Jonathan J. Forster",
title = "Bayesian Variable and Link Determination for Generalised Linear Models",
institution = "University of the Aegean",
year = "2001",
month = "May",
url = "http://www.stat-athens.aueb.gr/~ptd/link.ps",
absturl = "http://www.stat-athens.aueb.gr/~jbn/abstracts/link.html",
email ="petros@aueb.gr",
}
@TechReport{oneill:0301,
author = "P. D. O'Neill",
title = "Perfect Simulation for Reed-Frost epidemic models",
institution = "University of Nottingham",
year = "2001",
month = "March",
url = "http://www.maths.nott.ac.uk/personal/pdo/perfect.ps",
email ="pdo@maths.nott.ac.uk",
}
@TechReport{pak:0199,
author = "Igor Pak",
title = "Two random walks on upper triangular matrices",
institution = "Yale University",
year = "1999",
month = "January",
url = "http://www.math.yale.edu:80/users/paki/2walks1.ps",
absturl = "http://www.math.yale.edu:80/users/paki/research.html",
}
@TechReport{pak:0698,
author = "Igor Pak",
title = "On random walks with few random generators",
institution = "Yale U.",
year = "1998",
month = "June",
url = "http://www.math.yale.edu:80/users/paki/randgen4.dvi",
}
@TechReport{pasaricagelman:1003,
author = "Cristian Pasarica and Andrew Gelman",
title = "Adaptively scaling the Metropolis algorithm using the average squared jumped distance",
institution = "Department of Statistics, Columbia University",
year = "2003",
month = "October",
url = "http://www.stat.columbia.edu/~gelman/research/unpublished/metrop_esjd.pdf",
email ="gelman@stat.columbia.edu",
}
@TechReport{pasyanosfranzramirez:0506,
author = "Michael E. Pasyanos, Gregory A. Franz, and Abelardo L. Ramirez",
title = "Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow SeaKorean Peninsula region",
institution = "Lawrence Livermore National Laboratory",
year = "2006",
month = "May",
url = "http://www.agu.org/pubs/crossref/2006/2005JB003851.shtml",
email ="pasyanos1@llnl.gov",
}
@TechReport{petersbalakrishnanlasscockmellen:0209,
author = "Gareth Peters, Kannan Balakrishnan, Ben Lasscock and Chris Mellen ",
title = "Rank Estimation and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Models",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersjohansendoucet:0209,
author = "Gareth Peters, Adam Johansen and Arnaud Doucet.",
title = "Simulation of the Annual Loss Distribution in Operational Risk via Panjer Recursions and Volterra Integral Equations for Value at Risk and Expected Shortfall Estimation",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersnevatyuan:0209,
author = "Gareth Peters, Ido Nevat, Jinhong Yuan ",
title = "Stochastic Approximation and Conditional Path Sampling Trans-dimensional MCMC for Channel Estimation in OFDM Systems with Unknown Power Delay Profile ",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersshevchenkowuthrich:0209,
author = "Gareth Peters, Pavel Shevchenko, Mario Wuthrich ",
title = "Dynamic Operational Risk: modelling dependence and combining different sources of information",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petersshevchenkowuthrich:1207,
author = "Gareth W. Peters, Pavel Shevchenko, Mario V. Wuthrich",
title = "Model risk in claims reserving within Tweedie's compound Poisson models",
institution = "University of NSW Statistics Department & CSIRO Mathematical and Information Sciences",
year = "2007",
month = "December",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Journal%20Papers.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{peterswuthrichshevchenko:0209,
author = "Gareth Peters, Mario Wuthrich, Pavel Shevchenko ",
title = "Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap",
institution = "University of NSW, Statistics Department",
year = "2009",
month = "February",
url = "http://web.maths.unsw.edu.au/~peterga/index_files/AdditionalPages/Technical%20Reports.html",
email ="peterga@maths.unsw.edu.au",
}
@TechReport{petristardella:1100,
author = "Giovanni Petris and Luca Tardella",
title = "A New Strategy for Simulating From Mixture Distributions With Applications to Bayesian Model Selection",
institution = "University of Arkansas",
year = "2000",
month = "November",
url = "http://definetti.uark.edu/~gpetris/samplemixed.ps",
absturl = "http://definetti.uark.edu/~gpetris/abstract.html",
email ="GPetris@uark.edu",
}
@TechReport{petronerobertsrosenthal:0598,
author = "Petrone, S., Roberts, G.O. and Rosenthal, J.S.",
title = "A Note on Convergence Rates of Gibbs Sampling for Nonparametric Mixtures",
institution = "Dipartimento di Economia Politica e Metodi Quantitativi, Universita' degli Studi di Pavia ",
year = "1998",
month = "May",
url = "http://3weco.unipv.it/users/staff/spetrone/www/papers/diric.ps",
absturl="http://3weco.unipv.it/Web/dipeco/quad/abs/abs77.htm",
email="spetrone@eco.unipv.it",
}
@TechReport{philipperobert:1001,
author = "Anne Philippe and Christian P. Robert",
title = "Perfect simulation of positive Gaussian distributions",
institution = "Universite de Lille 1",
year = "2001",
month = "October",
url = "http://www.ceremade.dauphine.fr/~xian/perfectgo.ps.gz",
email ="xian@ceremade.dauphine.fr",
}
@TechReport{philipperobert:1098,
author = "Anne Philippe and Christian P. Robert",
title = "Riemann Sums for MCMC Estimation and Convergence Monitoring",
institution = "EP CNRS 1765, Universite de LILLE I",
year = "1998",
month = "October",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/riemann.ps.gz",
email ="philippe@jacta.univ-lille1.fr",
}
@TechReport{pievatologreen:0697,
author = "Pievatolo, A. and Green, P.J.",
title = "Boundary Detection through Dynamic Polygons",
institution = "IAMI, Milano, Italy",
year = "1997",
month = "June",
url="http://www.stats.bris.ac.uk/~peter/abstracts/poly.html",
email="P.J.Green@Bristol.ac.uk",
note="Appeared",
}
@TechReport{pintoneal:0201,
author = "Ruxandra L. Pinto and Radford M. Neal",
title = "Improving Markov chain Monte Carlo estimators by coupling to an approximating chain",
institution = "University of Toronto",
year = "2001",
month = "February",
url = "ftp://www.cs.toronto.edu/pub/radford/cplgau.ps.Z",
absturl = "http://www.cs.toronto.edu/~radford/cplgau.abstract.html",
email ="radford@stat.toronto.edu",
}
@TechReport{pittshephard:1097,
author = "Pitt, M.K. and Shephard, N.",
title = "Filtering via Simulation: Auxiliary Particle Filters",
institution = "Imperial College, London",
year = "1997",
month = "October",
url = "http://www.nuff.ox.ac.uk/economics/papers/1997/w13/sir.ps",
email="neil.shephard@nuffield.oxford.ac.uk",
}
@TechReport{pittwalker:1198,
author = "Michael Pitt and Stephen Walker",
title = "marginal construction of time series with application to volatility models",
institution = "Mathematics Department, Imperial College London",
year = "1998",
month = "November",
url = "http://www.ma.ic.ac.uk/statistics/links/ralinks/mkpitt.link/papers/marg.ps",
absturl = "http://www.ma.ic.ac.uk/statistics/links/ralinks/mkpitt.link/papers/marg.txt",
email ="mkpitt@ma.ic.ac.uk",
}
@TechReport{pollicebilancia:0698,
author = "Pollice, A. and Bilancia, M.",
title = "Finite Mixture Modelling in the Presence of Covariates",
institution = "Dipartimento di Scienze Statistiche, Universita' di Bari",
year = "1998",
month = "June",
url = "http://www.ba.cnr.it/~irmamb15/valencia.tar.gz",
email ="statba@cimedoc.uniba.it",
}
@TechReport{proppwilson:995,
author = "Propp J.G. and Wilson, D.B.",
title = "Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics",
institution = "Massachusetts Inst. of Technology",
year = "1995",
month = "September",
url = "http://www-math.mit.edu/~propp/sample.ps.gz",
}
@TechReport{qinliu:0402,
author = "Z.S. Qin and J.S. Liu",
title = "Multi-Point Metropolis Method with Application to Hybrid Monte Carlo",
institution = "Department of Statistics, Harvard University",
year = "2002",
month = "April",
url = "http://www.people.fas.harvard.edu/~junliu/TechRept/01folder/jcp01abstract",
note = "appeared in J. Comp. Phys., 172:827-40",
email ="qin@stat.harvard.edu",
}
@TechReport{quintanaliupino:0499,
author = "Quintana, F.A. and Liu, J.S. and del Pino, G.E.",
title = "Monte Carlo EM with importance reweigthing and its applications in random effects models",
institution = "Departamento de Estadistica, P. U. Catolica de Chile",
year = "1999",
month = "April",
url = "http://www-stat.stanford.edu/~jliu/TechRept/99folder/csda.ps.gz",
email ="quintana@mat.puc.cl",
}
@TechReport{raftery:94,
author = "Raftery, A.E.",
title = "Hypothesis Testing and Model Selection via Posterior Simulation",
institution = "University of Washington",
year = "1994",
month = " ",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/test-postsim.ps",
}
@TechReport{rafterylewis:195,
author = "Raftery, A. E. and Lewis, S. M.",
title = "The Number of Iterations, Convergence Diagnostics and Generic Metropolis Algorithms",
institution = "University of Washington, USA",
year = "1995",
month = "January",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/raftery-lewis2.ps",
}
@TechReport{rafterylewis:595,
author = "Raftery, A. E. and Lewis, S. M.",
title = "How Many Iterations in the Gibbs Sampler?",
institution = "University of Washington, USA",
year = "1995",
month = "May",
url = "ftp://ftp.stat.washington.edu/pub/tech.reports/raftery-lewis.ps",
}
@TechReport{reutterjohnson:895,
author = "Reutter, A. and Johnson, V.",
title = "General Strategies for Assessing Convergence of MCMC Algorithms using Coupled Sample Paths",
institution = "Duke University, USA",
year = "1995",
month = "August",
url= "ftp://ftp.isds.duke.edu/pub/Users/valen/mcmc.ps.Z",
}
@TechReport{richardson:0600,
author = "Sylvia Richardson, Laurent Leblond, Isabelle Jaussent , Peter J. Green ",
title = "Mixture models in measurement error problems, with reference to epidemiological studies ",
institution = "INSERM, Paris",
year = "2000",
month = "June",
url = "http://www.stats.bris.ac.uk/~peter/papers/me.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/me.html",
email ="richards@vjf.inserm.fr",
}
@TechReport{richardsongreen:0296,
author = "Richardson, S. and Green, P.J.",
title = "On Bayesian analysis of mixtures with an unknown number of components",
institution = "INSERM, France and University of Bristol",
year = "1996",
month = "February",
url = "http://www.stats.bris.ac.uk/pub/reports/MCMC/mix.ps.gz",
absturl="http://www.stats.bris.ac.uk:81/~peter/abstracts/mix.html",
}
@TechReport{robert1:1194,
author = "Robert, C.P.",
title = "Convergence Assesments for MCMC Methods",
institution = "University de Rouen",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robert1:1194.html",
note = "Appeared",
}
@TechReport{robert:0398,
author = "Robert, C.P.",
title = "MCMC Specificities of Latent Variable Models",
",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "March",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/latentia.ps.gz",
}
@TechReport{robert:1095,
author="Robert, C.P.",
title="A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques",
institution="CREST, Insee, Paris",
year = "1995",
month = "October",
note="Appeared in Computational Statistics (1998), 13, 169-184",
}
@TechReport{robertdrydentitterington:0298,
author = "Robert, C.P., Ryden, T. and Titterington, D.M.",
title = "Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains",
institution = "CREST, INSEE, Paris",
year = "1998",
month = "February",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/Hidden_Markov_Ctrl.ps.gz",
note="Contains large images, may take some time to print",
}
@TechReport{robertmengersen:895,
author = "Robert, C.P. and Mengersen, K. L.",
title = "Reparameterisation Issues in Mixture Modelling and their Bearing on the Gibbs Sampler",
institution = "University de Rouen",
year = "1995",
month = "August",
absturl = " http://www.elsevier.nl/cgi-bin/cas/tree/store/comsta/cas_sub/browse/browse.cgi?year=1999&volume=29&issue=3&aid=1017",
url="http://www.elsevier.nl/cas/tree/store/comsta/sub/1999/29/3/1017.pdf",
note="Appeared",
}
@TechReport{robertrousseau:0302,
author = "Robert, C.P. and Rousseau, J.",
title = "A Mixture Approach
to Bayesian Goodness of Fit",
institution = "CEREMADE, Universite Paris Dauphine",
year = "2002",
month = "March",
url = "http://www.ceremade.dauphine.fr/~xian/rr000327.ps.gz",
email ="xian@ceremade.dauphine.fr",
}
@TechReport{robertrydentitterington:0299,
author = "C.P. Robert, T. Ryden, D.M. Titterington",
title = "Bayesian inference in hidden Markov models through jump Markov chain",
institution = "CREST-INSEE",
year = "1999",
month = "February",
url = "ftp://ftp.ensae.fr/pub/labo_stat/CPRobert/hmm_rj.ps.gz",
email ="robert@ensae.fr",
}
@TechReport{roberts:0397,
author = "Roberts, G.O.",
title = "A Note on Acceptance Rate Criteria for CLTs for Hastings-Metropolis Algorithms",
institution = "University of Cambridge",
year = "1997",
month = "March",
url = "http://www.statslab.cam.ac.uk/~gareth/negclt.ps",
}
@TechReport{robertsgelmangilks:894,
author = "Roberts, G.O., Gelman, A. and Gilks, W.R.",
title = "Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms",
institution = "University of Cambridge",
year = "1994",
month = "August",
url = "http://www.statslab.cam.ac.uk/~gareth/theory4.ps",
absturl = "http://www.statslab.cam.ac.uk/~mcmc/others/1.txt",
}
@TechReport{robertspaspilipoulosdellaportas:0901,
author = "Roberts G.O, Papaspiliopoulos O. and Dellaportas P.",
title = "Bayesian inference for Non-Gaussian Ornstein-Uhlenbeck",
institution = "University of Lancaster",
year = "2001",
month = "September",
url = "http://www.stat-athens.aueb.gr/~ptd/OU_SV.zip",
email ="petros@aueb.gr",
}
@TechReport{robertsrosenthal:0305,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Coupling and Ergodicity of Adaptive MCMC",
institution = "University of Lancaster",
year = "2005",
month = "March",
url = "http://probability.ca/jeff/ftpdir/adapt.pdf",
email ="g.o.roberts@lancaster.ac.uk",
}
@TechReport{robertsrosenthal:1204,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Harris Recurrence of Metropolis-Within-Gibbs and Trans-Dimensional Markov Chains",
institution = "University of Lancaster",
year = "2004",
month = "December",
url = "http://probability.ca/jeff/ftpdir/harris.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0297,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Two Convergence Properties of Hybrid Samplers",
institution = "University of Cambridge",
year = "1997",
month = "February",
url = "http://probability.ca/jeff/ftpdir/sechyb.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0400,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Small and Pseudo-Small Sets for Markov Chains",
institution = "University of Lancaster",
year = "2000",
month = "April",
url = "http://probability.ca/jeff/ftpdir/psmall.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0500,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Markov chains and de-initialising processes",
institution = "University of Lancaster",
year = "2000",
month = "May",
url = "http://probability.ca/jeff/ftpdir/suffic.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0597,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Markov Chain Monte Carlo: Some Practical Implications of Theoretical Results",
institution = "University of Cambridge",
year = "1997",
month = "May",
url = "http://probability.ca/jeff/ftpdir/bruns.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0599,
author = "G.O. Roberts and J.S. Rosenthal",
title = "The Polar Slice Sampler",
institution = "University of Lancaster",
year = "1999",
month = "May",
url = "http://probability.ca/jeff/ftpdir/polar.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0601,
author = "G.O. Roberts and J.S. Rosenthal",
title = "One-Shot Coupling for Certain Stochastic Recursive Sequences",
institution = "University of Lancaster",
year = "2001",
month = "June",
url = "http://probability.ca/jeff/ftpdir/weaktv.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0697,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "On convergence rates of Gibbs samplers for uniform distributions",
institution = "University of Cambridge",
year = "1997",
month = "June",
url = "http://probability.ca/jeff/ftpdir/uniform.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0701,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Combinatorial identities associated with CFTP",
institution = "University of Lancaster",
year = "2001",
month = "July",
url = "http://probability.ca/jeff/ftpdir/combin.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:1294,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Shift-Coupling and Convergence Rates of Ergodic Averages",
institution = "University of Cambridge",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robertsrosenthal:1294.html",
note = Appeared",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0795,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Optimal Scaling of Discrete Approximations to Langevin Diffusions",
institution = "University of Cambridge",
year = "1995",
month = "July",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/langfin2.txt",
note ="To appear in JRSS B",
}
@TechReport{robertsrosenthal:0296,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes",
institution = "University of Cambridge",
year = "1996",
month = "February",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robertsrosenthal:0296.html",
note = Appeared",
}
@TechReport{robertsrosenthal:0797,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Convergence of slice sampler Markov chains",
institution = "University of Cambridge",
year = "1997",
month = "July",
url = "http://probability.ca/jeff/ftpdir/slice.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0996,
author = "Roberts, G.O. and Rosenthal, J.S.",
title = "Geometric Ergodicity and Hybrid Markov Chains",
institution = "University of Cambridge",
year = "1996",
month = "September",
url = "http://probability.ca/jeff/ftpdir/hybrid.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{robertsrosethal:0304,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "General state space Markov chains and MCMC algorithms",
institution = "University of Lancaster",
year = "2004",
month = "March",
url = "http://probability.ca/jeff/ftpdir/probsurv.ps.Z",
email ="g.o.roberts@lancaster.ac.uk",
}
@TechReport{robertsrosenthal:0906,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Examples of Adaptive MCMC",
institution = "University of Lancaster",
year = "2006",
month = "September",
url = "http://probability.ca/jeff/ftpdir/adaptex.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0906,
author = "G.O. Roberts and J.S. Rosenthal",
title = "Variance bounding Markov chains",
institution = "University of Lancaster",
year = "2006",
month = "September",
url = "http://probability.ca/jeff/ftpdir/umid.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthal:0908,
author = "Gareth O. Roberts and Jeffrey S. Rosenthal",
title = "Quantitative Non-Geometric Convergence Bounds for Independence Samplers",
institution = "University of Warwick",
year = "2008",
month = "September",
url = "http://probability.ca/jeff/ftpdir/kerrie.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertsrosenthalschwartz:1195,
author = "Roberts, G.O., Rosenthal, J. S. and Schwartz, P. O.",
title = "Convergence Properties of Perturbed Markov Chains",
institution = "University of Cambridge",
year = "1995",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/robetal.ps.gz",
}
@TechReport{robertsetal:0906,
author = "G.O. Roberts, J.S. Rosenthal, J. Segers, and B. Sousa",
title = "Extremal Indices, Geometric Ergodicity of Markov Chains, and MCMC",
institution = "University of Lancaster",
year = "2006",
month = "September",
url = "http://probability.ca/jeff/ftpdir/extreme.pdf",
email ="jeff@math.toronto.edu",
}
@TechReport{robertssahu:0596,
author = "Roberts, G.O. and Sahu, S.K.",
title = "Updating Schemes, Correlation Strucure, Blocking and Parameterization for the Gibbs Sampler",
institution = "University of Cambridge",
year = "1996",
month = "May",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/rs1.html",
note = "Appeared",
email = "S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{robertssahu:0699,
author = "Roberts, G.O. and Sahu, S.K.",
title = "On Approximate Convergence Properties of the Gibbs Sampler",
institution = "Lancaster University",
year = "1999",
month = "June",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/dm.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/dm.html",
email = "S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{robertsstramer:0499,
author = "Roberts, G.O. and Stramer, O.",
title = "In Inference for Partially Observed Non-Linear Diffusion Models using the Metropolis-Hasting Algorithm",
institution = "Lancaster University",
year = "1999",
month = "April",
url = "http://www.maths.lancs.ac.uk/~robertgo/discrete.ps",
email = "G.O.Roberts@lancaster.ac.uk",
}
@TechReport{robertstweedie:0400,
author = "Gareth Roberts and Richard Tweedie",
title = "Geometric L2 and L1 convergence are equivalent for reversible Markov chains",
institution = "University of Lancaster and University of Minnesota",
year = "2000",
month = "April",
url = "http://www.biostat.umn.edu/~tweedie/documents/L2L12.ps",
email ="tweedie@biostat.umn.edu",
}
@TechReport{robertstweedie:0401,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Bounds on Regeneration Times and Convergence Rates for Markov Chains. Appeared in Stoch. Proc. Applic 80, 211-229 (1999),
with correction (follow link) 91 337-338 (2001)",
institution = "University of Cambridge",
year = "2001",
month = "April",
url="http://www.maths.lancs.ac.uk/~robertgo/ratecorrection.ps",
}
@TechReport{robertstweedie:0598,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Rates of Convergence of Stochastically Monotone and Continuous Time Markov Models",
institution = "University of Cambridge",
year = "1998",
month = "May",
url = "http://www.statslab.cam.ac.uk/~gareth/storage7.ps",
email = "gareth@statslab.cam.ac.uk",
}
@TechReport{robertstweedie:894,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Geometric Convergence and Central Limit Theorems for Multidimensional Hastings and Metropolis Algorithms",
institution = "University of Cambridge",
year = "1994",
month = "August",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/robertstweedie:894.html",
absturl = "http://www.statslab.cam.ac.uk/~mcmc/others/3.txt",
note = "Appeared",
}
@TechReport{robertstweedie:995,
author = "Roberts, G.O. and Tweedie, R.L.",
title = "Exponential Convergence of Langevin Diffusions and their Discrete Approximations",
institution = "University of Cambridge",
year = "1995",
month = "September",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/robtwee.ps.gz",
absturl = "http://www.statslab.cam.ac.uk/~mcmc/others/robtwee.txt",
}
@TechReport{rodriguez:1297,
author = "Carlos C Rodriguez",
title = "Cross Validated Nonparametric Bayesianism by MCMC",
institution = "Department of Mathematics. The University at Albany. SUNY",
year = "1997",
month = "December",
url = "http://xxx.lanl.gov/abs/physics/9712041",
email ="carlos@math.albany.edu",
}
@TechReport{rosenthal1:1294,
author = "Rosenthal, J.S.",
title = "Rates of Convergence for Data Augmentation on Finite Sample Spaces",
institution = "University of Minnesota, USA",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal1:1294.html",
note = "Appeared",
}
@TechReport{rosenthal2:1294,
author = "Rosenthal, J.S.",
title = "Markov Chain Convergence: From Finite to Infinite",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal2:1294.html",
note="Appeared",
}
@TechReport{rosenthal3:1294,
author = "Rosenthal J.S.",
title = "Theoretical rates of convergence for Markov Chain Monte Carlo",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://probability.ca/jeff/ftpdir/interface.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{rosenthal4:1294,
author = "Rosenthal, J.S.",
title = "Analysis of the Gibbs Sampler for a Model Related to James-Stein Estimators",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://probability.ca/jeff/ftpdir/james.ps.Z",
email = "jeff@math.toronto.edu",
}
@TechReport{rosenthal5:1294,
author = "Rosenthal J.S.",
title = "Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal5:94.html",
note="Appeared",
}
@TechReport{rosenthal6:1294,
author = "Rosenthal, J.S.",
title = "Rates of Convergence for Gibbs Sampling for Variance Component Models",
institution = "University of Toronto, Canada",
year = "1994",
month = "December",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/rosenthal6:94.html",
note="Appeared",
}
@TechReport{rosenthal:0399,
author = "Jeffrey S. Rosenthal",
title = "Parallel computing and Monte Carlo algorithms",
institution = "University of Toronto",
year = "1999",
month = "March",
url = " http://probability.ca/jeff/ftpdir/para.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:0402,
author = "J.S. Rosenthal",
title = "Quantitative convergence rates of Markov chains: A simple account",
institution = "University of Toronto",
year = "2002",
month = "April",
url = " http://probability.ca/jeff/ftpdir/computsimple.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:1001,
author = "Jeffrey S. Rosenthal",
title = "Asymptotic Variance and Convergence Rates of Nearly-Periodic MCMC Algorithms",
institution = "University of Toronto",
year = "2001",
month = "October",
url = "http://probability.ca/jeff/ftpdir/period.ps.Z",
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:0207,
author = "Jeffrey S. Rosenthal",
title = "Notes About Markov Chain CLTs",
institution = "University of Toronto",
year = "2007",
month = "February",
url = "http://probability.ca/jeff/ftpdir/cltvar.pdf",
absturl = "No abstract available",
note = "(Notes only; not submitted for publication; comments welcome.)
email ="jeff@math.toronto.edu",
}
@TechReport{rosenthal:0207,
author = "Jeffrey S. Rosenthal",
title = "AMCMC: An R interface for adaptive MCMC",
institution = "University of Toronto",
year = "2007",
month = "February",
url = "http://probability.ca/jeff/ftpdir/amcmc.pdf",
absturl = "No abstract available",
email ="jeff@math.toronto.edu",
}
@TechReport{rowe:0104,
author = "Daniel B. Rowe",
title = "Significant fMRI Neurologic Synchrony Using Monte Carlo Methods",
institution = "Medical College of Wisconsin",
year = "2004",
month = "January",
url = "http://www.biophysics.mcw.edu/BRI-people/Rowe/publications/mcma03.pdf",
email ="dbrowe@mcw.edu",
}
@TechReport{rowe:0702,
author = "Daniel B. Rowe",
title = "Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling",
institution = "Medical College of Wisconsin",
year = "2002",
month = "July",
url = "http://varda.biophysics.mcw.edu/~dbrowe/samples.pdf",
email ="dbrowe@mcw.edu",
}
@TechReport{rue:0100,
author = "Havard Rue",
title = "Fast Sampling of Gaussian Markov Random Fields with Applications",
institution = "Department of Mathematical Sciences, NTNU, Trondheim, Norway",
year = "2000",
month = "January",
url = "http://www.math.ntnu.no/~hrue/gmrf-2.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf-2-abstract",
email ="hrue@math.ntnu.no",
}
@TechReport{rue:0199,
author = "Havard Rue",
title = "A Fast and Exact Simulation Algorithm for General Gaussian Markov Random Fields",
institution = "Department of Mathematical Sciences, NTNU, Norway",
year = "1999",
month = "January",
url = "http://www.math.ntnu.no/~hrue/gmrf.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf_abstract/gmrf_abstract.html",
email ="Havard.Rue@math.ntnu.no",
}
@TechReport{ruefollestad:0603,
author = "H. Rue and T. Follestad",
title = "Gaussian Markov Random Field Models With Applications in Spatial Statistics ",
institution = "Department of Mathematical Sciences, Norwegian University of Science and Technology",
year = "2003",
month = "June",
url = "http://www.math.ntnu.no/preprint/statistics/2003/S5-2003.ps.gz",
email ="hrue@math.ntnu.no",
}
@TechReport{ruehurn:0898,
author = "Havard Rue and Merrilee Hurn",
title = "Bayesian Object Identification",
institution = "Department of Mathematical Sciences,Norwegian University of Science and Technology ",
year = "1998",
month = "August",
url = "http://www.math.ntnu.no/~hrue/rvt.ps.Z",
absturl = "http://www.math.ntnu.no/~hrue/rvt-abstract.ps",
email ="havard.rue@math.ntnu.no",
}
@TechReport{ruemarthinsenhusby:0399,
author = "Havard Rue, Arne Marthinsen and Egil G. Husby ",
title = "A Divide and Conquer Algorithm for Exact Simulation of General Gaussian Markov Random Fields",
institution = "Department of Mathematical Sciences, NTNU, Norway",
year = "1999",
month = "March",
url = "http://www.math.ntnu.no/~hrue/gmrf-dac.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf-dac-abstract/gmrf-dac-abstract.html",
email ="hrue@math.ntnu.no",
}
@TechReport{ruemartino:0905,
author = "Haavard Rue and Sara Martino",
title = "Approximated Inference for Hierarchical Gaussian Markov Random Fields",
institution = "Norwegian University of Science and Technology, Trondheim, Norway",
year = "2005",
month = "September",
url = "http://www.math.ntnu.no/~martino/reports/S7-2005.pdf",
email ="hrue@math.ntnu.no",
}
@TechReport{ruesteinslanderland:0303,
author = "Havard Rue, Ingelin Steinsland and Sveinung Erland",
title = "Approximating Hidden Gaussian Markov Random Fields",
institution = "Department of Mathematical Sciences, NTNU",
year = "2003",
month = "March",
url = "http://www.math.ntnu.no/~hrue/reports/hgmrf.pdf",
email ="hrue@math.ntnu.no",
}
@TechReport{ruetjelmeland:0599,
author = "Havard Rue and Hakon Tjelmeland",
title = "Fitting Gaussian Markov random fields to Gaussian fields",
institution = "Department of Mathematcal Sciences, NTNU, Norway",
year = "1999",
month = "May",
url = "http://www.math.ntnu.no/~hrue/gmrf-approx.ps.gz",
absturl = "http://www.math.ntnu.no/~hrue/gmrf-approx-abstract/gmrf-approx-abstract.html",
email ="hrue@math.ntnu.no",
}
@TechReport{sahu:1197,
author = "Sahu, S. K. ",
title = "Bayesian Estimation and Model Choice in the Item Response Models ",
institution = "University of Wales, Cardiff",
year = "1997",
month = "November",
url = "http://www.cf.ac.uk/uwcc/maths/sahu/papers/it.ps.gz",
absturl = "http://www.cf.ac.uk/uwcc/maths/sahu/papers/it.html",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{sahudey:1297,
author = "Sahu, S. K. and Dey, D. K. ",
title = "A Comparison of Frailty and Other Models for Bivariate Survival Data",
institution = "School of Mathematics, University of Wales ",
year = "1997",
month = "December",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/comp.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/comp.html",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{sahuroberts:0999,
author = "Sujit K. Sahu and Gareth O. Roberts",
title = "On Convergence of the EM Algorithm and the Gibbs Sampler",
institution = "University of Southampton",
year = "1999",
month = "September",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/em.html",
note="Appeared",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{sahudeyaslanidou:1196,
author = "Sahu, S.K., D.K. Dey and H. Aslanidou",
title = "Model Determination for Multivariate Survival Data",
institution = "University of Cambridge",
year = "1996",
month = "November",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/fr.html"",
email="S.K.Sahu@maths.soton.ac.uk",
note="Appeared",
}
@TechReport{sahuzhigljavsky:0299,
author = "Sahu, S. K. and Zhigljavsky, A. A. ",
title = "Self Regenerative Markov Chain Monte Carlo with Adaptation",
institution = "School of Mathematics, Cardiff University ",
year = "1999",
month = "February",
url = "http://www.maths.soton.ac.uk/staff/Sahu/papers/it.ps.gz",
absturl = "http://www.maths.soton.ac.uk/staff/Sahu/papers/it.html",
email ="S.K.Sahu@maths.soton.ac.uk",
}
@TechReport{saksmanvihola:0708,
author = "Eero Saksman and Matti Vihola",
title = "On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains",
institution = "University of Helsinki",
year = "2008",
month = "July",
url = "http://iki.fi/mvihola/saksman_vihola_-_am_ergodicity.pdf",
email ="mvihola@maths.jyu.fi",
}
@TechReport{sambridge1:1099,
author = "M. Sambridge",
title = "Geophysical Inversion with a Neighbourhood Algorithm -I. Searching a parameter space",
institution = "Research School of Earth Sciences, Australian National University",
year = "1999",
month = "October",
url = "ftp://rses.anu.edu.au/pub/malcolm/papers/na1_rep.ps.gz",
absturl = "http://rses.anu.edu.au/~malcolm/NA/abs1.html",
email ="malcolm@rses.anu.edu.au",
}
@TechReport{sambridge2:1099,
author = "M. Sambridge",
title = "Geophysical Inversion with a Neighbourhood Algorithm -II. Appraising the ensemble",
institution = "Research School of Earth Sciences, Australian National University",
year = "1999",
month = "October",
url = "ftp://rses.anu.edu.au/pub/malcolm/papers/na2_rep.ps.gz",
absturl = "http://rses.anu.edu.au/~malcolm/NA/abs2.html",
email ="malcolm@rses.anu.edu.au",
}
@TechReport{sargenthodgescarlin:0198,
author = "Sargent, D.J. and Hodges, J.S. and Carlin, B.P.",
title = "Structured Markov chain Monte Carlo",
institution = "Section of Biostatistics, Mayo clinic",
year = "1998",
month = "January",
url = "ftp://muskie.biostat.umn.edu/pub/1998/rr98-002.ps.Z",
email ="brad@muskie.biostat.umn.edu",
}
@TechReport{scacciagreen:0901,
author = "Luisa Scaccia and Peter J. Green",
title = "Bayesian growth curves using normal mixtures with nonparametric weights",
institution = "University of Bristol",
year = "2001",
month = "September",
url = "http://www.stats.bris.ac.uk/~peter/papers/bspmix.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/bspmix.html",
email ="P.J.Green@bristol.ac.uk",
}
@TechReport{shephardpitt:1095,
author = "Shephard, N. and Pitt, M.K.",
title = "Parameter-Driven Exponential Family Models",
institution = "Nuffield College, Oxford",
year = "1995",
month = "October",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/shephardpitt:1095.html",
note="Appeared",
}
@TechReport{sisson:0205,
author = "S. A. Sisson",
title = "Trans-dimensional Markov chains: A decade of progress and future perspectives.",
institution = "University of New South Wales",
year = "2005",
month = "February",
url = "http://web.maths.unsw.edu.au/~scott/papers/paper_tenyears.pdf",
absturl = "http://web.maths.unsw.edu.au/~scott/papers/paper_tenyears_abs.shtml",
email ="Scott.Sisson@unsw.edu.au",
}
@TechReport{sisson:0402,
author = "S. A. Sisson",
title = "An algorithm to characterize non-communicating classes on complex genealogies",
institution = "University of Puerto Rico",
year = "2002",
month = "April",
url = "http://www.starblood.org/scott/downloads/paper_pedigree.gz",
absturl = "http://www.starblood.org/scott/downloads/paper_ped_abs.gz",
email ="ssisson@goliath.cnnet.clu.edu",
}
@TechReport{sissonfan:0105,
author = "S. A. Sisson and Y. Fan",
title = "A distance-based diagnostic for trans-dimensional Markov chains",
institution = "University of New South Wales, Australia",
year = "2005",
month = "January",
url = "http://web.maths.unsw.edu.au/~scott/papers/paper_rjdiag.pdf",
absturl = "http://web.maths.unsw.edu.au/~scott/papers/paper_rjdiag_abs.shtml",
email ="Scott.Sisson@unsw.edu.au",
}
@TechReport{skaremollerjensen:0206,
author = "O. Skare, J. Moller and E.B.V. Jensen.",
title = "Bayesian analysis of spatial point processes in the neighbourhood of Voronoi networks.",
institution = "University of Aarhus",
year = "2006",
month = "February",
url = "http://www.math.aau.dk/~jm/SkareMollerVedel.pdf",
email ="jm@math.aau.dk",
}
@TechReport{skoldroberts:0501,
author = "M. Skold and G.O. Roberts",
title = "Marginal density estimation for the Metropolis-Hastings algorithm",
institution = "Lancaster University",
year = "2001",
month = "May",
url = "http://www.maths.lancs.ac.uk/~skold/MH.ps",
email ="m.skold@lancaster.ac.uk",
}
@TechReport{smith:0297,
author = "Smith, M.",
title = "Nonparametric Regression: A Markov Chain Monte Carlo Approach (PhD Thesis, large file)",
institution = "Monash Univeristy, Australia",
year = "1997",
month = "February",
url = "http://www-personal.monash.edu.au/~mikes/thesis.ps",
absturl = "http://www-personal.monash.edu.au/~mikes/abs11.html",
email ="mikes@smith.ecom.monash.edu.au",
}
@TechReport{smithkohn:0100,
author = "Michael Smith and Robert Kohn",
title = "Nonparametric seemingly unrelated regression",
institution = "University of Sydney",
year = "2000",
month = "January",
url = "http://www.econ.usyd.edu.au/ecmet/personal/mike/publications.htm",
email ="mikes@econ.usyd.edu.au",
}
@TechReport{smithkohn:0496,
author = "Smith, M. and Kohn, R.",
title = "Non-Parametric Regression using Bayesian Variable Selection",
institution = "Australian Graduate School of Management, University of new South Wales",
year = "1996",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/regspl.ps.gz",
}
@TechReport{smithkohn:0497,
author = "Smith, M. and Kohn, R.",
title = "A Bayesian Approach to Nonparametric Bivariate Regression",
institution = "Department of Econometric, Faculty of Business and Economics, Monash University, Clayton, 3168 ",
year = "1997",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/97-002.ps.gz",
absturl = "http://www.agsm.unsw.edu.au/stats/Abstracts.html#97-002",
email ="mikes@smith.ecom.monash.edu.au",
}
@TechReport{smithsheatherkohn:0496,
author = "Smith, M. and Sheather, S. and Kohn, R.",
title = "Finite Sample Performance of Robust Bayesian Regression",
institution = "Australian Graduate School of Management, University of new South Wales",
year = "1996",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/robust.ps.gz",
}
@TechReport{smithtierney:0596,
author = "Smith, R. L. and Tierney, L.",
title = "Exact Transition Probabilities for the Independence Metropolis Sampler",
institution = "Statistical Laboratory, Cambridge",
year = "1996",
month = "May",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/eigen.ps.gz",
}
@TechReport{smithwongkohn:0796,
author = "Smith, M., Wong, C. and Kohn, R.",
title = "Additive Nonparametric Regression for Time Series",
institution = "Australian Graduate School of Management, University of new South Wales",
year = "1996",
month = "July",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/regsplar.ps.gz",
}
@TechReport{starkfitzgerald:1097,
author = "Stark, J.A. and Fitzgerald, W.J.",
title = "A Fast Method for Variable Selection in the General Linear Model",
institution = "Signal Processing Group, Department of Engineering, University of Cambridge",
year = "1997",
month = "October",
url = "http://www2.eng.cam.ac.uk/~jas/papers/dual2.ps",
absturl = "http://www2.eng.cam.ac.uk/~jas/stats/tech288.html",
email ="jas@eng.cam.ac.uk",
}
@TechReport{starkfitzgeraldhladky:1097,
author = "Stark, J.A., Fitzgerald, W.J. and Hladky, S.B.",
title = "Multiple-order Markov Chain Monte Carlo Methods with Application to a Changepoint Model",
institution = "Signal Processing Group, Department of Engineering, University of Cambridge",
year = "1997",
month = "October",
url = "http://www2.eng.cam.ac.uk/~jas/papers/momcmc.ps",
absturl = "http://www2.eng.cam.ac.uk/~jas/stats/tech302.html",
email ="jas@eng.cam.ac.uk",
}
@TechReport{stephens2:0399,
author = "Matthew Stephens",
title = "Dealing with Multimodal Posteriors and Non-identifiability in Mixture Models",
institution = "Department of Statistics, University of Oxford",
year = "1999",
month = "March",
url = "http://www.stats.ox.ac.uk/~stephens/identify.jrssb.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/identify.jrssb.html",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{stephens:0399,
author = "Matthew Stephens",
title = "Bayesian Analysis of Mixtures with an Unknown Number of Components - an alternative to reversible jump methods",
institution = "Department of Statistics, University of Oxford",
year = "1999",
month = "March",
url = "http://www.stats.ox.ac.uk/~stephens/bmmn.submitted.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/bmmn.abstract.html",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{stephens:1196,
author = "Stephens, M.",
title = "Dealing with the Multimodal Distributions of Mixture Model Parameters",
institution = "Department of Statistics, University of Oxford",
year = "1996",
month = "November",
url = "http://www.stats.ox.ac.uk/~stephens/identify.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/identify.html",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{stephens:1197,
author = "Matthew Stephens",
title = "Bayesian Methods for Mixtures of Normal Distributions",
institution = "Department of Statistics, University of Oxford",
year = "1997",
month = "November",
url = "http://www.stats.ox.ac.uk/~stephens/submitted.ps.gz",
absturl = "http://www.stats.ox.ac.uk/~stephens/tabstract.html",
note = "D.Phil. Thesis. (c. 2.5 Mb)",
email ="stephens@stats.ox.ac.uk",
}
@TechReport{strammertweedie1:0397,
author = "Osnat Stramer and Richard Tweedie",
title = " Geometric and Subgeometric Convergence of Diffusions with Given Stationary Distributions, and Their Discretizations",
institution = "University of Iowa and Colorado State University",
year = "1997",
month = "March",
url = "http://www.stat.colostate.edu/~tweedie/documents/diffconv.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{strammertweedie2:0397,
author = "Osnat Stramer and Richard Tweedie",
title = "Self-Targeting Candidates for Hastings-Metropolis Algorithms",
institution = "University of Iowa and Colorado State University",
year = "1997",
month = "March",
url = "http://www.stat.colostate.edu/~tweedie/documents/mada8.ps",
email ="tweedie@stat.colostate.edu",
}
@TechReport{strens:0305,
author = "Malcolm Strens",
title = "Efficient hierarchical MCMC for policy search",
institution = "QinetiQ Ltd, UK",
year = "2005",
month = "March",
url = "http://www.aicml.cs.ualberta.ca/_banff04/icml/pages/papers/177.pdf",
absturl = "http://www.aicml.cs.ualberta.ca/_banff04/icml/pages/abstracts/177.htm",
email ="mjstrens@qinetiq.com",
}
@TechReport{strens:0903,
author = "Malcolm Strens",
title = "Evolutionary MCMC sampling and optimization in discrete spaces. ",
institution = "QinetiQ Ltd.",
year = "2003",
month = "September",
url = "http://uk.geocities.com/mjstrens/icml03.pdf",
email ="mjstrens@qinetiq.com",
}
@TechReport{strensbernhardteverett:0903,
author = "Malcolm Strens, Mark Bernhardt, Nick Everett. ",
title = "Markov chain monte carlo sampling using direct search optimization ",
institution = "QinetiQ Ltd.",
year = "2003",
month = "September",
url = "http://uk.geocities.com/mjstrens/icml2002.pdf",
email ="mjstrens@qinetiq.com",
}
@TechReport{storvick:0209,
author = "Geir Storvik",
title = "On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation",
institution = "University of Oslo",
year = "2009",
month = "February",
url = "http://www.math.uio.no/~geirs/publ/wmcmc_storvik.pdf",
email ="geirs@math.uio.no",
}
@TechReport{terbraak:0805,
author = "Cajo J. F. ter Braak",
title = "Genetic algorithms and Markov Chain Monte Carlo: Differential Evolution Markov Chain makes Bayesian computing easy (revised)",
institution = "Biometris, Wageningen UR",
year = "2005",
month = "August",
url = "http://www.biometris.nl/NR/rdonlyres/2DEC3A15-AD29-4FE0-9D7B-EAB0769952C2/0/demc.pdf",
email ="cajo.ter.braak@wur.nl",
}
@TechReport{thompsonneal:0310,
author = "M. Thompson and R. M. Neal",
title = "Covariance-adaptive slice sampling",
institution = "University of Toronto",
year = "2010",
month = "March",
url = "http://www.cs.utoronto.ca/~radford/ftp/cass.pdf",
absturl = "http://www.cs.utoronto.ca/~radford/cass.abstract.html",
email ="radford@stat.utoronto.ca",
}
@TechReport{thonnes:0997,
author = "Elke Thonnes",
title = "Perfect Simulation of some Point Processes for the Impatient User. Appeared in Advances in Applied Probability 31, 69-87",
institution = "University of Warwick",
year = "1999",
email ="elke@stats.warwick.ac.uk",
}
@TechReport{thonneslund:0200,
author = "E. Thonnes and J. Lund",
title = "Perfect simulation of point processes given noisy observations",
institution = "Department of Statistics, University of Warwick",
year = "2000",
month = "February",
url = "http://www.warwick.ac.uk/statsdept/Staff/ELKE/papers/estxpbio.ps.gz",
email ="elke@stats.warwick.ac.uk",
}
@TechReport{tierney:394,
author = "Tierney, L.",
title = "Markov Chains for exploring Posterior Distributions",
institution = "University of Minnesota, USA",
year = "1994",
month = "March",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/tierney:94.html",
note="Appeared",
}
@TechReport{tierney:695,
author = "Tierney, L.",
title = "A Note on Metropolis Hastings Kernels for General State Spaces",
institution = "University of Minnesota, USA",
year = "1995",
month = "June",
url = "ftp://ftp.stat.umn.edu/pub/documents/tech-reports/tr606.ps",
absturl = "http://www.stat.umn.edu/CurrentResearch/tr606.html",
}
@TechReport{tjelmeland:0804,
author = "Haakon Tjelmeland",
title = "Using all Metropolis-Hastings proposals to estimate mean values",
institution = "Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway",
year = "2004",
month = "August",
url = "http://www.math.ntnu.no/~haakont/abstracts/S4-2004.pdf",
email ="Haakon.Tjelmeland@stat.ntnu.no",
}
@TechReport{tjelmelandbesag:0398,
author = "Tjelmeland,H and Besag,J",
title = "Markov random fields with higher-order interactions",
institution = "Dept. of mathematical sciences, Norwegian university of science and technology",
year = "1998",
month = "March",
url = "http://www.math.ntnu.no/~haakont/abstracts/mrf.html",
email ="Haakon.Tjelmeland@stat.ntnu.no",
note="Appeared",
}
@TechReport{tjelmelandeidsvik:0602,
author = "Tjelmeland, H. and Eidsvik, J.",
title = "On the use of local optimisations within Metropolis-Hastings",
institution = "Dept. Mathematical Sciences, Norwegian University of Science and Technology",
year = "2002",
month = "June",
url = "http://www.math.ntnu.no/~haakont/abstracts/OptInMH.imf",
email ="Haakon.Tjelmeland@stat.ntnu.no",
note="Appeared in JRSSB, 66, 411-427",
}
@TechReport{tjelmelandhegstad:0199,
author = "Tjelmeland, H and Hegstad, B.K.",
title = "Mode-jumping proposals in MCMC",
institution = "Dept. of Mathematical Sciences, Norwegian University of Science and Technology",
year = "1999",
month = "January",
url = "http://www.math.ntnu.no/~haakont/abstracts/modejumping.html",
email ="Haakon.Tjelmeland@stat.ntnu.no",
}
@TechReport{troughtongodsill:1197,
author = "Paul T. Troughton and Simon J. Godsill",
title = "A Reversible Jump Sampler for Autoregressive Time Series, Employing Full Conditionals to Achieve Efficient Model Space Moves",
institution = "Department of Engineering, University of Cambridge",
year = "1997",
month = "November",
url = "http://www-sigproc.eng.cam.ac.uk/~ptt10/papers/ar_rev.ps.gz",
absturl = "http://www-sigproc.eng.cam.ac.uk/~ptt10/papers/ar_rev.html",
email ="ptt10@cam.ac.uk",
}
@TechReport{vandekerkhovea:0798,
author = "Vandekerkhove, P.",
title = "A New Sequential Simulated Annealing Method",
institution = "Universita di Pavia",
year = "1998",
month = "July",
url = "http://3weco.unipv.it/users/staff/pgiudici/www/papers/newrecui.ps",
email ="pvandek@eco.unipv.it",
}
@TechReport{vandekerkhoveb:0798,
author = "Vandekerkhove, P.",
title = "A Sequential Metropolis-Hastings Algorithm",
institution = "Universita di Pavia",
year = "1998",
month = "July",
url = "http://3weco.unipv.it/users/staff/pgiudici/www/papers/metroseq.ps",
email ="pvandek@eco.unipv.it",
}
@TechReport{vatonbedogravey:1105,
author = "S.Vaton, J.S.Bedo, A.Gravey",
title = "Advanced Methods for the Estimation of the Origin Destination Traffic Matrix",
institution = "Ecole Nationale Superieure des Telecommunications de Bretagne, Brest, France",
year = "2005",
month = "November",
url = "http://perso-info.enst-bretagne.fr/~vaton/25th_GERAD.pdf",
email ="sandrine.vaton@enst-bretagne.fr",
}
@TechReport{vermaakniranjangodsill:0698,
author = "Jaco Vermaak, Mahesan Niranjan and Simon J. Godsill",
title = "An Improved Speech Production Model for Voiced Speech Utilising a
Seasonal AR-AR Model and Markov Chain Monte Carlo Simulation",
institution = "Speech, Vision and Robotics Group, Cambridge University Engineering Department",
year = "1998",
month = "June",
url = "http://svr-www.eng.cam.ac.uk/~jv211/papers/report_voice.ps.gz",
email ="jv211@eng.cam.ac.uk",
}
@TechReport{viallefontrichardsongreen:0100,
author = "Valerie Viallefont, Sylvia Richardson and Peter Green",
title = "Bayesian analysis of Poisson mixtures",
institution = "INSERM, Paris",
year = "2000",
month = "January",
url = "http://www.stats.bris.ac.uk/~peter/papers/poisjns.ps",
absturl = "http://www.stats.bris.ac.uk/~peter/abstracts/poismix.html",
email="vialle@vjf.inserm.fr",
}
@TechReport{vihola:0309,
author = "Matti Vihola",
title = "On the Stability and Ergodicity of an Adaptive Scaling Metropolis Algorithm",
institution = "University of Jyväskylä"
year = "2009",
month = "March",
url = "http://iki.fi/mvihola/vihola_-_asm_stability.pdf",
absturl = "http://arxiv.org/abs/0903.4061",
email ="mvihola@maths.jyu.fi",
}
@TechReport{vigoda:0599,
author = "Eric Vigoda",
title = "Improved Bounds for Sampling Colorings",
institution = "University of California at Berkeley",
year = "1999",
month = "May",
url = "http://www.cs.berkeley.edu/~vigoda/colorings.ps",
email ="vigoda@cs.berkeley.edu",
}
@TechReport{vihola:1109,
author = "Matti Vihola",
title = "Can the Adaptive Metropolis Algorithm Collapse Without the Covariance Lower Bound?",
institution = "University of Jyväskylä
year = "2009",
month = "November",
url = "http://iki.fi/mvihola/vihola_-_collapse.pdf",
absturl = "http://arxiv.org/abs/0911.0522",
email ="mvihola@maths.jyu.fi",
}
@TechReport{vinesgilkswild:1194,
author = "Vines, S.K., Gilks, W.R. and Wild, P.",
title = "Fitting Bayesian Random Effects Models",
institution = "MRC Biostatistics Unit, Cambridge",
year = "1994",
month = "November",
url = "http://www.statslab.cam.ac.uk/~mcmc/messages/vinesgilkswild:1194.html",
note="Appeared",
}
@TechReport{waagpetersensorensen:0400,
author = "Waagepetersen, Rasmus and Sorensen, Daniel",
title = "A tutorial on reversible jump MCMC with a view toward applications in QTL-mapping",
institution = "Department of Mathematics, Aalborg University",
year = "2000",
month = "April",
url = "http://www.math.auc.dk/~rw/revjump21.ps",
email ="rw@math.auc.dk",
note="To Appear in the International Statistical Review",
}
@TechReport{wallercarlinxiagelfand:895,
author = "Waller, L.A., Carlin, B.P., Xia, HJ. and Gelfand, A.E.",
title = "Hierarchical Spatio-Temporal Mapping of Disease Rates",
institution = "University of Minnesota",
year = "1995",
month = "August",
url = "ftp://muskie.biostat.umn.edu/pub/1995/rr95-005.ps.Z",
}
@TechReport{warnes1:0601,
author = "Gregory R. Warnes",
title = "The Normal Kernel Coupler: An Adaptive Markov Chain Monte Carlo Method for Efficiently Sampling from Multi-modal Distributions",
institution = "Pfizer Global Research and Development",
year = "2001",
month = "June",
url = "http://www.analytics.washington.edu/Zope/projects/MCMC/NKC/index.html",
email ="gregory_r_warnes@groton.pfizer.com",
}
@TechReport{warnes2:0601,
author = "Gregory R. Warnes",
title = "HYDRA: A Java Library for Markov chain Monte Carlo",
institution = "Pfizer Global Research and Development",
year = "2001",
month = "June",
url = "http://www.analytics.washington.edu/Zope/projects/MCMC/Hydra",
email ="gregory_r_warnes@groton.pfizer.com",
}
@TechReport{weir:1195,
author = "Weir, I. S.",
title = "Fully Bayesian Reconstructions from Single Photon Emission Tomography Data",
institution = "University of Bristol",
year = "1995",
month = "November",
url = "http://www.stats.bris.ac.uk/pub/reports/MCMC/spectfb.ps.gz",
}
@TechReport{wilkinsonyeung:0301,
author = "D J Wilkinson and S K H Yeung",
title = "A sparse matrix approach to Bayesian computation in large linear models",
institution = "University of Newcastle",
year = "2001",
month = "March",
url = "http://www.ncl.ac.uk/statistics/preprints/STA01-2.pdf",
email ="d.j.wilkinson@ncl.ac.uk",
note={Appeared in Computational Statistics and Data Analysis, vol. 44, pages 493-516}
@TechReport{wilkinsonyeung:0600,
author = "D.J. Wilkinson and S.K.H. Yeung",
title = "Conditional simulation from highly
structured Gaussian systems, with application to blocking-MCMC
for the Bayesian analysis of very large linear models",
institution = "Department of Statistics, University of Newcastle",
year = "2000",
month = "June",
url = "http://www.ncl.ac.uk/statistics/preprints/STA00-9.pdf",
email ="d.j.wilkinson@ncl.ac.uk",
note="Appeared in Statistics and Computing, vol. 12, pages 287-300"
@TechReport{wilson:0899,
author = "Wilson, D.B.",
title = "Layered Multishift Coupling for use in Perfect Sampling Algorithms",
institution = "Microsoft Research",
year = "1999",
month = "August",
url = "http://dbwilson.com/shift/shift-submit.ps",
absturl="http://dbwilson.com/shift/index.html",
email= "dbwilson@mit.edu",
}
@TechReport{wilsonb:0899,
author = "Wilson, D.B.",
title = "How to Couple from the Past using a Read-Once Source of Randomness",
institution = "Microsoft Research",
year = "1999",
month = "August",
url = "http://dbwilson.com/rocftp/rocftp-submit.ps",
absturl="http://dbwilson.com/rocftp/index.html",
email= "dbwilson@mit.edu",
}
@TechReport{wilsongreen:94,
author = "Wilson, J.D. and Green, P.J.",
title = "A Bayesian Analysis of Remotely Sensed Data using a Hierarchical Model",
institution = "University of Bristol",
year = "1994",
month = " ",
url = "http://www.stats.bris.ac.uk/pub/reports/MCMC/remote.tar.gz",
}
@TechReport{wongliang:0702,
author = "Wing Hung Wong and Faming Liang",
title = "Dynamic Weighting in Monte Carlo and Optimization",
institution = "Professor, Department of Biostatistics, Public Health of Harvard School",
year = "2002",
month = "July",
url = "http://www.stat.nus.edu.sg/~fmliang/papers/PNAS97.pdf",
email ="stalfm@nus.edu.sg",
}
@TechReport{woodkohn:0497,
author = "Wood, S. and Kohn, R.",
title = "A Bayesian Approach to Robust Binary Nonparametric Regression",
institution = "Australian Graduate School of Management, University of New South Wales, Sydney 2052 Australia",
year = "1997",
month = "April",
url = "ftp://ftp.agsm.unsw.edu.au/pub/agsm/stats/papers/97-001.ps.gz",
absturl = "http://www.agsm.unsw.edu.au/stats/Abstracts.html#97-001",
email ="R.Kohn@unsw.edu.au",
}
@TechReport{yang:0208,
author = "Chao Yang",
title = "On The Weak Law Of Large Numbers For Unbounded",
institution = "University of Toronto",
year = "2008",
month = "February",
url = "http://probability.ca/jeff/ftpdir/chao2.pdf",
email ="chaoyang@math.toronto.edu",
}
@TechReport{yang:0208,
author = "Chao Yang",
title = "Recurrent and Ergodic Properties of Adaptive MCMC",
institution = "University of Toronto",
year = "2008",
month = "February",
url = "http://probability.ca/jeff/ftpdir/chao3.pdf",
email ="chaoyang@math.toronto.edu",
}
@TechReport{yu1:695,
author = "Yu, B.",
title = "Estimating L1 Error of Kernel Estimator: Monitoring Convergence of Markov Samplers",
institution = "Dept. of Statistics. University of California, Berkeley",
year = "1995",
month = "June",
url = "ftp://stat-ftp.berkeley.edu/pub/users/binyu/L1.ps.Z",
}
@TechReport{yu2:695,
author = "Yu, B.",
title = "Comment: Extracting more Diagnostic Information from a Single Run using Cusum Path Plot",
institution = "Dept. of Statistics. University of California, Berkeley",
year = "1995",
month = "June",
url = "http://www.statslab.cam.ac.uk/~mcmc/others/yu3.ps.gz",
}
@TechReport{yuen:1197,
author = "Wai Kong Yuen",
title = "Applications of Cheeger's constant to the convergence rate of Markov chains on R^n",
institution = "University of Toronto",
year = "1997",
month = "November",
url = "http://probability.ca/jeff/ftpdir/yuen1.ps.Z",
email ="yuen@math.toronto.edu",
}
@TechReport{yukito:0401,
author = "Yukito Iba",
title = "Population Monte Carlo algorithms",
institution = "The Institute of Statistical Mathematics",
year = "2001",
month = "April",
url = "http://arxiv.org/abs/cond-mat/0008226",
note = "Published in Transactions of the Japanese Society for Artificial Intelligence. 16, 279-86.",
email ="iba@ism.ac.jp",
}
@TechReport{yumykland:695,
author = "Yu, B. and Mykland, P.",
title = "Looking at Markov Samplers through Cusum Path Plots: a Simple Diagnostic Idea",
institution = "Dept. of Statistics. University of California, Berkeley",
year = "1995",
month = "June",
url = "ftp://stat-ftp.berkeley.edu/pub/users/binyu/cum.ps.Z",
}
@TechReport{zhangliu:0602,
author = "Junni L. Zhang and Jun S. Liu",
title = "A New Sequential Importance Sampling Method and Its Application to the 2D Hydrophobic-hydrophilic Model ",
institution = "Department of Statistics, Harvard University",
year = "2002",
month = "June",
url = "http://www.people.fas.harvard.edu/~junliu/TechRept/02folder/zhang&liu02.pdf",
email ="jliu@stat.harvard.edu",
}
@TechReport{zhouzhangpeng:0905,
author = "Zhou, M., Zhang, H. and Peng, Y.",
title = "Using Multi-proposal Metropolis-Hastings within Group-based Sampler to Estimate the Correlation Parameters of the Multivariate Nakagami-m Distribution",
institution = "Department of Electronic Engineering, Tsinghua University, Beijing 100084, P.R. China",
year = "2005",
month = "September",
url = "http://its.ee.tsinghua.edu.cn/literatures/Multinaka%20all%20pro%20MH%205.0.pdf",
email ="zhoumx00@mails.tsinghua.edu.cn",
}
@TechReport{zhurasmussenmolleraukemaraff:0206,
author = "J. Zhu, J.G. Rasmussen, J. Moller, B.H. Aukema and K.F. Raffa.",
title = "Spatial-temporal modeling of forest gabs generated by colonization of below- and above-ground bark beetle species",
institution = "University of Wisconsin",
year = "2006",
month = "February",
url = "http://www.math.aau.dk/~jm/tree-beetle-techreport.pdf",
email ="jm@math.aau.dk",
}