List of MCMC Preprints: Authors N-Z

This is the list of papers on MCMC methodology which are currently registered with this service and which have first authors with initials N to Z.

The papers in the list are available in a variety of formats. Click on the format that you require to obtain a copy of the paper in that format.

Radford Neal (March, 2010) MCMC using Hamiltonian dynamics. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
Radford Neal (November, 2005) Estimating Ratios of Normalizing Constants Using Linked Importance Sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
Radford M. Neal (August, 2005) The Short-Cut Metropolis Method. University of Toronto. Email: radford@stat.utoronto.ca. Available as Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/short-met.ps)
Radford M. Neal (October, 2004) Taking bigger Metropolis steps by dragging fast variables. University of Toronto. Email: radford@stat.utoronto.edu. Available as Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/drag.ps)
R. M. Neal (July, 2004) Improving Asymptotic Variance of MCMC Estimators: Non-reversible Chains are Better. University of Toronto. Email: radford@stat.utoronto.ca. Available as Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/asymvar.ps)
R. M. Neal (February, 1998) Annealed importance sampling. University of Toronto. Email: radford@stat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/ais.ps.Z)
Radford M. Neal (March, 2002) Circularly-Coupled Markov Chain Sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/circ-rev.pdf)
R. M. Neal (March, 1999) Erroneous Results in ``Marginal Likelihood from the Gibbs Output''. University of Toronto. Email: radford@stat.utoronto.ca. Available as Postscript.
(Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/chib-letter.ps)
Radford M. Neal (May, 2003) Markov chain sampling for non-linear state space models using embedded hidden Markov models. University of Toronto. Email: radford@stat.utoronto.ca. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/emb-hmm.ps.Z)
Radford M. Neal (July, 2001) Transferring prior information between models using imaginary data. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/pit.pdf)
Radford Neal (September, 2000) Slice sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at www.cs.utoronto.ca in the file /pub/radford/slc-samp.ps.Z)
R. M. Neal (September, 1998) Markov Chain Sampling Methods for Dirichlet Process Mixture Models. University of Toronto. Email: radford@stat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext. Also in PDF format at ftp://ftp.cs.utoronto.ca/pub/radford/mixmc.pdf.
(Also available via anonymous ftp at ftp.cs.utoronto.ca in the file /pub/radford/mixmc.ps.Z)
Neal, R.M. (November, 1994) Sampling from Multi-Modal Distributions Using Tempered Transitions. Dept. of Statistics, Univ. of Toronto, Canada. Available as Hypertext. Appeared.
Neal, R.M. (November, 1994) Bayesian Learning for Neural Networks (LARGE - 195 pages). Dept. of Comp. Sci., Univ of Toronto, Canada. Available as Hypertext. Appeared.
R. M. Neal (November, 1997) Markov Chain Monte Carlo Methods Based on `Slicing' the Density Function. University of Toronto. Email: radford@utstat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/slice.ps.Z)
Radford M. Neal (, 1999) Circularly-coupled Markov chain sampling. University of Toronto. Email: radford@stat.toronto.edu. Available as Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/circ.ps)
Neal, R.M. (June, 1995) Suppressing Random Walks in MCMC Using Ordered Overrelaxation. Dept. of Statistics, Univ of Toronto, Canada. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/over.ps.Z)
Neal, R. (September, 1993) Probablistic Inference using Markov Chain Monte Carlo Methods. Dept. of Computer Science, University of Toronto. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at ftp.cs.toronto.edu in the file /pub/radford/review.ps.Z)
Ido Nevat, Gareth Peters, Jinhong Yuan (February, 2009) . University of NSW, Electrical Engineering Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Nicholls, G. (March, 1996) Bayesian Image Analysis with Markov Chain Monte Carlo and Colored Continuum Triangulation Models. Dept. of Mathematics, Auckland University.. Available as Hypertext. Appeared.
Geoff Nicholls and Martin Jones (September, 2000) Radiocarbon dating with temporal order constraints. Mathematics Department, University of Auckland. Email: nicholls@math.auckland.ac.nz. Available as Compressed Postscript.
Nobile, A. and Green, P.J. (December, 1997) Bayesian analysis of factorial experiments by mixture modelling. University of Bristol. Email: ago.nobile@bris.ac.uk. Available as Hypertext.
David Nott and Peter J. Green (June, 2001) Bayesian variable selection and the Swendsen-Wang algorithm. University of New South Wales. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext.
Ioannis Ntzoufras, Petros Dellaportas and Jonathan J. Forster (May, 2001) Bayesian Variable and Link Determination for Generalised Linear Models. University of the Aegean. Email: petros@aueb.gr. Available as Postscript. Abstract also available as Hypertext.
P. D. O'Neill (March, 2001) Perfect Simulation for Reed-Frost epidemic models. University of Nottingham. Email: pdo@maths.nott.ac.uk. Available as Postscript.
Igor Pak (January, 1999) Two random walks on upper triangular matrices. Yale University. Available as Postscript. Abstract also available as Hypertext.
Igor Pak (June, 1998) On random walks with few random generators. Yale U.. Available as file with non-standard extension.
Cristian Pasarica and Andrew Gelman (October, 2003) Adaptively scaling the Metropolis algorithm using the average squared jumped distance. Department of Statistics, Columbia University. Email: gelman@stat.columbia.edu. Available as a pdf file.
Michael E. Pasyanos, Gregory A. Franz, and Abelardo L. Ramirez (May, 2006) Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow SeaKorean Peninsula region. Lawrence Livermore National Laboratory. Email: pasyanos1@llnl.gov. Available as file with non-standard extension.
Gareth Peters, Kannan Balakrishnan, Ben Lasscock and Chris Mellen (February, 2009) Rank Estimation and Adaptive Markov Chain Monte Carlo for Bayesian Cointegrated VAR Models. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Gareth Peters, Adam Johansen and Arnaud Doucet. (February, 2009) Simulation of the Annual Loss Distribution in Operational Risk via Panjer Recursions and Volterra Integral Equations for Value at Risk and Expected Shortfall Estimation. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Gareth Peters, Ido Nevat, Jinhong Yuan (February, 2009) Stochastic Approximation and Conditional Path Sampling Trans-dimensional MCMC for Channel Estimation in OFDM Systems with Unknown Power Delay Profile . University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Gareth Peters, Pavel Shevchenko, Mario Wuthrich (February, 2009) Dynamic Operational Risk: modelling dependence and combining different sources of information. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Gareth W. Peters, Pavel Shevchenko, Mario V. Wuthrich (December, 2007) Model risk in claims reserving within Tweedie's compound Poisson models. University of NSW Statistics Department & CSIRO Mathematical and Information Sciences. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Gareth Peters, Mario Wuthrich, Pavel Shevchenko (February, 2009) Chain Ladder Method: Bayesian Bootstrap versus Classical Bootstrap. University of NSW, Statistics Department. Email: peterga@maths.unsw.edu.au. Available as Hypertext.
Giovanni Petris and Luca Tardella (November, 2000) A New Strategy for Simulating From Mixture Distributions With Applications to Bayesian Model Selection. University of Arkansas. Email: GPetris@uark.edu. Available as Postscript. Abstract also available as Hypertext.
Petrone, S., Roberts, G.O. and Rosenthal, J.S. (May, 1998) A Note on Convergence Rates of Gibbs Sampling for Nonparametric Mixtures. Dipartimento di Economia Politica e Metodi Quantitativi, Universita' degli Studi di Pavia . Email: spetrone@eco.unipv.it. Available as Postscript. Abstract also available as Hypertext.
Anne Philippe and Christian P. Robert (October, 2001) Perfect simulation of positive Gaussian distributions. Universite de Lille 1. Email: xian@ceremade.dauphine.fr. Available as Compressed Postscript.
Anne Philippe and Christian P. Robert (October, 1998) Riemann Sums for MCMC Estimation and Convergence Monitoring. EP CNRS 1765, Universite de LILLE I. Email: philippe@jacta.univ-lille1.fr. Available as Compressed Postscript.
(Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/riemann.ps.gz)
Pievatolo, A. and Green, P.J. (June, 1997) Boundary Detection through Dynamic Polygons. IAMI, Milano, Italy. Email: P.J.Green@Bristol.ac.uk. Available as Hypertext. Appeared.
Ruxandra L. Pinto and Radford M. Neal (February, 2001) Improving Markov chain Monte Carlo estimators by coupling to an approximating chain. University of Toronto. Email: radford@stat.toronto.edu. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at www.cs.toronto.edu in the file /pub/radford/cplgau.ps.Z)
Pitt, M.K. and Shephard, N. (October, 1997) Filtering via Simulation: Auxiliary Particle Filters. Imperial College, London. Email: neil.shephard@nuffield.oxford.ac.uk. Available as Postscript.
Michael Pitt and Stephen Walker (November, 1998) marginal construction of time series with application to volatility models. Mathematics Department, Imperial College London. Email: mkpitt@ma.ic.ac.uk. Available as Postscript. Abstract also available as Text.
Pollice, A. and Bilancia, M. (June, 1998) Finite Mixture Modelling in the Presence of Covariates. Dipartimento di Scienze Statistiche, Universita' di Bari. Email: statba@cimedoc.uniba.it. Available as Compressed tarfile.
Propp J.G. and Wilson, D.B. (September, 1995) Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics. Massachusetts Inst. of Technology. Available as Compressed Postscript.
Z.S. Qin and J.S. Liu (April, 2002) Multi-Point Metropolis Method with Application to Hybrid Monte Carlo. Department of Statistics, Harvard University. Email: qin@stat.harvard.edu. Available as file with non-standard extension. appeared in J. Comp. Phys., 172:827-40.
Quintana, F.A. and Liu, J.S. and del Pino, G.E. (April, 1999) Monte Carlo EM with importance reweigthing and its applications in random effects models. Departamento de Estadistica, P. U. Catolica de Chile. Email: quintana@mat.puc.cl. Available as Compressed Postscript.
Raftery, A.E. ( , 1994) Hypothesis Testing and Model Selection via Posterior Simulation. University of Washington. Available as Postscript.
(Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/test-postsim.ps)
Raftery, A. E. and Lewis, S. M. (January, 1995) The Number of Iterations, Convergence Diagnostics and Generic Metropolis Algorithms. University of Washington, USA. Available as Postscript.
(Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/raftery-lewis2.ps)
Raftery, A. E. and Lewis, S. M. (May, 1995) How Many Iterations in the Gibbs Sampler?. University of Washington, USA. Available as Postscript.
(Also available via anonymous ftp at ftp.stat.washington.edu in the file /pub/tech.reports/raftery-lewis.ps)
Reutter, A. and Johnson, V. (August, 1995) General Strategies for Assessing Convergence of MCMC Algorithms using Coupled Sample Paths. Duke University, USA. Available as Compressed Postscript.
(Also available via anonymous ftp at ftp.isds.duke.edu in the file /pub/Users/valen/mcmc.ps.Z)
Sylvia Richardson, Laurent Leblond, Isabelle Jaussent , Peter J. Green (June, 2000) Mixture models in measurement error problems, with reference to epidemiological studies . INSERM, Paris. Email: richards@vjf.inserm.fr. Available as Postscript. Abstract also available as Hypertext.
Richardson, S. and Green, P.J. (February, 1996) On Bayesian analysis of mixtures with an unknown number of components. INSERM, France and University of Bristol. Available as Compressed Postscript. Abstract also available as Hypertext.
Robert, C.P. (November, 1994) Convergence Assesments for MCMC Methods. University de Rouen. Available as Hypertext. Appeared.
Robert, C.P. (March, 1998) MCMC Specificities of Latent Variable Models. CREST, INSEE, Paris. Available as Compressed Postscript.
(Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/latentia.ps.gz)
Robert, C.P. (October, 1995) A pathological MCMC algorithm and its use as a benchmark for convergence assessment techniques. CREST, Insee, Paris.Appeared in Computational Statistics (1998), 13, 169-184.
Robert, C.P., Ryden, T. and Titterington, D.M. (February, 1998) Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains. CREST, INSEE, Paris. Available as Compressed Postscript. Contains large images, may take some time to print.
(Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/Hidden_Markov_Ctrl.ps.gz)
Robert, C.P. and Mengersen, K. L. (August, 1995) Reparameterisation Issues in Mixture Modelling and their Bearing on the Gibbs Sampler. University de Rouen. Available as a pdf file. Abstract also available as file with non-standard extension. Appeared.
Robert, C.P. and Rousseau, J. (March, 2002) A Mixture Approach to Bayesian Goodness of Fit. CEREMADE, Universite Paris Dauphine. Email: xian@ceremade.dauphine.fr. Available as Compressed Postscript.
C.P. Robert, T. Ryden, D.M. Titterington (February, 1999) Bayesian inference in hidden Markov models through jump Markov chain. CREST-INSEE. Email: robert@ensae.fr. Available as Compressed Postscript.
(Also available via anonymous ftp at ftp.ensae.fr in the file /pub/labo_stat/CPRobert/hmm_rj.ps.gz)
Roberts, G.O. (March, 1997) A Note on Acceptance Rate Criteria for CLTs for Hastings-Metropolis Algorithms. University of Cambridge. Available as Postscript.
Roberts, G.O., Gelman, A. and Gilks, W.R. (August, 1994) Weak Convergence and Optimal Scaling of Random Walk Metropolis Algorithms. University of Cambridge. Available as Postscript. Abstract also available as Text.
Roberts G.O, Papaspiliopoulos O. and Dellaportas P. (September, 2001) Bayesian inference for Non-Gaussian Ornstein-Uhlenbeck. University of Lancaster. Email: petros@aueb.gr. Available as Compressed Windows archive (zip).
Gareth O. Roberts and Jeffrey S. Rosenthal (March, 2005) Coupling and Ergodicity of Adaptive MCMC. University of Lancaster. Email: g.o.roberts@lancaster.ac.uk. Available as a pdf file.
G.O. Roberts and J.S. Rosenthal (December, 2004) Harris Recurrence of Metropolis-Within-Gibbs and Trans-Dimensional Markov Chains. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Roberts, G.O. and Rosenthal, J.S. (February, 1997) Two Convergence Properties of Hybrid Samplers. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
G.O. Roberts and J.S. Rosenthal (April, 2000) Small and Pseudo-Small Sets for Markov Chains. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
G.O. Roberts and J.S. Rosenthal (May, 2000) Markov chains and de-initialising processes. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Roberts, G.O. and Rosenthal, J.S. (May, 1997) Markov Chain Monte Carlo: Some Practical Implications of Theoretical Results. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
G.O. Roberts and J.S. Rosenthal (May, 1999) The Polar Slice Sampler. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
G.O. Roberts and J.S. Rosenthal (June, 2001) One-Shot Coupling for Certain Stochastic Recursive Sequences. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Roberts, G.O. and Rosenthal, J.S. (June, 1997) On convergence rates of Gibbs samplers for uniform distributions. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
G.O. Roberts and J.S. Rosenthal (July, 2001) Combinatorial identities associated with CFTP. University of Lancaster. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Roberts, G.O. and Rosenthal, J.S. (December, 1994) Shift-Coupling and Convergence Rates of Ergodic Averages. University of Cambridge. Email: jeff@math.toronto.edu. Available as Hypertext. .
Roberts, G.O. and Rosenthal, J.S. (July, 1995) Optimal Scaling of Discrete Approximations to Langevin Diffusions. University of Cambridge. Available as Text. To appear in JRSS B.
Roberts, G.O. and Rosenthal, J.S. (February, 1996) Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes. University of Cambridge. Available as Hypertext. .
G.O. Roberts and J.S. Rosenthal (July, 1997) Convergence of slice sampler Markov chains. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Roberts, G.O. and Rosenthal, J.S. (September, 1996) Geometric Ergodicity and Hybrid Markov Chains. University of Cambridge. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Gareth O. Roberts and Jeffrey S. Rosenthal (March, 2004) General state space Markov chains and MCMC algorithms. University of Lancaster. Email: g.o.roberts@lancaster.ac.uk. Available as Compressed Postscript.
G.O. Roberts and J.S. Rosenthal (September, 2006) Examples of Adaptive MCMC. University of Lancaster. Email: jeff@math.toronto.edu. Available as a pdf file.
G.O. Roberts and J.S. Rosenthal (September, 2006) Variance bounding Markov chains. University of Lancaster. Email: jeff@math.toronto.edu. Available as a pdf file.
Gareth O. Roberts and Jeffrey S. Rosenthal (September, 2008) Quantitative Non-Geometric Convergence Bounds for Independence Samplers. University of Warwick. Email: jeff@math.toronto.edu. Available as a pdf file.
Roberts, G.O., Rosenthal, J. S. and Schwartz, P. O. (November, 1995) Convergence Properties of Perturbed Markov Chains. University of Cambridge. Available as Compressed Postscript.
G.O. Roberts, J.S. Rosenthal, J. Segers, and B. Sousa (September, 2006) Extremal Indices, Geometric Ergodicity of Markov Chains, and MCMC. University of Lancaster. Email: jeff@math.toronto.edu. Available as a pdf file.
Roberts, G.O. and Sahu, S.K. (May, 1996) Updating Schemes, Correlation Strucure, Blocking and Parameterization for the Gibbs Sampler. University of Cambridge. Email: S.K.Sahu@maths.soton.ac.uk. Available as Hypertext. Appeared.
Roberts, G.O. and Sahu, S.K. (June, 1999) On Approximate Convergence Properties of the Gibbs Sampler. Lancaster University. Email: S.K.Sahu@maths.soton.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
Roberts, G.O. and Stramer, O. (April, 1999) In Inference for Partially Observed Non-Linear Diffusion Models using the Metropolis-Hasting Algorithm. Lancaster University. Email: G.O.Roberts@lancaster.ac.uk. Available as Postscript.
Gareth Roberts and Richard Tweedie (April, 2000) Geometric L2 and L1 convergence are equivalent for reversible Markov chains. University of Lancaster and University of Minnesota. Email: tweedie@biostat.umn.edu. Available as Postscript.
Roberts, G.O. and Tweedie, R.L. (April, 2001) 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). University of Cambridge. Available as Postscript.
Roberts, G.O. and Tweedie, R.L. (May, 1998) Rates of Convergence of Stochastically Monotone and Continuous Time Markov Models. University of Cambridge. Email: gareth@statslab.cam.ac.uk. Available as Postscript.
Roberts, G.O. and Tweedie, R.L. (August, 1994) Geometric Convergence and Central Limit Theorems for Multidimensional Hastings and Metropolis Algorithms. University of Cambridge. Available as Hypertext. Abstract also available as Text. Appeared.
Roberts, G.O. and Tweedie, R.L. (September, 1995) Exponential Convergence of Langevin Diffusions and their Discrete Approximations. University of Cambridge. Available as Compressed Postscript. Abstract also available as Text.
Carlos C Rodriguez (December, 1997) Cross Validated Nonparametric Bayesianism by MCMC. Department of Mathematics. The University at Albany. SUNY. Email: carlos@math.albany.edu. Available as file with non-standard extension.
Rosenthal, J.S. (December, 1994) Rates of Convergence for Data Augmentation on Finite Sample Spaces. University of Minnesota, USA. Available as Hypertext. Appeared.
Rosenthal, J.S. (December, 1994) Markov Chain Convergence: From Finite to Infinite. University of Toronto, Canada. Available as Hypertext. Appeared.
Rosenthal J.S. (December, 1994) Theoretical rates of convergence for Markov Chain Monte Carlo. University of Toronto, Canada. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Rosenthal, J.S. (December, 1994) Analysis of the Gibbs Sampler for a Model Related to James-Stein Estimators. University of Toronto, Canada. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Rosenthal J.S. (December, 1994) Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo. University of Toronto, Canada. Available as Hypertext. Appeared.
Rosenthal, J.S. (December, 1994) Rates of Convergence for Gibbs Sampling for Variance Component Models. University of Toronto, Canada. Available as Hypertext. Appeared.
Jeffrey S. Rosenthal (March, 1999) Parallel computing and Monte Carlo algorithms. University of Toronto. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
J.S. Rosenthal (April, 2002) Quantitative convergence rates of Markov chains: A simple account. University of Toronto. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Jeffrey S. Rosenthal (October, 2001) Asymptotic Variance and Convergence Rates of Nearly-Periodic MCMC Algorithms. University of Toronto. Email: jeff@math.toronto.edu. Available as Compressed Postscript.
Jeffrey S. Rosenthal (February, 2007) Notes About Markov Chain CLTs. University of Toronto. Email: jeff@math.toronto.edu. Available as a pdf file. Abstract also available as file with non-standard extension. .
Jeffrey S. Rosenthal (February, 2007) AMCMC: An R interface for adaptive MCMC. University of Toronto. Email: jeff@math.toronto.edu. Available as a pdf file. Abstract also available as file with non-standard extension.
Daniel B. Rowe (January, 2004) Significant fMRI Neurologic Synchrony Using Monte Carlo Methods. Medical College of Wisconsin. Email: dbrowe@mcw.edu. Available as a pdf file.
Daniel B. Rowe (July, 2002) Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling. Medical College of Wisconsin. Email: dbrowe@mcw.edu. Available as a pdf file.
Havard Rue (January, 2000) Fast Sampling of Gaussian Markov Random Fields with Applications. Department of Mathematical Sciences, NTNU, Trondheim, Norway. Email: hrue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as file with non-standard extension.
Havard Rue (January, 1999) A Fast and Exact Simulation Algorithm for General Gaussian Markov Random Fields. Department of Mathematical Sciences, NTNU, Norway. Email: Havard.Rue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as Hypertext.
H. Rue and T. Follestad (June, 2003) Gaussian Markov Random Field Models With Applications in Spatial Statistics . Department of Mathematical Sciences, Norwegian University of Science and Technology. Email: hrue@math.ntnu.no. Available as Compressed Postscript.
Havard Rue and Merrilee Hurn (August, 1998) Bayesian Object Identification. Department of Mathematical Sciences,Norwegian University of Science and Technology . Email: havard.rue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as Postscript.
Havard Rue, Arne Marthinsen and Egil G. Husby (March, 1999) A Divide and Conquer Algorithm for Exact Simulation of General Gaussian Markov Random Fields. Department of Mathematical Sciences, NTNU, Norway. Email: hrue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as Hypertext.
Haavard Rue and Sara Martino (September, 2005) Approximated Inference for Hierarchical Gaussian Markov Random Fields. Norwegian University of Science and Technology, Trondheim, Norway. Email: hrue@math.ntnu.no. Available as a pdf file.
Havard Rue, Ingelin Steinsland and Sveinung Erland (March, 2003) Approximating Hidden Gaussian Markov Random Fields. Department of Mathematical Sciences, NTNU. Email: hrue@math.ntnu.no. Available as a pdf file.
Havard Rue and Hakon Tjelmeland (May, 1999) Fitting Gaussian Markov random fields to Gaussian fields. Department of Mathematcal Sciences, NTNU, Norway. Email: hrue@math.ntnu.no. Available as Compressed Postscript. Abstract also available as Hypertext.
Sahu, S. K. (November, 1997) Bayesian Estimation and Model Choice in the Item Response Models . University of Wales, Cardiff. Email: S.K.Sahu@maths.soton.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
Sahu, S. K. and Dey, D. K. (December, 1997) A Comparison of Frailty and Other Models for Bivariate Survival Data. School of Mathematics, University of Wales . Email: S.K.Sahu@maths.soton.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
Sujit K. Sahu and Gareth O. Roberts (September, 1999) On Convergence of the EM Algorithm and the Gibbs Sampler. University of Southampton. Email: S.K.Sahu@maths.soton.ac.uk. Available as . Abstract also available as Hypertext. Appeared.
Sahu, S.K., D.K. Dey and H. Aslanidou (November, 1996) Model Determination for Multivariate Survival Data. University of Cambridge. Email: S.K.Sahu@maths.soton.ac.uk. Available as . Appeared.
Sahu, S. K. and Zhigljavsky, A. A. (February, 1999) Self Regenerative Markov Chain Monte Carlo with Adaptation. School of Mathematics, Cardiff University . Email: S.K.Sahu@maths.soton.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
Eero Saksman and Matti Vihola (July, 2008) On the Ergodicity of the Adaptive Metropolis Algorithm on Unbounded Domains. University of Helsinki. Email: mvihola@maths.jyu.fi. Available as a pdf file.
M. Sambridge (October, 1999) Geophysical Inversion with a Neighbourhood Algorithm -I. Searching a parameter space. Research School of Earth Sciences, Australian National University. Email: malcolm@rses.anu.edu.au. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at rses.anu.edu.au in the file /pub/malcolm/papers/na1_rep.ps.gz)
M. Sambridge (October, 1999) Geophysical Inversion with a Neighbourhood Algorithm -II. Appraising the ensemble. Research School of Earth Sciences, Australian National University. Email: malcolm@rses.anu.edu.au. Available as Compressed Postscript. Abstract also available as Hypertext.
(Also available via anonymous ftp at rses.anu.edu.au in the file /pub/malcolm/papers/na2_rep.ps.gz)
Sargent, D.J. and Hodges, J.S. and Carlin, B.P. (January, 1998) Structured Markov chain Monte Carlo. Section of Biostatistics, Mayo clinic. Email: brad@muskie.biostat.umn.edu. Available as Compressed Postscript.
(Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/1998/rr98-002.ps.Z)
Luisa Scaccia and Peter J. Green (September, 2001) Bayesian growth curves using normal mixtures with nonparametric weights. University of Bristol. Email: P.J.Green@bristol.ac.uk. Available as Postscript. Abstract also available as Hypertext.
Shephard, N. and Pitt, M.K. (October, 1995) Parameter-Driven Exponential Family Models. Nuffield College, Oxford. Available as Hypertext. Appeared.
S. A. Sisson (February, 2005) Trans-dimensional Markov chains: A decade of progress and future perspectives.. University of New South Wales. Email: Scott.Sisson@unsw.edu.au. Available as a pdf file. Abstract also available as file with non-standard extension.
S. A. Sisson (April, 2002) An algorithm to characterize non-communicating classes on complex genealogies. University of Puerto Rico. Email: ssisson@goliath.cnnet.clu.edu. Available as Compressed file with non-standard extension. Abstract also available as Compressed file with non-standard extension.
S. A. Sisson and Y. Fan (January, 2005) A distance-based diagnostic for trans-dimensional Markov chains. University of New South Wales, Australia. Email: Scott.Sisson@unsw.edu.au. Available as a pdf file. Abstract also available as file with non-standard extension.
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Michael Smith and Robert Kohn (January, 2000) Nonparametric seemingly unrelated regression. University of Sydney. Email: mikes@econ.usyd.edu.au. Available as Hypertext.
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(Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/regspl.ps.gz)
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(Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/robust.ps.gz)
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(Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/regsplar.ps.gz)
Stark, J.A. and Fitzgerald, W.J. (October, 1997) A Fast Method for Variable Selection in the General Linear Model. Signal Processing Group, Department of Engineering, University of Cambridge. Email: jas@eng.cam.ac.uk. Available as Postscript. Abstract also available as Hypertext.
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Matthew Stephens (March, 1999) Dealing with Multimodal Posteriors and Non-identifiability in Mixture Models. Department of Statistics, University of Oxford. Email: stephens@stats.ox.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
Matthew Stephens (March, 1999) Bayesian Analysis of Mixtures with an Unknown Number of Components - an alternative to reversible jump methods. Department of Statistics, University of Oxford. Email: stephens@stats.ox.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext.
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Matthew Stephens (November, 1997) Bayesian Methods for Mixtures of Normal Distributions. Department of Statistics, University of Oxford. Email: stephens@stats.ox.ac.uk. Available as Compressed Postscript. Abstract also available as Hypertext. D.Phil. Thesis. (c. 2.5 Mb).
Osnat Stramer and Richard Tweedie (March, 1997) Geometric and Subgeometric Convergence of Diffusions with Given Stationary Distributions, and Their Discretizations. University of Iowa and Colorado State University. Email: tweedie@stat.colostate.edu. Available as Postscript.
Osnat Stramer and Richard Tweedie (March, 1997) Self-Targeting Candidates for Hastings-Metropolis Algorithms. University of Iowa and Colorado State University. Email: tweedie@stat.colostate.edu. Available as Postscript.
Malcolm Strens (March, 2005) Efficient hierarchical MCMC for policy search. QinetiQ Ltd, UK. Email: mjstrens@qinetiq.com. Available as a pdf file. Abstract also available as Hypertext.
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Geir Storvik (February, 2009) On the flexibility of Metropolis-Hastings acceptance probabilities in auxiliary variable proposal generation. University of Oslo. Email: geirs@math.uio.no. Available as a pdf file.
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M. Thompson and R. M. Neal (March, 2010) Covariance-adaptive slice sampling. University of Toronto. Email: radford@stat.utoronto.ca. Available as a pdf file. Abstract also available as Hypertext.
Elke Thonnes (, 1999) Perfect Simulation of some Point Processes for the Impatient User. Appeared in Advances in Applied Probability 31, 69-87. University of Warwick. Email: elke@stats.warwick.ac.uk.
E. Thonnes and J. Lund (February, 2000) Perfect simulation of point processes given noisy observations. Department of Statistics, University of Warwick. Email: elke@stats.warwick.ac.uk. Available as Compressed Postscript.
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Haakon Tjelmeland (August, 2004) Using all Metropolis-Hastings proposals to estimate mean values. Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway. Email: Haakon.Tjelmeland@stat.ntnu.no. Available as a pdf file.
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Tjelmeland, H. and Eidsvik, J. (June, 2002) On the use of local optimisations within Metropolis-Hastings. Dept. Mathematical Sciences, Norwegian University of Science and Technology. Email: Haakon.Tjelmeland@stat.ntnu.no. Available as file with non-standard extension. Appeared in JRSSB, 66, 411-427.
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Eric Vigoda (May, 1999) Improved Bounds for Sampling Colorings. University of California at Berkeley. Email: vigoda@cs.berkeley.edu. Available as Postscript.
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(Also available via anonymous ftp at muskie.biostat.umn.edu in the file /pub/1995/rr95-005.ps.Z)
Gregory R. Warnes (June, 2001) The Normal Kernel Coupler: An Adaptive Markov Chain Monte Carlo Method for Efficiently Sampling from Multi-modal Distributions. Pfizer Global Research and Development. Email: gregory_r_warnes@groton.pfizer.com. Available as Hypertext.
Gregory R. Warnes (June, 2001) HYDRA: A Java Library for Markov chain Monte Carlo. Pfizer Global Research and Development. Email: gregory_r_warnes@groton.pfizer.com. Available as file with non-standard extension.
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D.J. Wilkinson and S.K.H. Yeung (June, 2000) Conditional simulation from highly structured Gaussian systems, with application to blocking-MCMC for the Bayesian analysis of very large linear models. Department of Statistics, University of Newcastle. Email: d.j.wilkinson@ncl.ac.uk. Available as a pdf file. .
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Wing Hung Wong and Faming Liang (July, 2002) Dynamic Weighting in Monte Carlo and Optimization. Professor, Department of Biostatistics, Public Health of Harvard School. Email: stalfm@nus.edu.sg. Available as a pdf file.
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(Also available via anonymous ftp at ftp.agsm.unsw.edu.au in the file /pub/agsm/stats/papers/97-001.ps.gz)
Chao Yang (February, 2008) On The Weak Law Of Large Numbers For Unbounded. University of Toronto. Email: chaoyang@math.toronto.edu. Available as a pdf file.
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Wai Kong Yuen (November, 1997) Applications of Cheeger's constant to the convergence rate of Markov chains on R^n. University of Toronto. Email: yuen@math.toronto.edu. Available as Compressed Postscript.
Yukito Iba (April, 2001) Population Monte Carlo algorithms. The Institute of Statistical Mathematics. Email: iba@ism.ac.jp. Available as file with non-standard extension. Published in Transactions of the Japanese Society for Artificial Intelligence. 16, 279-86..
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(Also available via anonymous ftp at stat-ftp.berkeley.edu in the file /pub/users/binyu/cum.ps.Z)
Junni L. Zhang and Jun S. Liu (June, 2002) A New Sequential Importance Sampling Method and Its Application to the 2D Hydrophobic-hydrophilic Model . Department of Statistics, Harvard University. Email: jliu@stat.harvard.edu. Available as a pdf file.
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J. Zhu, J.G. Rasmussen, J. Moller, B.H. Aukema and K.F. Raffa. (February, 2006) Spatial-temporal modeling of forest gabs generated by colonization of below- and above-ground bark beetle species. University of Wisconsin. Email: jm@math.aau.dk. Available as a pdf file.

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