228 results in 65Cxx
Limit theorems for sequential MCMC methods
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- Advances in Applied Probability / Volume 52 / Issue 2 / June 2020
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- 15 July 2020, pp. 377-403
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- June 2020
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Mean reflected stochastic differential equations with jumps
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- Advances in Applied Probability / Volume 52 / Issue 2 / June 2020
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- 15 July 2020, pp. 523-562
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- June 2020
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Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
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- 29 April 2020, pp. 138-172
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- March 2020
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Simulation of elliptic and hypo-elliptic conditional diffusions
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
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- 29 April 2020, pp. 173-212
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- March 2020
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CONTRIBUTIONS TO COMPUTATIONAL BAYESIAN STATISTICS
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- Bulletin of the Australian Mathematical Society / Volume 101 / Issue 2 / April 2020
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- 05 February 2020, pp. 348-349
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- April 2020
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Monte Carlo integration with a growing number of control variates
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- Journal of Applied Probability / Volume 56 / Issue 4 / December 2019
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- 11 December 2019, pp. 1168-1186
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- December 2019
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Exact simulation of the extrema of stable processes
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 967-993
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- December 2019
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Exact sampling for some multi-dimensional queueing models with renewal input
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 1179-1208
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- December 2019
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Efficient simulation of Lévy-driven point processes
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 927-966
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- December 2019
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Approximate lumpability for Markovian agent-based models using local symmetries
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- Journal of Applied Probability / Volume 56 / Issue 3 / September 2019
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- 01 October 2019, pp. 647-671
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- September 2019
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Accelerating parallel tempering: Quantile tempering algorithm (QuanTA)
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- Advances in Applied Probability / Volume 51 / Issue 3 / September 2019
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- 03 September 2019, pp. 802-834
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- September 2019
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Exact sampling of the infinite horizon maximum of a random walk over a nonlinear boundary
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 116-138
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- March 2019
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Exact simulation of generalised Vervaat perpetuities
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 57-75
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- March 2019
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Monte Carlo fusion
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- Journal of Applied Probability / Volume 56 / Issue 1 / March 2019
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- 12 July 2019, pp. 174-191
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- March 2019
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Comparison of hit-and-run, slice sampler and random walk Metropolis
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1186-1202
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- December 2018
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Why is Kemeny’s constant a constant?
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- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
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- 16 January 2019, pp. 1025-1036
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- December 2018
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A multilevel approach towards unbiased sampling of random elliptic partial differential equations
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- Advances in Applied Probability / Volume 50 / Issue 4 / December 2018
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- 29 November 2018, pp. 1007-1031
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- December 2018
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DETECTION OF LONGITUDINAL BRAIN ATROPHY PATTERNS CONSISTENT WITH PROGRESSION TOWARDS ALZHEIMER’S DISEASE
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- Bulletin of the Australian Mathematical Society / Volume 99 / Issue 1 / February 2019
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- 12 November 2018, pp. 174-176
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- February 2019
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Targeted energy transfer in stochastically excited system with nonlinear energy sink
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- European Journal of Applied Mathematics / Volume 30 / Issue 5 / October 2019
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- 18 September 2018, pp. 869-886
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Importance sampling of heavy-tailed iterated random functions
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- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
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- 16 November 2018, pp. 805-832
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- September 2018
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