166 citations · 615 across the 26 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
stat.ME2013★ 92 cited
Langevin diffusions and the Metropolis-adjusted Langevin algorithm
Tatiana Xifara, Chris Sherlock, Samuel Livingstone +2
We provide a clarification of the description of Langevin diffusions on Riemannian manifolds and of the measure underlying the invariant density. As a result we propose a new posit…
stat.CO2013★ 166 cited
On the efficiency of pseudo-marginal random walk Metropolis algorithms
Chris Sherlock, Alexandre H. Thiery, Gareth O. Roberts +1
We examine the behaviour of the pseudo-marginal random walk Metropolis algorithm, where evaluations of the target density for the accept/reject probability are estimated rather tha…