166 citations · 615 across the 26 of their papers we have counts for
4 papers · 1 filter
Improved bridge constructs for stochastic differential equations
Gavin A. Whitaker, Andrew Golightly, Richard J. Boys +1
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an Itô stochastic differential equation conditional on an obs…
Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods
Chris Sherlock, Andrew Golightly, Daniel A. Henderson
When conducting Bayesian inference, delayed acceptance (DA) Metropolis-Hastings (MH) algorithms and DA pseudo-marginal MH algorithms can be applied when it is computationally expen…
Bayesian inference for diffusion driven mixed-effects models
Gavin A. Whitaker, Andrew Golightly, Richard J. Boys +1
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes…
Efficiency of delayed-acceptance random walk Metropolis algorithms
Chris Sherlock, Alexandre Thiery, Andrew Golightly
Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the tr…