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math.PR2006★ 21 cited
Multitype randomized Reed--Frost epidemics and epidemics upon random graphs
Peter Neal
We consider a multitype epidemic model which is a natural extension of the randomized Reed--Frost epidemic model. The main result is the derivation of an asymptotic Gaussian limit…
math.PR2006★ 82 cited
Optimal scaling for partially updating MCMC algorithms
Peter Neal, Gareth Roberts
In this paper we shall consider optimal scaling problems for high-dimensional Metropolis--Hastings algorithms where updates can be chosen to be lower dimensional than the target de…