463 citations · 599 across the 12 of their papers we have counts for
5 papers · 1 filter
On expected durations of birth-death processes, with applications to branching processes and SIS epidemics
Frank Ball, Tom Britton, Peter Neal
We study continuous-time birth-death type processes, where individuals have independent and identically distributed lifetimes, according to a random variable Q, with E[Q]=1, and wh…
On the expected time a branching process has K individuals alive
Tom Britton, Peter Neal
Consider a homogeneous time-continuous branching process where individuals have constant birth rate , and life length distribution having mean . Let denote th…
Optimal scaling of random walk Metropolis algorithms with discontinuous target densities
Peter Neal, Gareth Roberts, Wai Kong Yuen
We consider the optimal scaling problem for high-dimensional random walk Metropolis (RWM) algorithms where the target distribution has a discontinuous probability density function.…
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…
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…