58 citations · 148 across the 25 of their papers we have counts for
3 papers · 2 filters
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…