756 citations · 3.9k across the 84 of their papers we have counts for
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math.ST2009★ 720 cited
The pseudo-marginal approach for efficient Monte Carlo computations
Christophe Andrieu, Gareth O. Roberts
We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--116…
math.ST2009★ 74 cited
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
Alexandros Beskos, Omiros Papaspiliopoulos, Gareth Roberts
This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuo…