17 citations · 18 across the 3 of their papers we have counts for
5 papers · 1 filter
Bayesian Fusion: Scalable unification of distributed statistical analyses
Hongsheng Dai, Murray Pollock, Gareth Roberts
There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises…
Monte Carlo Fusion
Hongsheng Dai, Murray Pollock, Gareth Roberts
This paper proposes a new theory and methodology to tackle the problem of unifying distributed analyses and inferences on shared parameters from multiple sources, into a single coh…
Unbiased local solutions of partial differential equations via the Feynman-Kac Identities
Jake Carson, Murray Pollock, Mark Girolami
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation…
On the Exact Simulation of (Jump) Diffusion Bridges
Murray Pollock
In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of con…
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
M. Pollock, A. M. Johansen, K. Łatuszyński +1
In this comment we consider whether QMC methods can be further embedded within SMC schemes in settings in which the transition density of the latent process is intractable and pseu…