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Murray Pollock
Murray Pollock
Newcastle University
Подтвержден адрес электронной почты в домене newcastle.ac.uk - Главная страница
Название
Процитировано
Процитировано
Год
Piecewise deterministic Markov processes for continuous-time Monte Carlo
P Fearnhead, J Bierkens, M Pollock, GO Roberts
Statistical Science 33 (3), 386-412, 2018
1342018
On the exact and -strong simulation of (jump) diffusions
M Pollock, AM Johansen, GO Roberts
Bernoulli 22 (2), 794-856, 2016
62*2016
Quasi‐stationary Monte Carlo and the ScaLE algorithm (with discussion)
M Pollock, P Fearnhead, AM Johansen, GO Roberts
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2020
52*2020
Monte Carlo Fusion
H Dai, M Pollock, G Roberts
Journal of Applied Probability 56 (1), 174-191, 2019
362019
Regeneration-enriched Markov processes with application to Monte Carlo
AQ Wang, M Pollock, GO Roberts, D Steinsaltz
252021
Some Monte Carlo Methods for Jump Diffusions
M Pollock
(PhD Thesis) University of Warwick., 2013
182013
Bayesian Fusion: Scalable unification of distributed statistical analyses
H Dai, M Pollock, GO Roberts
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2023
132023
Simulating bridges using confluent diffusions
PA Jenkins, M Pollock, GO Roberts, M Sørensen
arXiv preprint arXiv:1903.10184, 2019
112019
Divide-and-Conquer Fusion
RSY Chan, M Pollock, AM Johansen, GO Roberts
arXiv preprint arXiv:2110.07265, 2021
82021
On the Exact Simulation of (Jump) Diffusion Bridges
M Pollock
Proceedings of the 2015 Winter Simulation Conference., 2015
82015
Divide-and-conquer fusion
RSY Chan, M Pollock, AM Johansen, GO Roberts
Journal of Machine Learning Research 24 (193), 1-82, 2023
42023
Unbiased simulation of rare events in continuous time
J Hodgson, AM Johansen, M Pollock
Methodology and Computing in Applied Probability 24 (3), 2123-2148, 2022
42022
Sampling using adaptive regenerative processes
H McKimm, A Wang, M Pollock, C Robert, G Roberts
Bernoulli 31 (1), 509-536, 2025
32025
Flexible Bayesian Inference for Diffusion Processes using Splines
PA Jenkins, M Pollock, GO Roberts
Methodology and Computing in Applied Probability 25 (4), 83, 2023
22023
The computational cost of blocking for sampling discretely observed diffusions
M Mider, PA Jenkins, M Pollock, GO Roberts
Methodology and Computing in Applied Probability 24 (4), 3007-3027, 2022
22022
Privacy Guarantees in Posterior Sampling under Contamination
S Hu, L Aslett, H Dai, M Pollock, GO Roberts
arXiv preprint arXiv:2403.07772, 2024
2024
Hierarchical Monte Carlo Fusion
R Chan, M Pollock, G Roberts, P Dellaportas
2020
Fusion without diffusions
R Chan, M Pollock, G Roberts, H Dai
2020
Unbiased local solutions of partial differential equations via the Feynman-Kac Identities
J Carson, M Pollock, M Girolami
arXiv preprint arXiv:1603.04196, 2016
2016
Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
M Pollock, AM Johansen, K Łatuszyński, GO Roberts
Journal of the Royal Statistical Society: Series B (Statistical Methodology)., 2015
2015
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