Murray Pollock
TitleCited byYear
On the exact and -strong simulation of (jump) diffusions
M Pollock, AM Johansen, GO Roberts
Bernoulli 22 (2), 794-856, 2016
Piecewise deterministic Markov processes for continuous-time Monte Carlo
P Fearnhead, J Bierkens, M Pollock, GO Roberts
Statistical Science 33 (3), 386-412, 2018
The Scalable Langevin Exact Algorithm: Bayesian Inference for Big Data
M Pollock, P Fearnhead, AM Johansen, GO Roberts
arXiv preprint arXiv:1609.03436, 2016
Some Monte Carlo Methods for Jump Diffusions
M Pollock
(PhD Thesis) University of Warwick., 2013
On the Exact Simulation of (Jump) Diffusion Bridges
M Pollock
Proceedings of the 2015 Winter Simulation Conference., 2015
Monte Carlo Fusion
H Dai, M Pollock, G Roberts
arXiv preprint arXiv:1901.00139, 2019
Simulating bridges using confluent diffusions
M Mider, PA Jenkins, M Pollock, GO Roberts, M Sørensen
arXiv preprint arXiv:1903.10184, 2019
Unbiased local solutions of partial differential equations via the Feynman-Kac Identities
J Carson, M Pollock, M Girolami
arXiv preprint arXiv:1603.04196, 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
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