Murray Pollock
Title
Cited by
Cited by
Year
Piecewise deterministic Markov processes for continuous-time Monte Carlo
P Fearnhead, J Bierkens, M Pollock, GO Roberts
Statistical Science 33 (3), 386-412, 2018
442018
On the exact and -strong simulation of (jump) diffusions
M Pollock, AM Johansen, GO Roberts
Bernoulli 22 (2), 794-856, 2016
362016
Quasi-stationary Monte Carlo and the ScaLE Algorithm
M Pollock, P Fearnhead, AM Johansen, GO Roberts
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 2020
28*2020
Some Monte Carlo Methods for Jump Diffusions
M Pollock
(PhD Thesis) University of Warwick., 2013
142013
Monte Carlo Fusion
H Dai, M Pollock, G Roberts
Journal of Applied Probability 56 (1), 174-191, 2019
7*2019
On the Exact Simulation of (Jump) Diffusion Bridges
M Pollock
Proceedings of the 2015 Winter Simulation Conference., 2015
62015
Simulating bridges using confluent diffusions
M Mider, PA Jenkins, M Pollock, GO Roberts, M Sørensen
arXiv preprint arXiv:1903.10184, 2019
22019
Regeneration-enriched Markov processes with application to Monte Carlo
AQ Wang, M Pollock, GO Roberts, D Steinsaltz
arXiv preprint arXiv:1910.05037, 2019
12019
The computational cost of blocking for sampling discretely observed diffusions
M Mider, PA Jenkins, M Pollock, GO Roberts
arXiv preprint arXiv:2009.10440, 2020
2020
Bayesian Fusion
H Dai, M Pollock, G Roberts
under review, 2019
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
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
The system can't perform the operation now. Try again later.
Articles 1–12