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
702018
On the exact and -strong simulation of (jump) diffusions
M Pollock, AM Johansen, GO Roberts
Bernoulli 22 (2), 794-856, 2016
472016
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
35*2020
Some Monte Carlo Methods for Jump Diffusions
M Pollock
(PhD Thesis) University of Warwick., 2013
162013
Monte Carlo Fusion
H Dai, M Pollock, G Roberts
Journal of Applied Probability 56 (1), 174-191, 2019
13*2019
On the Exact Simulation of (Jump) Diffusion Bridges
M Pollock
Proceedings of the 2015 Winter Simulation Conference., 2015
82015
Regeneration-enriched Markov processes with application to Monte Carlo
AQ Wang, M Pollock, GO Roberts, D Steinsaltz
The Annals of Applied Probability 31 (2), 703-735, 2021
62021
Simulating bridges using confluent diffusions
PA Jenkins, M Pollock, GO Roberts, M Sørensen
arXiv preprint arXiv:1903.10184, 2019
4*2019
Bayesian Fusion: Scalable unification of distributed statistical analyses
H Dai, M Pollock, G Roberts
arXiv preprint arXiv:2102.02123, 2021
22021
Divide-and-Conquer Monte Carlo Fusion
RSY Chan, M Pollock, AM Johansen, GO Roberts
arXiv preprint arXiv:2110.07265, 2021
2021
Bayesian semi-parametric inference for diffusion processes using splines
PA Jenkins, M Pollock, GO Roberts
arXiv preprint arXiv:2106.05820, 2021
2021
Unbiased simulation of rare events in continuous time
J Hodgson, AM Johansen, M Pollock
arXiv preprint arXiv:2102.08057, 2021
2021
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
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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Articles 1–15