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Andrew Golightly

Newcastle University

66

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Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes.

2022 Stat. Comput.
- Andrew Golightly
- Chris Sherlock
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Efficiency of Delayed-Acceptance Random Walk Metropolis Algorithms

2021 Annals of Statistics
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Parameter inference for a stochastic kinetic model of expanded polyglutamine proteins.

2021 Biometrics
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Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes

2020 arXiv: Computation
- Andrew Golightly
- Chris Sherlock
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Sequential Bayesian inference for spatio-temporal models of temperature and humidity data

2020 Journal of Computational Science
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Ensemble MCMC: Accelerating pseudo-marginal MCMC for state space models using the ensemble Kalman filter

2020 Bayesian Analysis
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Guided proposals for efficient weighted stochastic simulation

2019 bioRxiv
- Colin S. Gillespie
- Andrew Golightly
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Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices

2019 arXiv: Computation
- Chris Sherlock
- Andrew Golightly
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Efficient inference for stochastic differential mixed-effects models using correlated particle pseudo-marginal algorithms.

2019 arXiv: Computation
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Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models

2019 Computational Statistics & Data Analysis
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