Gareth O Roberts

Latest

• Likelihood-based inference for correlated diffusions
• Inference for stochastic volatility models using time change transformations
• Bayesian model selection for partially observed diffusion models
• Bayesian inference for non-Gaussian Ornstein--Uhlenbeck stochastic volatility processes
• An introduction to MCMC
• An approach to diagnosing total variation convergence of MCMC algorithms