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Past Members of ACEMS
Michael Pitt
Professor Michael Pitt
Professor
Kings College London
Publications
Journal Articles
2016
Tran, M N.
,
Pitt M. K.
, &
Kohn R.
(2016).
Adaptive Metropolis–Hastings sampling using reversible dependent mixture proposals.
Statistics and Computing. 26
(1-2), 361-381.
doi:
10.1007/s11222-014-9509-6
2015
Doucet, A.,
Pitt M. K.
, Deligiannidis G., &
Kohn R.
(2015).
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator.
Biometrika. 102
(2), 295-313.
doi:
10.1093/biomet/asu075
2014
Tran, M N.
, Giordani P., Mun X.,
Kohn R.
, &
Pitt M. K.
(2014).
Copula-Type Estimators for Flexible Multivariate Density Modeling Using Mixtures.
Journal of Computational and Graphical Statistics. 23
(4), 1163-1178.
doi:
10.1080/10618600.2013.842918
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Michael Pitt
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