Следене
Alexandros Beskos
Alexandros Beskos
Professor in Statistics, UCL
Потвърден имейл адрес: ucl.ac.uk - Начална страница
Заглавие
Позовавания
Позовавания
Година
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)
A Beskos, O Papaspiliopoulos, GO Roberts, P Fearnhead
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2006
4882006
Optimal tuning of the hybrid Monte Carlo algorithm
A Beskos, N Pillai, G Roberts, JM Sanz-Serna, A Stuart
3762013
Exact simulation of diffusions
A Beskos, GO Roberts
3612005
Retrospective exact simulation of diffusion sample paths with applications
A Beskos, O Papaspiliopoulos, GO Roberts
Bernoulli 12 (6), 1077-1098, 2006
2932006
MCMC methods for diffusion bridges
A Beskos, G Roberts, A Stuart, J Voss
Stochastics and Dynamics 8 (03), 319-350, 2008
2522008
On the stability of sequential Monte Carlo methods in high dimensions
A Beskos, D Crisan, A Jasra
2032014
Hybrid monte carlo on hilbert spaces
A Beskos, FJ Pinski, JM Sanz-Serna, AM Stuart
Stochastic Processes and their Applications 121 (10), 2201-2230, 2011
1622011
Geometric MCMC for infinite-dimensional inverse problems
A Beskos, M Girolami, S Lan, PE Farrell, AM Stuart
Journal of Computational Physics 335, 327-351, 2017
1572017
Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions
A Beskos, G Roberts, A Stuart
1422009
A factorisation of diffusion measure and finite sample path constructions
A Beskos, O Papaspiliopoulos, GO Roberts
Methodology and Computing in Applied Probability 10, 85-104, 2008
1302008
A stable particle filter for a class of high-dimensional state-space models
A Beskos, D Crisan, A Jasra, K Kamatani, Y Zhou
Advances in Applied Probability 49 (1), 24-48, 2017
123*2017
Sequential Monte Carlo methods for high-dimensional inverse problems: A case study for the Navier--Stokes equations
N Kantas, A Beskos, A Jasra
SIAM/ASA Journal on Uncertainty Quantification 2 (1), 464-489, 2014
1232014
Multilevel sequential monte carlo samplers
A Beskos, A Jasra, K Law, R Tempone, Y Zhou
Stochastic Processes and their Applications 127 (5), 1417-1440, 2017
1212017
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
A Beskos, O Papaspiliopoulos, G Roberts
1112009
On the convergence of adaptive sequential Monte Carlo methods
A Beskos, A Jasra, N Kantas, A Thiery
1092016
Sequential Monte Carlo methods for Bayesian elliptic inverse problems
A Beskos, A Jasra, EA Muzaffer, AM Stuart
Statistics and Computing 25, 727-737, 2015
792015
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
A Beskos, DO Crisan, A Jasra, N Whiteley
Advances in Applied Probability 46 (1), 279-306, 2014
65*2014
MCMC methods for sampling function space
A Beskos, A Stuart
Invited Lectures, Sixth International Congress on Industrial and Applied …, 2009
652009
Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals
A Beskos, A Jasra, K Law, Y Marzouk, Y Zhou
SIAM/ASA Journal on Uncertainty Quantification 6 (2), 762-786, 2018
472018
Markov chain Monte Carlo for exact inference for diffusions
G Sermaidis, O Papaspiliopoulos, GO Roberts, A Beskos, P Fearnhead
Scandinavian Journal of Statistics 40 (2), 294-321, 2013
452013
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