Alexandros Beskos
Alexandros Beskos
Reader in Statistics, UCL
Verified email at ucl.ac.uk
TitleCited byYear
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
3612006
Exact simulation of diffusions
A Beskos, GO Roberts
The Annals of Applied Probability 15 (4), 2422-2444, 2005
2532005
Retrospective exact simulation of diffusion sample paths with applications
A Beskos, O Papaspiliopoulos, GO Roberts
Bernoulli 12 (6), 1077-1098, 2006
2052006
Optimal tuning of the hybrid Monte Carlo algorithm
A Beskos, N Pillai, G Roberts, JM Sanz-Serna, A Stuart
Bernoulli 19 (5A), 1501-1534, 2013
1772013
MCMC methods for diffusion bridges
A Beskos, G Roberts, A Stuart, J Voss
Stochastics and Dynamics 8 (03), 319-350, 2008
1542008
On the stability of sequential Monte Carlo methods in high dimensions
A Beskos, D Crisan, A Jasra
The Annals of Applied Probability 24 (4), 1396-1445, 2014
1192014
Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions
A Beskos, G Roberts, A Stuart
The Annals of Applied Probability 19 (3), 863-898, 2009
982009
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
972011
A factorisation of diffusion measure and finite sample path constructions
A Beskos, O Papaspiliopoulos, GO Roberts
Methodology and Computing in Applied Probability 10 (1), 85-104, 2008
962008
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
A Beskos, O Papaspiliopoulos, G Roberts
The Annals of Statistics 37 (1), 223-245, 2009
762009
MCMC methods for sampling function space
A Beskos, A Stuart
Invited Lectures, Sixth International Congress on Industrial and Applied …, 2009
562009
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
52*2017
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
462017
On the convergence of adaptive sequential Monte Carlo methods
A Beskos, A Jasra, N Kantas, A Thiery
The Annals of Applied Probability 26 (2), 1111-1146, 2016
442016
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
422014
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
41*2014
Sequential Monte Carlo methods for Bayesian elliptic inverse problems
A Beskos, A Jasra, EA Muzaffer, AM Stuart
Statistics and Computing 25 (4), 727-737, 2015
312015
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
262013
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
242017
Advanced MCMC methods for sampling on diffusion pathspace
A Beskos, K Kalogeropoulos, E Pazos
Stochastic Processes and their Applications 123 (4), 1415-1453, 2013
202013
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