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Alexandros Beskos
Observed names:
A. Beskos,
ALEXANDROS BESKOS,
Beskos, Alexandros
Institution:
University College London
Observed institutions:
Universidad de Valladolid,
National University of Singapore,
University of Warwick,
The Alan Turing Institute,
University College London,
Imperial College London,
Lancaster University
show all 7
ORCID:
0000-0002-4577-8153
Observed ORCID:
0000-0002-4577-8153
OpenAlex ID:
A5006951281
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
2006
·
Alexandros Beskos
, Omiros Papaspiliopoulos
, et al.
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
341
Optimal tuning of the hybrid Monte Carlo algorithm
2013
·
Alexandros Beskos
, Natesh Pillai
, et al.
·
Bernoulli
·
316
PDF
Exact simulation of diffusions
2005
·
Alexandros Beskos
, Gareth O. Roberts
·
The Annals of Applied Probability
·
266
PDF
Retrospective exact simulation of diffusion sample paths with applications
2006
·
Alexandros Beskos
, Omiros Papaspiliopoulos
, et al.
·
Bernoulli
·
195
PDF
On the stability of sequential Monte Carlo methods in high dimensions
2014
·
Alexandros Beskos
, Dan Crisan
, et al.
·
The Annals of Applied Probability
·
182
PDF
Mcmc Methods for Diffusion Bridges
2008
·
ALEXANDROS BESKOS
, GARETH ROBERTS
, et al.
·
Stochastics and Dynamics
·
165
Geometric MCMC for infinite-dimensional inverse problems
2016
·
Alexandros Beskos
, Mark Girolami
, et al.
·
Journal of Computational Physics
·
145
Hybrid Monte Carlo on Hilbert spaces
2011
·
A. Beskos
, F.J. Pinski
, et al.
·
Stochastic Processes and their Applications
·
120
PDF
Multilevel sequential Monte Carlo samplers
2016
·
Alexandros Beskos
, Ajay Jasra
, et al.
·
Stochastic Processes and their Applications
·
104
PDF
On the convergence of adaptive sequential Monte Carlo methods
2016
·
Alexandros Beskos
, Ajay Jasra
, et al.
·
The Annals of Applied Probability
·
101
PDF
Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions
2009
·
Alexandros Beskos
, Gareth Roberts
, et al.
·
The Annals of Applied Probability
·
98
PDF
A Factorisation of Diffusion Measure and Finite Sample Path Constructions
2008
·
Alexandros Beskos
, Omiros Papaspiliopoulos
, et al.
·
Methodology And Computing In Applied Probability
·
98
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations
2014
·
Nikolas Kantas
, Alexandros Beskos
, et al.
·
SIAM/ASA Journal on Uncertainty Quantification
·
92
PDF
A stable particle filter for a class of high-dimensional state-space models
2017
·
Alexandros Beskos
, Dan Crisan
, et al.
·
Advances in Applied Probability
·
91
PDF
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes
2009
·
Alexandros Beskos
, Omiros Papaspiliopoulos
, et al.
·
The Annals of Statistics
·
69
PDF
Sequential Monte Carlo methods for Bayesian elliptic inverse problems
2015
·
Alexandros Beskos
, Ajay Jasra
, et al.
·
Statistics and Computing
·
62
PDF
Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
2014
·
Alexandros Beskos
, Dan O. Crisan
, et al.
·
Advances in Applied Probability
·
54
PDF
MCMC methods for sampling function space
2009
·
Alexandros Beskos
, Andrew Stuart
·
41
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
2018
·
Alexandros Beskos
, Ajay Jasra
, et al.
·
SIAM/ASA Journal on Uncertainty Quantification
·
33
Manifold Markov Chain Monte Carlo Methods for Bayesian Inference in Diffusion Models
2022
·
Matthew M. Graham
, Alexandre H. Thiery
, et al.
·
Journal of the Royal Statistical Society Series B (Statistical Methodology)
·
30
Markov Chain Monte Carlo for Exact Inference for Diffusions
2012
·
GIORGOS SERMAIDIS
, OMIROS PAPASPILIOPOULOS
, et al.
·
Scandinavian Journal of Statistics
·
30
PDF
Advanced MCMC methods for sampling on diffusion pathspace
2012
·
Alexandros Beskos
, Konstantinos Kalogeropoulos
, et al.
·
Stochastic Processes and their Applications
·
25
PDF
Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise
2018
·
Francesc Pons Llopis
, Nikolas Kantas
, et al.
·
SIAM Journal on Scientific Computing
·
19
PDF
The G -Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models
2022
·
Willem van den Boom
, Alexandros Beskos
, et al.
·
Journal of Computational and Graphical Statistics
·
18
PDF
Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion
2015
·
A. Beskos
, J. Dureau
, et al.
·
Biometrika
·
18
PDF
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Works count:
80
Citation count:
2,981
H-index:
22
I10-index:
35
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