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Number of items: 49.

2024

Beskos, Alexandros; Guillas, Serge; Giles, Daniel; Graham, Matthew; Giordano, Mosè; Koskela, Tuomas; (2024) ParticleDA.jl v.1.0: A real-time data assimilation software platform. Geoscientific Model Development Discussions 10.5194/gmd-2023-38. (In press).

Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; (2024) Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations. Quarterly Journal of the Royal Meteorological Society (In press).

2023

Franzolini, Beatrice; Beskos, Alexandros; De Iorio, Maria; Koziell, Warrick Poklewski; Grzeszkiewicz, Karolina; (2023) Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. The Annals of Applied Statistics (In press).

Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; (2023) Unbiased Estimation using a Class of Diffusion Processes. Journal of Computational Physics , 472 , Article 111643. 10.1016/j.jcp.2022.111643. Green open access
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2022

Beskos, A; Kamatani, K; (2022) MCMC Algorithms for Posteriors on Matrix Spaces. Journal of Computational and Graphical Statistics , 31 (3) pp. 721-738. 10.1080/10618600.2022.2058953. Green open access
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Boom, Willem van den; Beskos, Alexandros; Iorio, Maria De; (2022) The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models. Journal of Computational and Graphical Statistics , 31 (4) pp. 1215-1224. 10.1080/10618600.2022.2050250. Green open access
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Boom, Willem van den; De Iorio, Maria; Beskos, Alexandros; (2022) Bayesian Learning of Graph Substructures. Bayesian Analysis 10.1214/22-BA1338. (In press). Green open access
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Boom, Willem van den; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G; (2022) Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Statistics and Computing , 32 , Article 36. 10.1007/s11222-022-10093-3. Green open access
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Franzolini, Beatrice; Beskos, Alexandros; Iorio, Maria De; Koziell, Warrick Poklewski; Grzeszkiewicz, Karolina; (2022) Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market. arXiv: Ithaca, NY, USA. Green open access
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Graham, Matthew M.; Thiery, Alexandre H.; Beskos, Alexandros; (2022) Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models. Journal of the Royal Statistical Society: Series B (Statistical Methodology) , 84 (4) pp. 1229-1256. 10.1111/rssb.12497. Green open access
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Iguchi, Yuga; Beskos, Alexandros; Graham, Matthew M; (2022) Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions. arXiv: Ithaca, NY, USA. Green open access
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Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan; (2022) A 4D-Var Method with Flow-Dependent Background Covariances for the Shallow-Water Equations. Statistics and Computing , 32 , Article 65. 0.1007/s11222-022-10119-w. Green open access
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Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; (2022) A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA Journal on Uncertainty Quantification , 10 (3) pp. 1130-1161. 10.1137/21M1450392. Green open access
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Yonekura, S; Beskos, A; (2022) Online Smoothing for Diffusion Processes Observed with Noise. Journal of Computational and Graphical Statistics , 31 (4) pp. 1344-1360. 10.1080/10618600.2022.2027243. Green open access
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2021

Beskos, A; Crisan, D; Jasra, A; Kantas, N; Ruzayqat, HM; (2021) Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM Journal on Scientific Computing (In press). Green open access
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Yonekura, S; Beskos, A; Singh, SS; (2021) Asymptotic analysis of model selection criteria for general hidden Markov models. Stochastic Processes and their Applications , 132 pp. 164-191. 10.1016/j.spa.2020.10.006. Green open access
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2020

Ye, L; Beskos, A; Iorio, MD; Hao, J; (2020) Monte Carlo Co-Ordinate Ascent Variational Inference. Statistics and Computing 10.1007/s11222-020-09924-y. (In press). Green open access
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2019

Finke, A; King, R; Beskos, A; Dellaportas, P; (2019) Efficient Sequential Monte Carlo Algorithms for Integrated Population Models. Journal of Agricultural, Biological and Environmental Statistics , 24 (2) pp. 204-224. 10.1007/s13253-018-00349-9. Green open access
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2018

Beskos, A; Jasra, A; Law, K; Marzouk, Y; Zhou, Y; (2018) Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM-ASA Journal on Uncertainty Quantification , 6 (2) pp. 762-786. 10.1137/17M1120993. Green open access
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Beskos, A; Roberts, G; Thiery, A; Pillai, N; (2018) Asymptotic Analysis of the Random-walk Metropolis Algorithm on Ridged Densities. Annals of Applied Probability , 28 (5) pp. 2966-3001. 10.1214/18-AAP1380. Green open access
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Heine, K; Beskos, A; Jasra, A; Balding, D; De Iorio, M; (2018) Bridging trees for posterior inference on ancestral recombination graphs. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences , 474 (2220) , Article 20180568. 10.1098/rspa.2018.0568. Green open access
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Llopis, FP; Kantas, N; Beskos, A; Jasra, A; (2018) Particle Filtering for Stochastic Navier–Stokes Observed with Linear Additive Noise. SIAM Journal on Scientific Computing , 40 (3) A1544-A1565. 10.1137/17M1151900. Green open access
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Paulin, D; Jasra, A; Crisan, D; Beskos, A; (2018) On concentration properties of partially observed chaotic systems. Advances in Applied Probability , 50 (2) pp. 440-479. 10.1017/apr.2018.21. Green open access
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Paulin, D; Jasra, A; Crisan, D; Beskos, A; (2018) Optimization Based Methods for Partially Observed Chaotic Systems. Foundations of Computational Mathematics 10.1007/s10208-018-9388-x. (In press). Green open access
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2017

Beskos, A; Crisan, D; Jasra, A; Kamatani, K; Zhou, Y; (2017) A stable particle filter for a class of high-dimensional state-space models. Advances in Applied Probability , 49 (1) pp. 24-48. 10.1017/apr.2016.77. Green open access
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Beskos, A; Girolami, M; Lan, S; Farrell, PE; Stuart, AM; (2017) Geometric MCMC for infinite-dimensional inverse problems. Journal of Computational Physics , 335 pp. 327-351. 10.1016/j.jcp.2016.12.041. Green open access
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Beskos, A; Jasra, A; Law, K; Tempone, R; Zhou, Y; (2017) Multilevel sequential Monte Carlo samplers. Stochastic Processes and their Applications , 127 (5) pp. 1417-1440. 10.1016/j.spa.2016.08.004. Green open access
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2016

Beskos, A; Jasra, A; Kantas, N; Thiery, A; (2016) On the convergence of adaptive sequential Monte Carlo methods. Annals of Applied Probability , 26 (2) pp. 1111-1146. 10.1214/15-AAP1113. Green open access
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2015

Beskos, A; Dureau, J; Kalogeropoulos, K; (2015) Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion. Biometrika , 102 (4) pp. 809-827. 10.1093/biomet/asv051. Green open access
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Beskos, A; Jasra, A; Muzaffer, EA; Stuart, AM; (2015) Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Statistics and Computing , 25 (4) pp. 727-737. 10.1007/s11222-015-9556-7. Green open access
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Jasra, A; Persing, A; Beskos, A; Heine, K; De Iorio, M; (2015) Bayesian inference for duplication-mutation with complementarity network models. Journal of Computational Biology , 22 (11) pp. 1025-1033. 10.1089/cmb.2015.0072. Green open access
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Persing, A; Jasra, A; Beskos, A; Balding, D; De Iorio, M; (2015) A Simulation Approach for Change-Points on Phylogenetic Trees. Journal of Computational Biology , 22 (1) 10.1089/cmb.2014.0218. Green open access
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2014

Beskos, A; (2014) A stable manifold MCMC method for high dimensions. Statistics and Probability Letters , 90 (1) pp. 46-52. 10.1016/j.spl.2014.03.016. Green open access
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Beskos, A; Crisan, D; Jasra, A; (2014) On the Stability of Sequential Monte Carlo Methods in High Dimensions. Annals of Applied Probability , 24 (4) pp. 1396-1445. 10.1214/13-AAP951. Green open access
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Beskos, A; Crisan, DO; Jasra, A; Whiteley, N; (2014) Error bounds and normalising constants for sequential monte carlo samplers in high dimensions. Advances in Applied Probability , 46 (1) pp. 279-306. 10.1239/aap/1396360114. Green open access
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Guo, X; Beskos, A; Siddiqui, A; (2014) The natural hedge of a gas-fired power plant. Computational Management Science , 13 (1) pp. 63-86. 10.1007/s10287-014-0222-x. Green open access
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Kantas, N; Beskos, A; Jasra, A; (2014) Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations. SIAM/ASA Journal on Uncertainty Quantification , 2 (1) pp. 464-489. 10.1137/130930364. Green open access
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2013

Beskos, A; Kalogeropoulos, K; Pazos, E; (2013) Advanced MCMC methods for sampling on diffusion pathspace. Stochastic Processes and their Applications , 123 (4) pp. 1415-1453. 10.1016/j.spa.2012.12.001. Green open access
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Beskos, A; Pillai, N; Roberts, G; Sanz-Serna, J-M; Stuart, A; (2013) Optimal tuning of the hybrid Monte Carlo algorithm. Bernoulli , 19 (5A) pp. 1501-1534. 10.3150/12-BEJ414. Green open access
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Sermaidis, G; Papaspiliopoulos, O; Roberts, GO; Beskos, A; Fearnhead, P; (2013) Markov Chain Monte Carlo for Exact Inference for Diffusions. Scandinavian Journal of Statistics , 40 (2) pp. 294-321. 10.1111/j.1467-9469.2012.00812.x. Green open access
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2012

Beskos, A; Peluchetti, S; Roberts, G; (2012) epsilon-Strong simulation of the Brownian path. Bernoulli , 18 (4) pp. 1223-1248. 10.3150/11-BEJ383. Green open access
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2011

Beskos, A; Pinski, FJ; Sanz-Serna, JM; Stuart, AM; (2011) Hybrid Monte Carlo on Hilbert spaces. Stochastic Processes and their Applications , 121 (10) pp. 2201-2230. 10.1016/j.spa.2011.06.003. Green open access
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2009

Beskos, A; Papaspiliopoulos, O; Roberts, G; (2009) Monte Carlo Maximum Likelihood Estimation for Discretely Observed Diffusion Processes. The Annals of Statistics , 37 (1) 223 - 245. 10.1214/07-AOS550. Green open access
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Beskos, A; Roberts, G; Stuart, A; (2009) Optimal Scalings for Local Metropolis-hastings Chains on Nonproduct Targets in High Dimensions. The Annals of Applied Probability , 19 (3) 863 - 898. 10.1214/08-AAP563. Green open access
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2008

Beskos, A; Papaspiliopoulos, O; Roberts, GO; (2008) A factorisation of diffusion measure and finite sample path constructions. Methodology and Computing in Applied Probability , 10 (1) pp. 85-104. 10.1007/s11009-007-9060-4. Green open access
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2006

Beskos, A; Papaspiliopoulos, O; Roberts, GO; (2006) Retrospective exact simulation of diffusion sample paths with applications. Bernoulli , 12 (6) pp. 1077-1098. 10.3150/bj/1165269151. Green open access
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Beskos, A; Papaspiliopoulos, O; Roberts, GO; Fearnhead, P; (2006) Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion). Journal of the Royal Statistical Society series B-statistical methodology , 68 pp. 333-382. 10.1111/j.1467-9868.2006.00552.x. Green open access
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2005

Beskos, A; Roberts, G; (2005) One-shot CFTP; Application to a class of truncated Gaussian densities. Methodology and Computing in Applied Probability , 7 pp. 407-437. 10.1007/s11009-005-5001-2. Green open access
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Beskos, A; Roberts, GO; (2005) Exact simulation of diffusions. The Annals of Applied Probability , 15 (4) 2422 - 2444. 10.1214/105051605000000485. Green open access
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This list was generated on Sat Mar 23 23:45:22 2024 GMT.