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Number of items: 36.

Article

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, 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; 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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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; 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; 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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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; 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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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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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; 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; 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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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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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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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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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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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, 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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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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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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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 10.1007/s13253-018-00349-9. (In press).

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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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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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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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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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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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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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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Proceedings paper

Beskos, A; Pillai, NS; Roberts, GO; Sanz-Serna, JM; Stuart, AM; (2010) The Acceptance Probability of the Hybrid Monte Carlo Method in High-Dimensional Problems. In: Psihoyios, G and Tsitouras, C, (eds.) NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III. (pp. 23 - 26). AMER INST PHYSICS

Beskos, A; Roberts, G; Stuart, A; Voss, J; (2008) MCMC methods for diffusion bridges. In: STOCHASTICS AND DYNAMICS. (pp. 319 - 350). WORLD SCIENTIFIC PUBL CO PTE LTD

Beskos, A; Stuart, A; (2009) Computational Complexity of Metropolis-Hastings Methods in High Dimensions. In: LEcuyer, P and Owen, AB, (eds.) MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008. (pp. 61 - 71). SPRINGER-VERLAG BERLIN

Beskos, A; Stuart, A; (2009) MCMC methods for sampling function space. In: Jeltsch, R and Wanner, G, (eds.) ICIAM 07: 6TH INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS. (pp. 337 - 364). EUROPEAN MATHEMATICAL SOC

This list was generated on Sun Aug 11 18:56:15 2019 BST.