Geometric MCMC for infinite-dimensional inverse problems
Beskos, Alexandros, Girolami, Mark, Lan, Shiwei, Farrell, Patrick E., Stuart, Andrew M.
Published in Journal of computational physics (15.04.2017)
Published in Journal of computational physics (15.04.2017)
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Journal Article
MCMC Algorithms for Posteriors on Matrix Spaces
Beskos, Alexandros, Kamatani, Kengo
Published in Journal of computational and graphical statistics (03.07.2022)
Published in Journal of computational and graphical statistics (03.07.2022)
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Journal Article
A 4D-Var method with flow-dependent background covariances for the shallow-water equations
Paulin, Daniel, Jasra, Ajay, Beskos, Alexandros, Crisan, Dan
Published in Statistics and computing (01.08.2022)
Published in Statistics and computing (01.08.2022)
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Journal Article
A stable particle filter for a class of high-dimensional state-space models
Beskos, Alexandros, Crisan, Dan, Jasra, Ajay, Kamatani, Kengo, Zhou, Yan
Published in Advances in applied probability (01.03.2017)
Published in Advances in applied probability (01.03.2017)
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Journal Article
Monte Carlo co-ordinate ascent variational inference
Ye, Lifeng, Beskos, Alexandros, De Iorio, Maria, Hao, Jie
Published in Statistics and computing (01.07.2020)
Published in Statistics and computing (01.07.2020)
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Journal Article
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo
van den Boom, Willem, Jasra, Ajay, De Iorio, Maria, Beskos, Alexandros, Eriksson, Johan G.
Published in Statistics and computing (01.06.2022)
Published in Statistics and computing (01.06.2022)
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Journal Article
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion)
Beskos, Alexandros, Papaspiliopoulos, Omiros, Roberts, Gareth O., Fearnhead, Paul
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2006)
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.06.2006)
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Journal Article
Online Smoothing for Diffusion Processes Observed with Noise
Yonekura, Shouto, Beskos, Alexandros
Published in Journal of computational and graphical statistics (02.10.2022)
Published in Journal of computational and graphical statistics (02.10.2022)
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Journal Article
Multilevel sequential Monte Carlo samplers
Beskos, Alexandros, Jasra, Ajay, Law, Kody, Tempone, Raul, Zhou, Yan
Published in Stochastic processes and their applications (01.05.2017)
Published in Stochastic processes and their applications (01.05.2017)
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Journal Article
Parameter inference for degenerate diffusion processes
Iguchi, Yuga, Beskos, Alexandros, Graham, Matthew M.
Published in Stochastic processes and their applications (01.08.2024)
Published in Stochastic processes and their applications (01.08.2024)
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Journal Article
Unbiased estimation using a class of diffusion processes
Ruzayqat, Hamza, Beskos, Alexandros, Crisan, Dan, Jasra, Ajay, Kantas, Nikolas
Published in Journal of computational physics (01.01.2023)
Published in Journal of computational physics (01.01.2023)
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Journal Article
Asymptotic analysis of model selection criteria for general hidden Markov models
Yonekura, Shouto, Beskos, Alexandros, Singh, Sumeetpal S.
Published in Stochastic processes and their applications (01.02.2021)
Published in Stochastic processes and their applications (01.02.2021)
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Journal Article
Sequential Monte Carlo methods for Bayesian elliptic inverse problems
Beskos, Alexandros, Jasra, Ajay, Muzaffer, Ege A., Stuart, Andrew M.
Published in Statistics and computing (01.07.2015)
Published in Statistics and computing (01.07.2015)
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Journal Article
Sequential Markov chain Monte Carlo for Lagrangian data assimilation with applications to unknown data locations
Ruzayqat, Hamza, Beskos, Alexandros, Crisan, Dan, Jasra, Ajay, Kantas, Nikolas
Published in Quarterly journal of the Royal Meteorological Society (01.04.2024)
Published in Quarterly journal of the Royal Meteorological Society (01.04.2024)
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Journal Article
Bayesian Learning of Graph Substructures
van den Boom, Willem, De Iorio, Maria, Beskos, Alexandros
Published in Bayesian analysis (01.12.2023)
Published in Bayesian analysis (01.12.2023)
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Journal Article
Optimization Based Methods for Partially Observed Chaotic Systems
Paulin, Daniel, Jasra, Ajay, Crisan, Dan, Beskos, Alexandros
Published in Foundations of computational mathematics (01.06.2019)
Published in Foundations of computational mathematics (01.06.2019)
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Journal Article