Alexandros Beskos

According to our database, Alexandros Beskos authored at least 21 papers between 2006 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications.

Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos

CoRR, 2024

2023

Unbiased estimation using a class of diffusion processes.

Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas

J. Comput. Phys., 2023

2022

Online Smoothing for Diffusion Processes Observed with Noise.

Shouto Yonekura, Alexandros Beskos

J. Comput. Graph. Stat., October, 2022

The <i>G</i>-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models.

Willem van den Boom, Alexandros Beskos, Maria De Iorio

J. Comput. Graph. Stat., October, 2022

MCMC Algorithms for Posteriors on Matrix Spaces.

Alexandros Beskos, Kengo Kamatani

J. Comput. Graph. Stat., July, 2022

A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models.

Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas

SIAM/ASA J. Uncertain. Quantification, March, 2022

A 4D-Var method with flow-dependent background covariances for the shallow-water equations.

Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan

Stat. Comput., 2022

Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo.

Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos, Johan Gunnar Eriksson

Stat. Comput., 2022

Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions.

Yuga Iguchi, Alexandros Beskos, Matthew M. Graham

CoRR, 2022

2021

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models.

Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat

SIAM J. Sci. Comput., 2021

2020

Monte Carlo co-ordinate ascent variational inference.

Lifeng Ye, Alexandros Beskos, Maria De Iorio, Jie Hao

Stat. Comput., 2020

2019

Optimization Based Methods for Partially Observed Chaotic Systems.

Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos

Found. Comput. Math., 2019

2018

Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise.

Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra

SIAM J. Sci. Comput., 2018

Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals.

Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou

SIAM/ASA J. Uncertain. Quantification, 2018

2017

Geometric MCMC for infinite-dimensional inverse problems.

Alexandros Beskos, Mark A. Girolami, Shiwei Lan, Patrick E. Farrell, Andrew M. Stuart

J. Comput. Phys., 2017

2016

The natural hedge of a gas-fired power plant.

Xiaojia Guo, Alexandros Beskos, Afzal S. Siddiqui

Comput. Manag. Sci., 2016

2015

Sequential Monte Carlo methods for Bayesian elliptic inverse problems.

Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart

Stat. Comput., 2015

A Simulation Approach for Change-Points on Phylogenetic Trees.

Adam Persing, Ajay Jasra, Alexandros Beskos, David J. Balding, Maria De Iorio

J. Comput. Biol., 2015

Bayesian Inference for Duplication-Mutation with Complementarity Network Models.

Ajay Jasra, Adam Persing, Alexandros Beskos, Kari Heine, Maria De Iorio

J. Comput. Biol., 2015

2014

Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations.

Nikolas Kantas, Alexandros Beskos, Ajay Jasra

SIAM/ASA J. Uncertain. Quantification, 2014

2006

Exact simulation of diffusions and new inference methods for discrete time data : also included, the one-shot CFTP algorithms.

Alexandros Beskos

PhD thesis, 2006