Exact simulation of diffusions and new inference methods for discrete time data : also included, the one-shot CFTP algorithms. - Alexandros Beskos (2006)

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)

Bayesian Inference for Duplication-Mutation with Complementarity Network Models. - Ajay Jasra; Adam Persing; Alexandros Beskos; Kari Heine; Maria De Iorio (J. Comput. Biol., 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)

Sequential Monte Carlo methods for Bayesian elliptic inverse problems. - Alexandros Beskos; Ajay Jasra; Ege A. Muzaffer; Andrew M. Stuart (Stat. Comput., 2015)

The natural hedge of a gas-fired power plant. - Xiaojia Guo; Alexandros Beskos; Afzal S. Siddiqui (Comput. Manag. Sci., 2016)

Geometric MCMC for infinite-dimensional inverse problems. - Alexandros Beskos; Mark A. Girolami; Shiwei Lan; Patrick E. Farrell; Andrew M. Stuart (J. Comput. Phys., 2017)

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)

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)

Optimization Based Methods for Partially Observed Chaotic Systems. - Daniel Paulin; Ajay Jasra; Dan Crisan; Alexandros Beskos (Found. Comput. Math., 2019)

Monte Carlo co-ordinate ascent variational inference. - Lifeng Ye; Alexandros Beskos; Maria De Iorio; Jie Hao (Stat. Comput., 2020)

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)

Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions. - Yuga Iguchi; Alexandros Beskos; Matthew M. Graham (CoRR, 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)

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)

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, 2022)

MCMC Algorithms for Posteriors on Matrix Spaces. - Alexandros Beskos; Kengo Kamatani (J. Comput. Graph. Stat., 2022)

The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models. - Willem van den Boom; Alexandros Beskos; Maria De Iorio (J. Comput. Graph. Stat., 2022)

Online Smoothing for Diffusion Processes Observed with Noise. - Shouto Yonekura; Alexandros Beskos (J. Comput. Graph. Stat., 2022)

Unbiased estimation using a class of diffusion processes. - Hamza M. Ruzayqat; Alexandros Beskos; Dan Crisan; Ajay Jasra; Nikolas Kantas (J. Comput. Phys., 2023)

Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. - Yuga Iguchi; Ajay Jasra; Mohamed Maama; Alexandros Beskos (CoRR, 2024)

Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications. - Yuga Iguchi; Ajay Jasra; Mohamed Maama; Alexandros Beskos (SIAM/ASA J. Uncertain. Quantification, 2025)

A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs. - Yuga Iguchi; Alexandros Beskos (CoRR, 2025)