Alexandros Beskos

27 papers Journal 26

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs. CoRR Yuga Iguchi, Alexandros Beskos
2025	J	`jnl`	Antithetic Multilevel Methods for Elliptic and Hypoelliptic Diffusions with Applications. SIAM/ASA J. Uncertain. Quantification Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos
2025	J	`jnl`	On a Reinforcement Learning Methodology for Epidemic Control, with application to COVID-19. CoRR Giacomo Iannucci, Petros Barmpounakis, Alexandros Beskos, Nikolaos Demiris
2024	J	`jnl`	Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications. CoRR Yuga Iguchi, Ajay Jasra, Mohamed Maama, Alexandros Beskos
2023	J	`jnl`	Unbiased estimation using a class of diffusion processes. J. Comput. Phys. Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan
2022	J	`jnl`	A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	MCMC Algorithms for Posteriors on Matrix Spaces. J. Comput. Graph. Stat. Alexandros Beskos, Kengo Kamatani
2022	J	`jnl`	Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions. CoRR Yuga Iguchi, Alexandros Beskos, Matthew M. Graham
2022	J	`jnl`	Online Smoothing for Diffusion Processes Observed with Noise. J. Comput. Graph. Stat. Shouto Yonekura, Alexandros Beskos
2022	J	`jnl`	The J. Comput. Graph. Stat. Willem van den Boom, Alexandros Beskos, Maria De Iorio
2022	J	`jnl`	Unbiased Estimation using a Class of Diffusion Processes. CoRR Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Stat. Comput. Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos, Johan Gunnar Eriksson
2021	J	`jnl`	A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2021	J	`jnl`	Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
2020	J	`jnl`	Monte Carlo co-ordinate ascent variational inference. Stat. Comput. Lifeng Ye, Alexandros Beskos, Maria De Iorio, Jie Hao
2020	J	`jnl`	Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
2019	J	`jnl`	Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos
2018	J	`jnl`	Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM/ASA J. Uncertain. Quantification Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou
2018	J	`jnl`	Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. SIAM J. Sci. Comput. Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra
2017	J	`jnl`	Geometric MCMC for infinite-dimensional inverse problems. J. Comput. Phys. Alexandros Beskos, Mark A. Girolami, Shiwei Lan, Patrick E. Farrell, Andrew M. Stuart
2016	J	`jnl`	The natural hedge of a gas-fired power plant. Comput. Manag. Sci. Xiaojia Guo, Alexandros Beskos, Afzal S. Siddiqui
2015	J	`jnl`	A Simulation Approach for Change-Points on Phylogenetic Trees. J. Comput. Biol. Adam Persing, Ajay Jasra, Alexandros Beskos, David J. Balding, Maria De Iorio
2015	J	`jnl`	Bayesian Inference for Duplication-Mutation with Complementarity Network Models. J. Comput. Biol. Ajay Jasra, Adam Persing, Alexandros Beskos, Kari Heine, Maria De Iorio
2015	J	`jnl`	Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Stat. Comput. Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart
2014	J	`jnl`	Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. SIAM/ASA J. Uncertain. Quantification Nikolas Kantas, Alexandros Beskos, Ajay Jasra
2006	—	`—`	Exact simulation of diffusions and new inference methods for discrete time data : also included, the one-shot CFTP algorithms. Alexandros Beskos