Alexandros Beskos
University College London
H-index: 24
Europe-United Kingdom
Top articles of Alexandros Beskos
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications | arXiv preprint arXiv:2403.13489 | Yuga Iguchi Ajay Jasra Mohamed Maama Alexandros Beskos | 2024/3/20 |
Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market | The Annals of Applied Statistics | Beatrice Franzolini Alexandros Beskos Maria De Iorio Warrick Poklewski Koziell Karolina Grzeszkiewicz | 2024/3 |
ParticleDA. jl v. 1.0: a distributed particle-filtering data assimilation package | Geoscientific Model Development | Daniel Giles Matthew M Graham Mosè Giordano Tuomas Koskela Alexandros Beskos | 2024/3/28 |
ParticleDA. jl v. 1.0: A real-time data assimilation software platform | Geoscientific Model Development Discussions | Daniel Giles Matthew M Graham Mosè Giordano Tuomas Koskela Alexandros Beskos | 2023/3/21 |
Parameter Inference for Hypo-Elliptic Diffusions under a Weak Design Condition | arXiv preprint arXiv:2312.04444 | Yuga Iguchi Alexandros Beskos | 2023/12/7 |
Unbiased Estimation using a Class of Diffusion Processes | Journal of Computational Physics | Hamza Ruzayqat Alexandros Beskos Dan Crisan Ajay Jasra Nikolas Kantas | 2023/1/1 |
Graph Sphere: From Nodes to Supernodes in Graphical Models | arXiv preprint arXiv:2310.11741 | Willem van den Boom Maria De Iorio Alexandros Beskos Ajay Jasra | 2023/10/18 |
Parameter Inference for Degenerate Diffusion Processes | arXiv preprint arXiv:2307.16485 | Yuga Iguchi Alexandros Beskos Matthew Graham | 2023/7/31 |
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations | Quarterly Journal of the Royal Meteorological Society | Hamza Ruzayqat Alexandros Beskos Dan Crisan Ajay Jasra Nikolas Kantas | 2024/9/1 |
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models | Journal of Computational and Graphical Statistics | Willem van den Boom Alexandros Beskos Maria De Iorio | 2022/11 |
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo | Statistics and Computing | Willem van den Boom Ajay Jasra Maria De Iorio Alexandros Beskos Johan G Eriksson | 2022/6 |
Online smoothing for diffusion processes observed with noise | Journal of Computational and Graphical Statistics | Shouto Yonekura Alexandros Beskos | 2022/11 |
MCMC algorithms for posteriors on matrix spaces | Journal of Computational and Graphical Statistics | Alexandros Beskos Kengo Kamatani | 2022/10/12 |
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models | SIAM/ASA Journal on Uncertainty Quantification | Hamza Ruzayqat Aimad Er-Raiy Alexandros Beskos Dan Crisan Ajay Jasra | 2022/9/30 |
Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions | arXiv preprint arXiv:2211.16384 | Yuga Iguchi Alexandros Beskos Matthew M Graham | 2022/11/29 |
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models | Journal of the Royal Statistical Society, Series B | Matthew M Graham Alexandre H Thiery Alexandros Beskos | 2022/9/30 |
A Bayesian framework for genome-wide inference of DNA methylation levels | arXiv preprint arXiv:2211.07311 | Marcel Hirt Axel Finke Alexandros Beskos Petros Dellaportas Stephan Beck | 2022/11/14 |
A 4D-Var method with flow-dependent background covariances for the shallow-water equations | arXiv preprint arXiv:1710.11529 | Daniel Paulin Ajay Jasra Alexandros Beskos Dan Crisan | 2017/10/31 |
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models | SIAM Journal on Scientific Computing | Alexandros Beskos Dan Crisan Ajay Jasra Nikolas Kantas Hamza Ruzayqat | 2021 |
Asymptotic Analysis of Model Selection Criteria for General Hidden Markov Models | Stochastic Processes and their Applications | Shouto Yonekura Alexandros Beskos Sumeetpal S Singh | 2021/2/1 |
Co-Authors
