Alexandros Beskos

Available identifiers

zbMath Open beskos.alexandrosWikidataQ95990147 ScholiaQ95990147MaRDI QIDQ248269

List of research outcomes

Publication	Date of Publication	Type
Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the U.S. stock market	2024-04-15	Paper
Bayesian learning of graph substructures	2024-02-27	Paper
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models	2022-12-16	Paper
Online Smoothing for Diffusion Processes Observed with Noise	2022-12-16	Paper
MCMC Algorithms for Posteriors on Matrix Spaces	2022-12-15	Paper
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models	2022-11-25	Paper
Unbiased estimation using a class of diffusion processes	2022-11-18	Paper
A 4D-Var method with flow-dependent background covariances for the shallow-water equations	2022-09-15	Paper
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo	2022-05-25	Paper
Unbiased Estimation using a Class of Diffusion Processes	2022-03-06	Paper
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models	2021-08-04	Paper
Asymptotic analysis of model selection criteria for general hidden Markov models	2021-02-18	Paper
Monte Carlo co-ordinate ascent variational inference	2020-08-27	Paper
On concentration properties of partially observed chaotic systems	2020-02-05	Paper
A stable particle filter for a class of high-dimensional state-space models	2019-09-16	Paper
Optimization based methods for partially observed chaotic systems	2019-06-06	Paper
Efficient sequential Monte Carlo algorithms for integrated population models	2019-06-04	Paper
Asymptotic analysis of the random walk metropolis algorithm on ridged densities	2018-11-07	Paper
The natural hedge of a gas-fired power plant	2018-10-10	Paper
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals	2018-07-19	Paper
Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise	2018-06-05	Paper
Geometric MCMC for infinite-dimensional inverse problems	2017-12-14	Paper
Multilevel sequential Monte Carlo samplers	2017-05-18	Paper
Optimization Based Methods for Partially Observed Chaotic Systems	2017-02-08	Paper
On the convergence of adaptive sequential Monte Carlo methods	2016-06-09	Paper
Sequential Monte Carlo methods for Bayesian elliptic inverse problems	2016-02-23	Paper
Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion	2016-01-08	Paper
Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities	2015-10-09	Paper
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations	2015-01-14	Paper
On the stability of sequential Monte Carlo methods in high dimensions	2014-08-06	Paper
A stable manifold MCMC method for high dimensions	2014-06-11	Paper
Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions	2014-05-09	Paper
Optimal tuning of the hybrid Monte Carlo algorithm	2014-02-04	Paper
Markov Chain Monte Carlo for Exact Inference for Diffusions	2013-06-05	Paper
Advanced MCMC methods for sampling on diffusion pathspace	2013-03-04	Paper
\(\varepsilon\)-strong simulation of the Brownian path	2013-01-17	Paper
Hybrid Monte Carlo on Hilbert spaces	2011-10-10	Paper
Computational Complexity of Metropolis-Hastings Methods in High Dimensions	2010-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q5190855	2009-07-27	Paper
Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions	2009-07-17	Paper
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes	2009-02-25	Paper
MCMC METHODS FOR DIFFUSION BRIDGES	2008-12-11	Paper
A factorisation of diffusion measure and finite sample path constructions	2008-08-20	Paper
Retrospective exact simulation of diffusion sample paths with applications	2007-09-05	Paper
Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)	2006-11-14	Paper
One-shot CFTP; application to a class of truncated Gaussian densities	2006-10-27	Paper
Exact simulation of diffusions	2006-07-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Alexandros Beskos