The following pages link to Alexandros Beskos (Q248269):
Displaying 35 items.
- On the convergence of adaptive sequential Monte Carlo methods (Q292923) (← links)
- Multilevel sequential Monte Carlo samplers (Q529423) (← links)
- (Q719369) (redirect page) (← links)
- Hybrid Monte Carlo on Hilbert spaces (Q719371) (← links)
- A factorisation of diffusion measure and finite sample path constructions (Q937166) (← links)
- Monte Carlo maximum likelihood estimation for discretely observed diffusion processes (Q1002156) (← links)
- Asymptotic analysis of the random walk metropolis algorithm on ridged densities (Q1617150) (← links)
- Geometric MCMC for infinite-dimensional inverse problems (Q1685436) (← links)
- The natural hedge of a gas-fired power plant (Q1789569) (← links)
- \(\varepsilon\)-strong simulation of the Brownian path (Q1932226) (← links)
- Advanced MCMC methods for sampling on diffusion pathspace (Q1939346) (← links)
- Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
- Unbiased estimation using a class of diffusion processes (Q2099713) (← links)
- Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo (Q2141910) (← links)
- A 4D-Var method with flow-dependent background covariances for the shallow-water equations (Q2172113) (← links)
- Monte Carlo co-ordinate ascent variational inference (Q2195834) (← links)
- Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions (Q2389596) (← links)
- Efficient sequential Monte Carlo algorithms for integrated population models (Q2419838) (← links)
- Optimization based methods for partially observed chaotic systems (Q2420632) (← links)
- One-shot CFTP; application to a class of truncated Gaussian densities (Q2433243) (← links)
- Optimal tuning of the hybrid Monte Carlo algorithm (Q2435211) (← links)
- A stable manifold MCMC method for high dimensions (Q2453920) (← links)
- Exact simulation of diffusions (Q2496495) (← links)
- On the stability of sequential Monte Carlo methods in high dimensions (Q2511554) (← links)
- Retrospective exact simulation of diffusion sample paths with applications (Q2642805) (← links)
- Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations (Q2938453) (← links)
- Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals (Q3176244) (← links)
- Computational Complexity of Metropolis-Hastings Methods in High Dimensions (Q3405426) (← links)
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) (Q3408539) (← links)
- Markov Chain Monte Carlo for Exact Inference for Diffusions (Q4923056) (← links)
- On concentration properties of partially observed chaotic systems (Q5215009) (← links)
- A stable particle filter for a class of high-dimensional state-space models (Q5233157) (← links)
- Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions (Q5415104) (← links)
- Bayesian learning of graph substructures (Q6122075) (← links)
- Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the U.S. stock market (Q6128446) (← links)
