BibTeX records: Alexandros Beskos

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@article{DBLP:journals/corr/abs-2403-13489,
  author       = {Yuga Iguchi and
                  Ajay Jasra and
                  Mohamed Maama and
                  Alexandros Beskos},
  title        = {Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions
                  with Applications},
  journal      = {CoRR},
  volume       = {abs/2403.13489},
  year         = {2024},
  url          = {https://doi.org/10.48550/arXiv.2403.13489},
  doi          = {10.48550/ARXIV.2403.13489},
  eprinttype    = {arXiv},
  eprint       = {2403.13489},
  timestamp    = {Mon, 08 Apr 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2403-13489.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/RuzayqatBCJK23,
  author       = {Hamza M. Ruzayqat and
                  Alexandros Beskos and
                  Dan Crisan and
                  Ajay Jasra and
                  Nikolas Kantas},
  title        = {Unbiased estimation using a class of diffusion processes},
  journal      = {J. Comput. Phys.},
  volume       = {472},
  pages        = {111643},
  year         = {2023},
  url          = {https://doi.org/10.1016/j.jcp.2022.111643},
  doi          = {10.1016/J.JCP.2022.111643},
  timestamp    = {Sun, 12 Feb 2023 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/jcphy/RuzayqatBCJK23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcgs/BeskosK22,
  author       = {Alexandros Beskos and
                  Kengo Kamatani},
  title        = {{MCMC} Algorithms for Posteriors on Matrix Spaces},
  journal      = {J. Comput. Graph. Stat.},
  volume       = {31},
  number       = {3},
  pages        = {721--738},
  year         = {2022},
  url          = {https://doi.org/10.1080/10618600.2022.2058953},
  doi          = {10.1080/10618600.2022.2058953},
  timestamp    = {Fri, 18 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcgs/BeskosK22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcgs/BoomBI22,
  author       = {Willem van den Boom and
                  Alexandros Beskos and
                  Maria De Iorio},
  title        = {The \emph{G}-Wishart Weighted Proposal Algorithm: Efficient Posterior
                  Computation for Gaussian Graphical Models},
  journal      = {J. Comput. Graph. Stat.},
  volume       = {31},
  number       = {4},
  pages        = {1215--1224},
  year         = {2022},
  url          = {https://doi.org/10.1080/10618600.2022.2050250},
  doi          = {10.1080/10618600.2022.2050250},
  timestamp    = {Fri, 18 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcgs/BoomBI22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcgs/YonekuraB22,
  author       = {Shouto Yonekura and
                  Alexandros Beskos},
  title        = {Online Smoothing for Diffusion Processes Observed with Noise},
  journal      = {J. Comput. Graph. Stat.},
  volume       = {31},
  number       = {4},
  pages        = {1344--1360},
  year         = {2022},
  url          = {https://doi.org/10.1080/10618600.2022.2027243},
  doi          = {10.1080/10618600.2022.2027243},
  timestamp    = {Sat, 19 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcgs/YonekuraB22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/juq/RuzayqatEBCJK22,
  author       = {Hamza M. Ruzayqat and
                  Aimad Er{-}Raiy and
                  Alexandros Beskos and
                  Dan Crisan and
                  Ajay Jasra and
                  Nikolas Kantas},
  title        = {A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional
                  State-Space Models},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {10},
  number       = {1},
  pages        = {1130--1161},
  year         = {2022},
  url          = {https://doi.org/10.1137/21m1450392},
  doi          = {10.1137/21M1450392},
  timestamp    = {Mon, 26 Jun 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/juq/RuzayqatEBCJK22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/sac/BoomJIBE22,
  author       = {Willem van den Boom and
                  Ajay Jasra and
                  Maria De Iorio and
                  Alexandros Beskos and
                  Johan Gunnar Eriksson},
  title        = {Unbiased approximation of posteriors via coupled particle Markov chain
                  Monte Carlo},
  journal      = {Stat. Comput.},
  volume       = {32},
  number       = {3},
  pages        = {36},
  year         = {2022},
  url          = {https://doi.org/10.1007/s11222-022-10093-3},
  doi          = {10.1007/S11222-022-10093-3},
  timestamp    = {Tue, 28 Jun 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/sac/BoomJIBE22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/sac/PaulinJBC22,
  author       = {Daniel Paulin and
                  Ajay Jasra and
                  Alexandros Beskos and
                  Dan Crisan},
  title        = {A 4D-Var method with flow-dependent background covariances for the
                  shallow-water equations},
  journal      = {Stat. Comput.},
  volume       = {32},
  number       = {4},
  pages        = {65},
  year         = {2022},
  url          = {https://doi.org/10.1007/s11222-022-10119-w},
  doi          = {10.1007/S11222-022-10119-W},
  timestamp    = {Mon, 24 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/sac/PaulinJBC22.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2203-03013,
  author       = {Hamza M. Ruzayqat and
                  Alexandros Beskos and
                  Dan Crisan and
                  Ajay Jasra and
                  Nikolas Kantas},
  title        = {Unbiased Estimation using a Class of Diffusion Processes},
  journal      = {CoRR},
  volume       = {abs/2203.03013},
  year         = {2022},
  url          = {https://doi.org/10.48550/arXiv.2203.03013},
  doi          = {10.48550/ARXIV.2203.03013},
  eprinttype    = {arXiv},
  eprint       = {2203.03013},
  timestamp    = {Wed, 16 Mar 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2203-03013.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2211-16384,
  author       = {Yuga Iguchi and
                  Alexandros Beskos and
                  Matthew M. Graham},
  title        = {Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic
                  Diffusions},
  journal      = {CoRR},
  volume       = {abs/2211.16384},
  year         = {2022},
  url          = {https://doi.org/10.48550/arXiv.2211.16384},
  doi          = {10.48550/ARXIV.2211.16384},
  eprinttype    = {arXiv},
  eprint       = {2211.16384},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2211-16384.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamsc/BeskosCJKR21,
  author       = {Alexandros Beskos and
                  Dan Crisan and
                  Ajay Jasra and
                  Nikolas Kantas and
                  Hamza M. Ruzayqat},
  title        = {Score-Based Parameter Estimation for a Class of Continuous-Time State
                  Space Models},
  journal      = {{SIAM} J. Sci. Comput.},
  volume       = {43},
  number       = {4},
  pages        = {A2555--A2580},
  year         = {2021},
  url          = {https://doi.org/10.1137/20M1362942},
  doi          = {10.1137/20M1362942},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/siamsc/BeskosCJKR21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2110-00884,
  author       = {Hamza M. Ruzayqat and
                  Aimad Er{-}Raiy and
                  Alexandros Beskos and
                  Dan Crisan and
                  Ajay Jasra and
                  Nikolas Kantas},
  title        = {A Lagged Particle Filter for Stable Filtering of certain High-Dimensional
                  State-Space Models},
  journal      = {CoRR},
  volume       = {abs/2110.00884},
  year         = {2021},
  url          = {https://arxiv.org/abs/2110.00884},
  eprinttype    = {arXiv},
  eprint       = {2110.00884},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2110-00884.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/sac/YeBIH20,
  author       = {Lifeng Ye and
                  Alexandros Beskos and
                  Maria De Iorio and
                  Jie Hao},
  title        = {Monte Carlo co-ordinate ascent variational inference},
  journal      = {Stat. Comput.},
  volume       = {30},
  number       = {4},
  pages        = {887--905},
  year         = {2020},
  url          = {https://doi.org/10.1007/s11222-020-09924-y},
  doi          = {10.1007/S11222-020-09924-Y},
  timestamp    = {Sat, 30 Sep 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/sac/YeBIH20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/corr/abs-2008-07803,
  author       = {Alexandros Beskos and
                  Dan Crisan and
                  Ajay Jasra and
                  Nikolas Kantas and
                  Hamza M. Ruzayqat},
  title        = {Score-Based Parameter Estimation for a Class of Continuous-Time State
                  Space Models},
  journal      = {CoRR},
  volume       = {abs/2008.07803},
  year         = {2020},
  url          = {https://arxiv.org/abs/2008.07803},
  eprinttype    = {arXiv},
  eprint       = {2008.07803},
  timestamp    = {Sat, 23 Jan 2021 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2008-07803.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/focm/PaulinJCB19,
  author       = {Daniel Paulin and
                  Ajay Jasra and
                  Dan Crisan and
                  Alexandros Beskos},
  title        = {Optimization Based Methods for Partially Observed Chaotic Systems},
  journal      = {Found. Comput. Math.},
  volume       = {19},
  number       = {3},
  pages        = {485--559},
  year         = {2019},
  url          = {https://doi.org/10.1007/s10208-018-9388-x},
  doi          = {10.1007/S10208-018-9388-X},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/focm/PaulinJCB19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/juq/BeskosJLMZ18,
  author       = {Alexandros Beskos and
                  Ajay Jasra and
                  Kody J. H. Law and
                  Youssef M. Marzouk and
                  Yan Zhou},
  title        = {Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed
                  Proposals},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {6},
  number       = {2},
  pages        = {762--786},
  year         = {2018},
  url          = {https://doi.org/10.1137/17M1120993},
  doi          = {10.1137/17M1120993},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/juq/BeskosJLMZ18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/siamsc/LlopisKBJ18,
  author       = {Francesc Pons Llopis and
                  Nikolas Kantas and
                  Alexandros Beskos and
                  Ajay Jasra},
  title        = {Particle Filtering for Stochastic Navier-Stokes Signal Observed with
                  Linear Additive Noise},
  journal      = {{SIAM} J. Sci. Comput.},
  volume       = {40},
  number       = {3},
  year         = {2018},
  url          = {https://doi.org/10.1137/17M1151900},
  doi          = {10.1137/17M1151900},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/siamsc/LlopisKBJ18.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcphy/BeskosGLFS17,
  author       = {Alexandros Beskos and
                  Mark A. Girolami and
                  Shiwei Lan and
                  Patrick E. Farrell and
                  Andrew M. Stuart},
  title        = {Geometric {MCMC} for infinite-dimensional inverse problems},
  journal      = {J. Comput. Phys.},
  volume       = {335},
  pages        = {327--351},
  year         = {2017},
  url          = {https://doi.org/10.1016/j.jcp.2016.12.041},
  doi          = {10.1016/J.JCP.2016.12.041},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcphy/BeskosGLFS17.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/GuoBS16,
  author       = {Xiaojia Guo and
                  Alexandros Beskos and
                  Afzal S. Siddiqui},
  title        = {The natural hedge of a gas-fired power plant},
  journal      = {Comput. Manag. Sci.},
  volume       = {13},
  number       = {1},
  pages        = {63--86},
  year         = {2016},
  url          = {https://doi.org/10.1007/s10287-014-0222-x},
  doi          = {10.1007/S10287-014-0222-X},
  timestamp    = {Tue, 18 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/GuoBS16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcb/PersingJBBI15,
  author       = {Adam Persing and
                  Ajay Jasra and
                  Alexandros Beskos and
                  David J. Balding and
                  Maria De Iorio},
  title        = {A Simulation Approach for Change-Points on Phylogenetic Trees},
  journal      = {J. Comput. Biol.},
  volume       = {22},
  number       = {1},
  pages        = {10--24},
  year         = {2015},
  url          = {https://doi.org/10.1089/cmb.2014.0218},
  doi          = {10.1089/CMB.2014.0218},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcb/PersingJBBI15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/jcb/JasraPBHI15,
  author       = {Ajay Jasra and
                  Adam Persing and
                  Alexandros Beskos and
                  Kari Heine and
                  Maria De Iorio},
  title        = {Bayesian Inference for Duplication-Mutation with Complementarity Network
                  Models},
  journal      = {J. Comput. Biol.},
  volume       = {22},
  number       = {11},
  pages        = {1025--1033},
  year         = {2015},
  url          = {https://doi.org/10.1089/cmb.2015.0072},
  doi          = {10.1089/CMB.2015.0072},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/jcb/JasraPBHI15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/sac/BeskosJMS15,
  author       = {Alexandros Beskos and
                  Ajay Jasra and
                  Ege A. Muzaffer and
                  Andrew M. Stuart},
  title        = {Sequential Monte Carlo methods for Bayesian elliptic inverse problems},
  journal      = {Stat. Comput.},
  volume       = {25},
  number       = {4},
  pages        = {727--737},
  year         = {2015},
  url          = {https://doi.org/10.1007/s11222-015-9556-7},
  doi          = {10.1007/S11222-015-9556-7},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/sac/BeskosJMS15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/juq/KantasBJ14,
  author       = {Nikolas Kantas and
                  Alexandros Beskos and
                  Ajay Jasra},
  title        = {Sequential Monte Carlo Methods for High-Dimensional Inverse Problems:
                  {A} Case Study for the Navier-Stokes Equations},
  journal      = {{SIAM/ASA} J. Uncertain. Quantification},
  volume       = {2},
  number       = {1},
  pages        = {464--489},
  year         = {2014},
  url          = {https://doi.org/10.1137/130930364},
  doi          = {10.1137/130930364},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/juq/KantasBJ14.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@phdthesis{DBLP:phd/ethos/Beskos06,
  author       = {Alexandros Beskos},
  title        = {Exact simulation of diffusions and new inference methods for discrete
                  time data : also included, the one-shot {CFTP} algorithms},
  school       = {Lancaster University, {UK}},
  year         = {2006},
  url          = {https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.435888},
  timestamp    = {Tue, 05 Apr 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/phd/ethos/Beskos06.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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