Alexandros Beskos

ORCID

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 21

Top Venues

CoRR

Stat. Comput.

SIAM/ASA J. Uncertain. Quantification

J. Comput. Graph. Stat.

Lancaster University, UK (PHD)

Education History

Lancaster University, UK

PHD

Publications

Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased estimation using a class of diffusion processes. J. Comput. Phys. 472 (2023)
Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan
A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. 32 (4) (2022)
Shouto Yonekura, Alexandros Beskos
Online Smoothing for Diffusion Processes Observed with Noise. J. Comput. Graph. Stat. 31 (4) (2022)
Willem van den Boom, Ajay Jasra, Maria De Iorio, Alexandros Beskos, Johan Gunnar Eriksson
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Stat. Comput. 32 (3) (2022)
Alexandros Beskos, Kengo Kamatani
MCMC Algorithms for Posteriors on Matrix Spaces. J. Comput. Graph. Stat. 31 (3) (2022)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased Estimation using a Class of Diffusion Processes. CoRR (2022)
Yuga Iguchi, Alexandros Beskos, Matthew M. Graham
Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions. CoRR (2022)
Willem van den Boom, Alexandros Beskos, Maria De Iorio
-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models. J. Comput. Graph. Stat. 31 (4) (2022)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR (2021)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. 43 (4) (2021)
Lifeng Ye, Alexandros Beskos, Maria De Iorio, Jie Hao
Monte Carlo co-ordinate ascent variational inference. Stat. Comput. 30 (4) (2020)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR (2020)
Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos
Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. 19 (3) (2019)
Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM/ASA J. Uncertain. Quantification 6 (2) (2018)
Francesc Pons Llopis, Nikolas Kantas, Alexandros Beskos, Ajay Jasra
Particle Filtering for Stochastic Navier-Stokes Signal Observed with Linear Additive Noise. SIAM J. Sci. Comput. 40 (3) (2018)
Alexandros Beskos, Mark A. Girolami, Shiwei Lan, Patrick E. Farrell, Andrew M. Stuart
Geometric MCMC for infinite-dimensional inverse problems. J. Comput. Phys. 335 (2017)
Xiaojia Guo, Alexandros Beskos, Afzal Siddiqui
The natural hedge of a gas-fired power plant. Comput. Manag. Sci. 13 (1) (2016)
Adam Persing, Ajay Jasra, Alexandros Beskos, David J. Balding, Maria De Iorio
A Simulation Approach for Change-Points on Phylogenetic Trees. J. Comput. Biol. 22 (1) (2015)
Alexandros Beskos, Ajay Jasra, Ege A. Muzaffer, Andrew M. Stuart
Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Stat. Comput. 25 (4) (2015)
Ajay Jasra, Adam Persing, Alexandros Beskos, Kari Heine, Maria De Iorio
Bayesian Inference for Duplication-Mutation with Complementarity Network Models. J. Comput. Biol. 22 (11) (2015)
Nikolas Kantas, Alexandros Beskos, Ajay Jasra
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier-Stokes Equations. SIAM/ASA J. Uncertain. Quantification 2 (1) (2014)

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Publication Activity (10 Years)

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Alexandros Beskos