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Number of items: 12.
Beskos, Alexandros, Girolami, Mark, Lan, Shiwei, Farrell, Patrick E. and Stuart, A. M. (2017) Geometric MCMC for infinite-dimensional inverse problems. Journal of Computational Physics, 335 . pp. 327-351. doi:10.1016/j.jcp.2016.12.041 ISSN 0021-9991.
Sermaidis, Giorgos, Papaspiliopoulos, Omiros, Roberts, Gareth O., Beskos, Alexandros and Fearnhead, Paul (2013) Markov chain monte carlo for exact inference for diffusions. Scandinavian Journal of Statistics, Volume 40 (Number 2). pp. 294-321. doi:10.1111/j.1467-9469.2012.00812.x ISSN 0303-6898.
Beskos, Alexandros, Pillai, Natesh S., Roberts, Gareth O., Sanz-Serna, Jesus and Stuart, A. M. (2013) Optimal tuning of the hybrid monte-carlo algorithm. Bernoulli, Volume 19 (Number 5a). pp. 1501-1534. doi:10.3150/12-BEJ414 ISSN 1350-7265.
Beskos, Alexandros, Peluchetti, Stefano and Roberts, Gareth O. (2012) Ξ΅-Strong simulation of the Brownian path. Bernoulli, Volume 18 (Number 4). pp. 1223-1248. doi:10.3150/11-BEJ383 ISSN 1350-7265.
Beskos, Alexandros, Pinski, F. J., Sanz-Serna, J. M. and Stuart, A. M. (2011) Hybrid Monte Carlo on Hilbert spaces. Stochastic Processes and their Applications, Vol.121 (No.10). pp. 2201-2230. doi:10.1016/j.spa.2011.06.003 ISSN 0304-4149.
Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S. and Pinski, F. J. (2009) MCMC methods in high dimension. In: 2009-10 Program on Stochastic Dynamics Opening Tutorials & Workshops, Raleigh, NC, 30 Aug-2 Sep 2009 ISBN 978-0-7354-0709-1.
Beskos, Alexandros, Roberts, Gareth O. and Stuart, A. M. (2009) Optimal scalings for local MetropolisβHastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3). pp. 863-898. doi:10.1214/08-AAP563 ISSN 1050-5164.
Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2009) Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Annals of statistics, Vol.37 (No.1). pp. 223-245. doi:10.1214/07-AOS550 ISSN 0090-5364.
Beskos, Alexandros and Stuart, A. M. (2009) MCMC methods for sampling function space. In: 6th International Congress on Industrial and Applied Mathematics, Zurich, Switzerland, 16-20 Jul 2007. Published in: ICIAM 07: 6th International Congress on Industrial and Applied Mathematics pp. 337-364. ISBN 9783037190562.
Beskos, Alexandros, Roberts, Gareth O., Stuart, A. M. and Voss, Jochen (2008) MCMC methods for diffusion bridges. Stochastics and Dynamics, Vol.8 (No.3). pp. 319-350. doi:10.1142/S0219493708002378 ISSN 0219-4937.
Beskos, Alexandros and Stuart, A. M. (2008) Optimal tuning of MCMC algorithms in infinite dimensions. In: (MCQMC'08) Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MontrΓ©al, QuΓ©bec, 6-11 Jul 2008 (Unpublished)
Beskos, Alexandros, Papaspiliopoulos, Omiros and Roberts, Gareth O. (2008) A factorisation of diffusion measure and finite sample path constructions. Methodology and Computing in Applied Probability, Vol.10 (No.1). pp. 85-104. doi:10.1007/s11009-007-9060-4 ISSN 1387-5841.
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