The Library
Browse by Warwick Author
![]() | Up a level |
Number of items: 9.
Beskos, Alexandros, Pillai, Natesh S., 1981-, Roberts, Gareth O., Sanz-Serna, Jesus and Stuart, A. M.. (2013) Optimal tuning of the hybrid monte-carlo algorithm. Bernoulli . ISSN 1350-7265 (In Press)
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. ISSN 0304-4149
Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S., 1981- 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
Beskos, Alexandros, Roberts, Gareth O. and Stuart, A. M.. (2009) Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3). pp. 863-898. 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. 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, July 16-20, 2007. Published in: ICIAM 07: 6TH INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS pp. 337-364.
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. 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Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Montréal, Québec, 6-11 Jul 2008 (Unpublished)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. ISSN 1387-5841
This list was generated on Sun May 19 13:50:56 2013 BST.

