2017

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

2013

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

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

2012

Beskos, Alexandros, Peluchetti, Stefano and Roberts, Gareth O. (2012) ε-Strong simulation of the Brownian path. Bernoulli, Volume 18 (Number 4). pp. 1223-1248. doi:10.3150/11-BEJ383

2011

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

2009

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 Metropolis–Hastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3). pp. 863-898. doi:10.1214/08-AAP563

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

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.

2008

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

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. doi:10.1007/s11009-007-9060-4