The Library
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Number of items: 12.
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 ISSN 0021-9991.
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 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.
2012
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.
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 ISSN 0304-4149.
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 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.
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 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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