Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) A Beskos, O Papaspiliopoulos, GO Roberts, P Fearnhead Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2006 | 506 | 2006 |
Optimal tuning of the hybrid Monte Carlo algorithm A Beskos, N Pillai, G Roberts, JM Sanz-Serna, A Stuart | 408 | 2013 |
Exact simulation of diffusions A Beskos, GO Roberts | 384 | 2005 |
Retrospective exact simulation of diffusion sample paths with applications A Beskos, O Papaspiliopoulos, GO Roberts Bernoulli 12 (6), 1077-1098, 2006 | 306 | 2006 |
MCMC methods for diffusion bridges A Beskos, G Roberts, A Stuart, J Voss Stochastics and Dynamics 8 (03), 319-350, 2008 | 262 | 2008 |
On the stability of sequential Monte Carlo methods in high dimensions A Beskos, D Crisan, A Jasra | 212 | 2014 |
Geometric MCMC for infinite-dimensional inverse problems A Beskos, M Girolami, S Lan, PE Farrell, AM Stuart Journal of Computational Physics 335, 327-351, 2017 | 174 | 2017 |
Hybrid monte carlo on hilbert spaces A Beskos, FJ Pinski, JM Sanz-Serna, AM Stuart Stochastic Processes and their Applications 121 (10), 2201-2230, 2011 | 171 | 2011 |
Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions A Beskos, G Roberts, A Stuart | 143 | 2009 |
Sequential Monte Carlo methods for high-dimensional inverse problems: A case study for the Navier--Stokes equations N Kantas, A Beskos, A Jasra SIAM/ASA Journal on Uncertainty Quantification 2 (1), 464-489, 2014 | 134 | 2014 |
A factorisation of diffusion measure and finite sample path constructions A Beskos, O Papaspiliopoulos, GO Roberts Methodology and Computing in Applied Probability 10, 85-104, 2008 | 134 | 2008 |
A stable particle filter for a class of high-dimensional state-space models A Beskos, D Crisan, A Jasra, K Kamatani, Y Zhou Advances in Applied Probability 49 (1), 24-48, 2017 | 128* | 2017 |
Multilevel sequential monte carlo samplers A Beskos, A Jasra, K Law, R Tempone, Y Zhou Stochastic Processes and their Applications 127 (5), 1417-1440, 2017 | 125 | 2017 |
On the convergence of adaptive sequential Monte Carlo methods A Beskos, A Jasra, N Kantas, A Thiery | 120 | 2016 |
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes A Beskos, O Papaspiliopoulos, G Roberts | 115 | 2009 |
Sequential Monte Carlo methods for Bayesian elliptic inverse problems A Beskos, A Jasra, EA Muzaffer, AM Stuart Statistics and Computing 25, 727-737, 2015 | 85 | 2015 |
Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions A Beskos, DO Crisan, A Jasra, N Whiteley Advances in Applied Probability 46 (1), 279-306, 2014 | 67* | 2014 |
MCMC methods for sampling function space A Beskos, A Stuart Invited Lectures, Sixth International Congress on Industrial and Applied …, 2009 | 64 | 2009 |
Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals A Beskos, A Jasra, K Law, Y Marzouk, Y Zhou SIAM/ASA Journal on Uncertainty Quantification 6 (2), 762-786, 2018 | 49 | 2018 |
Markov chain Monte Carlo for exact inference for diffusions G Sermaidis, O Papaspiliopoulos, GO Roberts, A Beskos, P Fearnhead Scandinavian Journal of Statistics 40 (2), 294-321, 2013 | 47 | 2013 |