Alexandros Beskos
Statistics and Probability · 2005–2014
A researcher in the Science corpus: 9 papers; trusts 46 researchers and is trusted by 52 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 57 citations into it; #936 of 12,932 by trust here, #1,034 by citations
- Artificial Intelligence — 39 citations into it; #3,902 of 35,345 by trust here, #7,531 by citations
- Probabilistic & Bayesian Methods — 33 citations into it
- Finance — 28 citations into it; #4,129 of 10,518 by trust here, #7,251 by citations
- Mathematical Physics — 16 citations into it
- Economics and Econometrics — 9 citations into it
- Condensed Matter Physics — 7 citations into it; #371 of 1,948 by trust here, #1,069 by citations
- Management Science and Operations Research — 7 citations into it; #6,060 of 11,946 by trust here, #6,888 by citations
Whom Alexandros Beskos trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Gareth O. Roberts
- Pierre Del Moral
- Radford M. Neal
- Bjørn Eraker
- Yacine Aït-Sahalia
- Arnaud Doucet
- Nicolas Chopin
- Christophe Andrieu
- H. Sørensen
- Jeffrey S. Rosenthal
Who trusts Alexandros Beskos overall
- Omiros Papaspiliopoulos
- Gareth O. Roberts
- Chenxu Li
- Murray Pollock
- Paul Fearnhead
- Osnat Stramer
- Adam M. Johansen
- Peter J. Green
- Fabienne Comte
- Steffen Dereich
Papers from Alexandros Beskos's perspective
Ordered by how strongly the researchers Alexandros Beskos trusts endorse each paper. Same corpus, a different order for every researcher.
- Weak convergence and optimal scaling of random walk Metropolis algorithms
- Annealed importance sampling
- Sequential Monte Carlo samplers
- Monte Carlo strategies in scientific computing
- Monte Carlo Strategies in Scientific Computing
- Sequential Monte Carlo Methods in Practice
- Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications
- Monte Carlo Statistical Methods
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Markov Chains and Stochastic Stability
Their papers
- Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion) (2006) — 415 citations
- Hybrid Monte Carlo on Hilbert spaces (2011) — 155 citations
- Retrospective exact simulation of diffusion sample paths with applications (2006) — 258 citations
- Optimal tuning of the hybrid Monte Carlo algorithm (2010) — 355 citations
- Monte Carlo Maximum Likelihood Estimation for Discretely Observed Diffusion Processes (2009) — 84 citations
- Exact simulation of diffusions (2005) — 321 citations
- On the stability of sequential Monte Carlo methods in high dimensions (2011) — 186 citations
- A Factorisation of Diffusion Measure and Finite Sample Path Constructions (2008) — 125 citations
- Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions (2014) — 49 citations