E-LIB Suche - Ergebnisse für: Beskos, Alexandros

1

Parameter inference for degenerate diffusion processes:

Iguchi, Yuga ; Beskos, Alexandros ; Graham, Matthew M.
Stochastic Processes and their Applications. 174 (2024) - p. 104384 , 2024

Link: https://doi.org/10.1016/..

2

ParticleDA.jl v.1.0: a distributed particle-filteringdata a..:

Giles, Daniel ; Graham, Matthew M. ; Giordano, Mosè...
Geoscientific Model Development. 17 (2024) 6 - p. 2427-2445 , 2024

Link: https://doi.org/10.5194/..

3

Sequential Markov chain Monte Carlo for Lagrangian data ass..:

Ruzayqat, Hamza ; Beskos, Alexandros ; Crisan, Dan..
Quarterly Journal of the Royal Meteorological Society. 150 (2024) 761 - p. 2418-2439 , 2024

Link: https://doi.org/10.1002/..

4

Unbiased estimation using a class of diffusion processes:

Ruzayqat, Hamza ; Beskos, Alexandros ; Crisan, Dan..
Journal of Computational Physics. 472 (2023) - p. 111643 , 2023

Link: https://doi.org/10.1016/..

5

A Lagged Particle Filter for Stable Filtering of Certain Hi..:

Ruzayqat, Hamza ; Er-raiy, Aimad ; Beskos, Alexandros...
SIAM/ASA Journal on Uncertainty Quantification. 10 (2022) 3 - p. 1130-1161 , 2022

Link: https://doi.org/10.1137/..

6

Unbiased approximation of posteriors via coupled particle M..:

van den Boom, Willem ; Jasra, Ajay ; De Iorio, Maria..
Statistics and Computing. 32 (2022) 3 - p. , 2022

Link: https://doi.org/10.1007/..

7

Manifold Markov Chain Monte Carlo Methods for Bayesian Infe..:

Graham, Matthew M. ; Thiery, Alexandre H. ; Beskos, Alexandros
Journal of the Royal Statistical Society Series B: Statistical Methodology. 84 (2022) 4 - p. 1229-1256 , 2022

Link: https://doi.org/10.1111/..

8

A 4D-Var method with flow-dependent background covariances ..:

Paulin, Daniel ; Jasra, Ajay ; Beskos, Alexandros.
Statistics and Computing. 32 (2022) 4 - p. , 2022

Link: https://doi.org/10.1007/..

9

TheG-Wishart Weighted Proposal Algorithm: Efficient Posteri..:

van den Boom, Willem ; Beskos, Alexandros ; De Iorio, Maria
Journal of Computational and Graphical Statistics. 31 (2022) 4 - p. 1215-1224 , 2022

Link: https://doi.org/10.1080/..

10

Online Smoothing for Diffusion Processes Observed with Nois:

Yonekura, Shouto ; Beskos, Alexandros
Journal of Computational and Graphical Statistics. 31 (2022) 4 - p. 1344-1360 , 2022

Link: https://doi.org/10.1080/..

11

MCMC Algorithms for Posteriors on Matrix Spaces:

Beskos, Alexandros ; Kamatani, Kengo
Journal of Computational and Graphical Statistics. 31 (2022) 3 - p. 721-738 , 2022

Link: https://doi.org/10.1080/..

12

Score-Based Parameter Estimation for a Class of Continuous-..:

Beskos, Alexandros ; Crisan, Dan ; Jasra, Ajay..
SIAM Journal on Scientific Computing. 43 (2021) 4 - p. A2555-A2580 , 2021

Link: https://doi.org/10.1137/..

13

Asymptotic analysis of model selection criteria for general..:

Yonekura, Shouto ; Beskos, Alexandros ; Singh, Sumeetpal S.
Stochastic Processes and their Applications. 132 (2021) - p. 164-191 , 2021

Link: https://doi.org/10.1016/..

14

Monte Carlo co-ordinate ascent variational inference:

Ye, Lifeng ; Beskos, Alexandros ; De Iorio, Maria.
Statistics and Computing. 30 (2020) 4 - p. 887-905 , 2020

Link: https://doi.org/10.1007/..

15

Efficient Sequential Monte Carlo Algorithms for Integrated ..:

Finke, Axel ; King, Ruth ; Beskos, Alexandros.
Journal of Agricultural, Biological and Environmental Statistics. 24 (2019) 2 - p. 204-224 , 2019

Link: https://doi.org/10.1007/..