Concepedia

Alexandros Beskos

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Publications

33

Citations

2.7K

H-Index

20

Active since

2005

Affiliations

University College London(Current)

National University of Singapore

University of Warwick

Imperial College London

Lancaster University

Alexandros Beskos is an author at University College London specializing in monte carlo methods, stochastic processes, and monte carlo simulation.

Publications per year

2005–2022

33

Publications

33

Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2006 · 356 citations · Full text

Business, Biostatistics, Statistical Modeling +16

Exact simulation of diffusions

Alexandros Beskos, Gareth O. Roberts · The Annals of Applied Probability · 2005 · 281 citations · Full text

Engineering, Computational Engineering, Stochastic Modeling +15

Optimal tuning of the hybrid Monte Carlo algorithm

Alexandros Beskos, Natesh S. Pillai, Gareth O. Roberts et al. · Bernoulli · 2013 · 271 citations · Full text

Engineering, Computer Science, Physics +17

Retrospective exact simulation of diffusion sample paths with applications

Alexandros Beskos, Omiros Papaspiliopoulos, Gareth O. Roberts · Bernoulli · 2006 · 197 citations · Full text

Engineering, Physics, Markov Decision Processes +14

MCMC METHODS FOR DIFFUSION BRIDGES

Alexandros Beskos, Gareth O. Roberts, Andrew M. Stuart · Stochastics and Dynamics · 2008 · 169 citations

Engineering, Computational Engineering, Bayesian Data Analysis +16

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