A Factorisation of Diffusion Measure and Finite Sample Path Constructions.
- Published in:
- Methodology & Computing in Applied Probability, 2008, v. 10, n. 1, p. 85, doi. 10.1007/s11009-007-9060-4
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- Publication type:
- Article
Works matching AU BESKOS, ALEXANDROS
Results: 18
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Markov Chain Monte Carlo for Exact Inference for Diffusions.
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- Scandinavian Journal of Statistics, 2013, v. 40, n. 2, p. 294, doi. 10.1111/j.1467-9469.2012.00812.x
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- Article
3
ParticleDA.jl v.1.0: a distributed particle-filtering data assimilation package.
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- Geoscientific Model Development, 2024, v. 17, n. 6, p. 2427, doi. 10.5194/gmd-17-2427-2024
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- Publication type:
- Article
4
Optimization Based Methods for Partially Observed Chaotic Systems.
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- Foundations of Computational Mathematics, 2019, v. 19, n. 3, p. 485, doi. 10.1007/s10208-018-9388-x
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- Article
5
Sequential Markov chain Monte Carlo for Lagrangian data assimilation with applications to unknown data locations.
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- Quarterly Journal of the Royal Meteorological Society, 2024, v. 150, n. 761, p. 2418, doi. 10.1002/qj.4716
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- Article
6
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models.
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2022, v. 84, n. 4, p. 1229, doi. 10.1111/rssb.12497
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- Article
7
MCMC METHODS FOR DIFFUSION BRIDGES.
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- Stochastics & Dynamics, 2008, v. 8, n. 3, p. 319, doi. 10.1142/S0219493708002378
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- Publication type:
- Article
8
Bayesian Learning of Graph Substructures.
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- Bayesian Analysis, 2023, v. 18, n. 4, p. 1311, doi. 10.1214/22-BA1338
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- Article
9
Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion).
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- Journal of the Royal Statistical Society: Series B (Statistical Methodology), 2006, v. 68, n. 3, p. 333, doi. 10.1111/j.1467-9868.2006.00552.x
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- Article
10
On concentration properties of partially observed chaotic systems.
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- Advances in Applied Probability, 2018, v. 50, n. 2, p. 440, doi. 10.1017/apr.2018.21
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- Article
11
A stable particle filter for a class of high-dimensional state-space models.
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- Advances in Applied Probability, 2017, v. 49, n. 1, p. 24, doi. 10.1017/apr.2016.77
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- Article
12
ERROR BOUNDS AND NORMALISING CONSTANTS FOR SEQUENTIAL MONTE CARLO SAMPLERS IN HIGH DIMENSIONS.
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- Advances in Applied Probability, 2014, v. 46, n. 1, p. 279, doi. 10.1239/aap/1396360114
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- Article
13
The natural hedge of a gas-fired power plant.
- Published in:
- Computational Management Science, 2016, v. 13, n. 1, p. 63, doi. 10.1007/s10287-014-0222-x
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- Article
14
Efficient Sequential Monte Carlo Algorithms for Integrated Population Models.
- Published in:
- Journal of Agricultural, Biological & Environmental Statistics (JABES), 2019, v. 24, n. 2, p. 204, doi. 10.1007/s13253-018-00349-9
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- Publication type:
- Article
15
The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models.
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- Journal of Computational & Graphical Statistics, 2022, v. 31, n. 4, p. 1215, doi. 10.1080/10618600.2022.2050250
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- Publication type:
- Article
16
Online Smoothing for Diffusion Processes Observed with Noise.
- Published in:
- Journal of Computational & Graphical Statistics, 2022, v. 31, n. 4, p. 1344, doi. 10.1080/10618600.2022.2027243
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- Publication type:
- Article
17
MCMC Algorithms for Posteriors on Matrix Spaces.
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- Journal of Computational & Graphical Statistics, 2022, v. 31, n. 3, p. 721, doi. 10.1080/10618600.2022.2058953
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- Publication type:
- Article
18
ParticleDA.jl v.1.0: A real-time data assimilation software platform.
- Published in:
- Geoscientific Model Development Discussions, 2023, p. 1, doi. 10.5194/gmd-2023-38
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- Publication type:
- Article