4. Mathematics
  5. Statistics Theory

Alexandros Beskos

Mathematics – Statistics Theory

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Advanced MCMC Methods for Sampling on Diffusion Pathspace

Statistics – Methodology
Scientific paper

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Error Bounds and Normalizing Constants for Sequential Monte Carlo in High Dimensions

Statistics – Computation
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Exact simulation of diffusions

Mathematics – Probability
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Monte Carlo maximum likelihood estimation for discretely observed diffusion processes

Mathematics – Statistics Theory
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On the Stability of Sequential Monte Carlo Methods in High Dimensions

Statistics – Computation
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