281 citations · 865 across the 46 of their papers we have counts for
51 papers
Bayesian Posterior Learning of Mixed Graphical Models
Erdong Guo, Alexandros Beskos, Maria De Iorio
Mixed Graphical Models (MGMs) provide a flexible framework for structure learning from heterogeneous data by treating sets of both continuous and discrete. Bayesian inference for M…
Similarity-Driven Proposals for MCMC Algorithms on Discrete Spaces
Luca Aiello, Raffaele Argiento, Alexandros Beskos +1
Recent research has led to the development of MCMC algorithms with likelihood-informed proposals when targeting posterior distributions supported on discrete state spaces. Our work…
Particle Filtering for a Class of State-Space Models with Low and Degenerate Observational Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear funct…
Sequential Markov Chain Monte Carlo for Filtering of State-Space Models with Low or Degenerate Observation Noise
Abylay Zhumekenov, Alexandros Beskos, Dan Crisan +2
We consider the discrete-time filtering problem in scenarios where the observation noise is degenerate or low. More precisely, one is given access to a discrete time observation se…
A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs
Yuga Iguchi, Alexandros Beskos
We introduce a closed-form expansion for the transition density of elliptic and hypo-elliptic multivariate Stochastic Differential Equations (SDEs), over a period , in…
Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications
Yuga Iguchi, Ajay Jasra, Mohamed Maama +1
We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-ellipti…