Gerber, Mathieu; Chopin, Nicolas [Pitt, Michael; Doucet, Arnaud; Oates, Chris J.; Simpson, Daniel; Girolami, Mark; Pollock, M.; Johansen, Adam M.; Łatuszyński, K.; Roberts, G. O.; Finke, Axel; Hetland, Andreas L.; Lee, Anthony; Critchley, Frank; Nguyen, Dao; Arbel, Julyan; Prünster, Igor; Bao, Le; Beskos, Alexandros; Jasra, Ajay; Castro, Daniela; Porcu, Emilio; Coad, D. S.; Weng, R. C.; Everitt, Richard G.; Gandy, Axel; Lau, F. Din-Houn; He, Zhijian; Owen, Art B.; Paulin, Daniel; Thiery, Alexandre H.; Künsch, Hans R.; Lacoste-Julien, Simon; Lindsten, Fredrik; L’Ecuyer, Pierre; Lemieux, Christiane; Singh, Sumeetpal S.; Liu, Han; Zeng, Yong; Mateu, Jorge; Papaspiliopoulos, Omiros; Robert, Christian P.; Rudolf, Daniel; Ryder, Robin J.; Telesca, Donatello; Wong, Weng Kee; Tong, Howell; Wu, Ruochen; Linton, Oliver] Sequential quasi Monte Carlo. With discussion and authors’ reply. (English) Zbl 1414.62109 J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509-579 (2015). MSC: 62G05 65C60 PDFBibTeX XMLCite \textit{M. Gerber} and \textit{N. Chopin}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 77, No. 3, 509--579 (2015; Zbl 1414.62109) Full Text: DOI arXiv
Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul Markov chain Monte Carlo for exact inference for diffusions. (English) Zbl 1328.65015 Scand. J. Stat. 40, No. 2, 294-321 (2013). MSC: 65C40 60J60 60H10 PDFBibTeX XMLCite \textit{G. Sermaidis} et al., Scand. J. Stat. 40, No. 2, 294--321 (2013; Zbl 1328.65015) Full Text: DOI arXiv
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. (English) Zbl 1169.65004 Ann. Stat. 37, No. 1, 223-245 (2009). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 62M05 60J60 65C05 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{A. Beskos} et al., Ann. Stat. 37, No. 1, 223--245 (2009; Zbl 1169.65004) Full Text: DOI arXiv Euclid
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. A factorisation of diffusion measure and finite sample path constructions. (English) Zbl 1152.65013 Methodol. Comput. Appl. Probab. 10, No. 1, 85-104 (2008). Reviewer: Serghey G. Suvorov (Donetsk) MSC: 65C50 60J60 60J65 PDFBibTeX XMLCite \textit{A. Beskos} et al., Methodol. Comput. Appl. Probab. 10, No. 1, 85--104 (2008; Zbl 1152.65013) Full Text: DOI Link
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. Retrospective exact simulation of diffusion sample paths with applications. (English) Zbl 1129.60073 Bernoulli 12, No. 6, 1077-1098 (2006). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60J60 60G17 PDFBibTeX XMLCite \textit{A. Beskos} et al., Bernoulli 12, No. 6, 1077--1098 (2006; Zbl 1129.60073) Full Text: DOI Euclid
Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). (English) Zbl 1100.62079 J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333-382 (2006). MSC: 62M05 65C05 62F15 65C40 PDFBibTeX XMLCite \textit{A. Beskos} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 68, No. 3, 333--382 (2006; Zbl 1100.62079) Full Text: DOI