Edit Profile (opens in new tab) Beskos, Alexandros Co-Author Distance Author ID: beskos.alexandros Published as: Beskos, Alexandros; Beskos, A. External Links: MGP Documents Indexed: 45 Publications since 2005, including 1 Additional arXiv Preprint 2 Further Contributions Co-Authors: 46 Co-Authors with 46 Joint Publications 1,336 Co-Co-Authors all top 5 Co-Authors 1 single-authored 19 Jasra, Ajay 14 Roberts, Gareth O. 9 Crisan, Dan O. 9 Stuart, Andrew M. 6 Kantas, Nikolas 6 Papaspiliopoulos, Omiros 5 De Iorio, Maria 4 Paulin, Daniel 4 Thiéry, Alexandre H. 3 Fearnhead, Paul 3 Girolami, Mark A. 3 Pillai, Natesh S. 3 Ruzayqat, Hamza M. 3 Sanz-Serna, Jesús María 3 Singh, Sumeetpal Sidhu 3 van den Boom, Willem 3 Zhou, Yan 2 Chopin, Nicolas 2 Critchley, Frank 2 Doucet, Arnaud 2 Finke, Axel 2 Johansen, Adam M. 2 Kalogeropoulos, Konstantinos 2 Kamatani, Kengo 2 Law, Kody J. H. 2 Robert, Christian P. 2 Sermaidis, Giorgos 2 Simpson, Daniel Peter 2 Yonekura, Shouto 1 Adams, Ryan Prescott 1 Anaya-Izquierdo, Karim Alejandro 1 Arbel, Julyan 1 Archambeau, Cédric 1 Balding, David Joseph 1 Bao, Le 1 Barthelmé, Simon 1 Beffy, Magali 1 Bhadra, Anindya 1 Bornn, Luke 1 Bouchard, Guillaume 1 Boys, Richard J. 1 Calderhead, Ben 1 Campbell, David A. 1 Castro, Daniela 1 Chen, Yanjiun 1 Chin, Siu A. 1 Christie, Mike 1 Coad, D. Stephen 1 Coolen, Anthony C. C. 1 Cornebise, Julien 1 Cox, David Roxbee 1 Dellaportas, Petros 1 Draper, David 1 Dryden, Ian L. 1 Dureau, J. 1 Eguchi, Shinto 1 Er-Raiy, Aimad 1 Eriksson, Johan G. 1 Everitt, Richard Geoffrey 1 Farrell, Patrick E. 1 Filippone, Maurizio 1 Friel, Nial 1 Gandy, Axel 1 Gelman, Andrew 1 Gerber, Mathieu 1 Golightly, Andrew 1 Graham, Matthew M. 1 Griffin, Jim E. 1 Gripton, Adam 1 Guerrera, Thiago 1 Guillas, Serge 1 Guo, Xiaojia 1 Gutenkunst, Ryan 1 Haario, Heikki 1 Hao, Jie 1 He, Zhijian 1 Hetland, Andreas L. 1 Higham, Desmond J. 1 Holmes, Christopher C. 1 Honkela, Antti 1 Husmeier, Dirk 1 Iguchi, Yuga 1 Ikeda, Shiro 1 Jacob, Pierre E. 1 Jupp, Peter E. 1 King, Ruth 1 Künsch, Hans Rudolf 1 Kypraios, Theodore 1 Lacoste-Julien, Simon 1 Lan, Shiwei 1 Latuszynski, Krzysztof 1 Lau, F. Din-Houn 1 L’Ecuyer, Pierre 1 Lee, Anthony J. T. 1 Lemieux, Christiane 1 Lindsten, Fredrik 1 Linton, Oliver Bruce 1 Liu, Han 1 Llopis, Francesc Pons 1 Machta, Benjamin B. ...and 57 more Co-Authors all top 5 Serials 5 The Annals of Applied Probability 4 Stochastic Processes and their Applications 4 Statistics and Computing 3 Advances in Applied Probability 3 Bernoulli 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Journal of Computational and Graphical Statistics 3 SIAM/ASA Journal on Uncertainty Quantification 2 Journal of Computational Physics 2 SIAM Journal on Scientific Computing 2 Methodology and Computing in Applied Probability 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Biometrika 1 Statistics & Probability Letters 1 Foundations of Computational Mathematics 1 Stochastics and Dynamics 1 Computational Management Science 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Bayesian Analysis 1 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences all top 5 Fields 30 Numerical analysis (65-XX) 24 Probability theory and stochastic processes (60-XX) 24 Statistics (62-XX) 6 Partial differential equations (35-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 42 Publications have been cited 982 times in 581 Documents Cited by ▼ Year ▼ Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). Zbl 1100.62079 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul 126 2006 Exact simulation of diffusions. Zbl 1101.60060 Beskos, Alexandros; Roberts, Gareth O. 95 2005 Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 72 2006 MCMC methods for diffusion bridges. Zbl 1159.65007 Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew; Voss, Jochen 72 2008 Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090 Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew 66 2013 Geometric MCMC for infinite-dimensional inverse problems. Zbl 1375.35627 Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M. 51 2017 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 50 2014 Multilevel sequential Monte Carlo samplers. Zbl 1362.65010 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan 49 2017 Hybrid Monte Carlo on Hilbert spaces. Zbl 1235.60091 Beskos, A.; Pinski, F. J.; Sanz-Serna, J. M.; Stuart, A. M. 45 2011 Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions. Zbl 1172.60328 Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew 42 2009 Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations. Zbl 1308.65010 Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 39 2014 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 34 2008 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Zbl 1331.65012 Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M. 31 2015 On the convergence of adaptive sequential Monte Carlo methods. Zbl 1342.82127 Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre 31 2016 Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Zbl 1169.65004 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth 30 2009 Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals. Zbl 1395.82229 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan 20 2018 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 19 2017 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009 Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 17 2014 MCMC methods for sampling function space. Zbl 1179.65003 Beskos, Alexandros; Stuart, Andrew 13 2008 Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise. Zbl 1391.60083 Llopis, Francesc Pons; Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 10 2018 Markov chain Monte Carlo for exact inference for diffusions. Zbl 1328.65015 Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul 10 2013 Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion. Zbl 1419.62049 Beskos, A.; Dureau, J.; Kalogeropoulos, K. 9 2015 Advanced MCMC methods for sampling on diffusion pathspace. Zbl 1276.60078 Beskos, Alexandros; Kalogeropoulos, Konstantinos; Pazos, Erik 9 2013 \(\varepsilon\)-strong simulation of the Brownian path. Zbl 1263.65007 Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth 7 2012 A stable manifold MCMC method for high dimensions. Zbl 1296.60194 Beskos, Alexandros 6 2014 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 4 2021 One-shot CFTP; application to a class of truncated Gaussian densities. Zbl 1103.65013 Beskos, A.; Roberts, G. O. 3 2005 Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Zbl 1486.62010 van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. 3 2022 Monte Carlo co-ordinate ascent variational inference. Zbl 1447.62030 Ye, Lifeng; Beskos, Alexandros; De Iorio, Maria; Hao, Jie 3 2020 Computational complexity of Metropolis-Hastings methods in high dimensions. Zbl 1184.65002 Beskos, Alexandros; Stuart, Andrew 2 2009 Unbiased estimation using a class of diffusion processes. Zbl 07620351 Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 2 2023 The \(G\)-Wishart weighted proposal algorithm: efficient posterior computation for Gaussian graphical models. Zbl 07633315 van den Boom, Willem; Beskos, Alexandros; De Iorio, Maria 2 2022 On concentration properties of partially observed chaotic systems. Zbl 1434.37047 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 The natural hedge of a gas-fired power plant. Zbl 1397.90210 Guo, Xiaojia; Beskos, Alexandros; Siddiqui, Afzal 2 2016 Optimization based methods for partially observed chaotic systems. Zbl 07063478 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341 Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2022 Online smoothing for diffusion processes observed with noise. Zbl 07633325 Yonekura, Shouto; Beskos, Alexandros 1 2022 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013 Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 Asymptotic analysis of model selection criteria for general hidden Markov models. Zbl 1472.62138 Yonekura, Shouto; Beskos, Alexandros; Singh, Sumeetpal S. 1 2021 Efficient sequential Monte Carlo algorithms for integrated population models. Zbl 1426.62341 Finke, Axel; King, Ruth; Beskos, Alexandros; Dellaportas, Petros 1 2019 Unbiased estimation using a class of diffusion processes. Zbl 07620351 Ruzayqat, Hamza; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 2 2023 Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo. Zbl 1486.62010 van den Boom, Willem; Jasra, Ajay; De Iorio, Maria; Beskos, Alexandros; Eriksson, Johan G. 3 2022 The \(G\)-Wishart weighted proposal algorithm: efficient posterior computation for Gaussian graphical models. Zbl 07633315 van den Boom, Willem; Beskos, Alexandros; De Iorio, Maria 2 2022 A lagged particle filter for stable filtering of certain high-dimensional state-space models. Zbl 1499.62341 Ruzayqat, Hamza; Er-raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas 1 2022 Online smoothing for diffusion processes observed with noise. Zbl 07633325 Yonekura, Shouto; Beskos, Alexandros 1 2022 A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Zbl 1495.62013 Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan 1 2022 Score-based parameter estimation for a class of continuous-time state space models. Zbl 07378169 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza 4 2021 Asymptotic analysis of model selection criteria for general hidden Markov models. Zbl 1472.62138 Yonekura, Shouto; Beskos, Alexandros; Singh, Sumeetpal S. 1 2021 Monte Carlo co-ordinate ascent variational inference. Zbl 1447.62030 Ye, Lifeng; Beskos, Alexandros; De Iorio, Maria; Hao, Jie 3 2020 Optimization based methods for partially observed chaotic systems. Zbl 07063478 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 1 2019 Efficient sequential Monte Carlo algorithms for integrated population models. Zbl 1426.62341 Finke, Axel; King, Ruth; Beskos, Alexandros; Dellaportas, Petros 1 2019 Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals. Zbl 1395.82229 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan 20 2018 Particle filtering for stochastic Navier-Stokes signal observed with linear additive noise. Zbl 1391.60083 Llopis, Francesc Pons; Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 10 2018 On concentration properties of partially observed chaotic systems. Zbl 1434.37047 Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros 2 2018 Geometric MCMC for infinite-dimensional inverse problems. Zbl 1375.35627 Beskos, Alexandros; Girolami, Mark; Lan, Shiwei; Farrell, Patrick E.; Stuart, Andrew M. 51 2017 Multilevel sequential Monte Carlo samplers. Zbl 1362.65010 Beskos, Alexandros; Jasra, Ajay; Law, Kody; Tempone, Raul; Zhou, Yan 49 2017 A stable particle filter for a class of high-dimensional state-space models. Zbl 1426.62274 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kamatani, Kengo; Zhou, Yan 19 2017 On the convergence of adaptive sequential Monte Carlo methods. Zbl 1342.82127 Beskos, Alexandros; Jasra, Ajay; Kantas, Nikolas; Thiery, Alexandre 31 2016 The natural hedge of a gas-fired power plant. Zbl 1397.90210 Guo, Xiaojia; Beskos, Alexandros; Siddiqui, Afzal 2 2016 Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109 Gerber, Mathieu; Chopin, Nicolas 32 2015 Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Zbl 1331.65012 Beskos, Alexandros; Jasra, Ajay; Muzaffer, Ege A.; Stuart, Andrew M. 31 2015 Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion. Zbl 1419.62049 Beskos, A.; Dureau, J.; Kalogeropoulos, K. 9 2015 On the stability of sequential Monte Carlo methods in high dimensions. Zbl 1304.82070 Beskos, Alexandros; Crisan, Dan; Jasra, Ajay 50 2014 Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations. Zbl 1308.65010 Kantas, Nikolas; Beskos, Alexandros; Jasra, Ajay 39 2014 Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions. Zbl 1291.65009 Beskos, Alexandros; Crisan, Dan O.; Jasra, Ajay; Whiteley, Nick 17 2014 A stable manifold MCMC method for high dimensions. Zbl 1296.60194 Beskos, Alexandros 6 2014 Optimal tuning of the hybrid Monte Carlo algorithm. Zbl 1287.60090 Beskos, Alexandros; Pillai, Natesh; Roberts, Gareth; Sanz-Serna, Jesus-Maria; Stuart, Andrew 66 2013 Markov chain Monte Carlo for exact inference for diffusions. Zbl 1328.65015 Sermaidis, Giorgos; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Beskos, Alexandros; Fearnhead, Paul 10 2013 Advanced MCMC methods for sampling on diffusion pathspace. Zbl 1276.60078 Beskos, Alexandros; Kalogeropoulos, Konstantinos; Pazos, Erik 9 2013 \(\varepsilon\)-strong simulation of the Brownian path. Zbl 1263.65007 Beskos, Alexandros; Peluchetti, Stefano; Roberts, Gareth 7 2012 Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors’ reply. Zbl 1411.62071 Girolami, Mark; Calderhead, Ben 248 2011 Hybrid Monte Carlo on Hilbert spaces. Zbl 1235.60091 Beskos, A.; Pinski, F. J.; Sanz-Serna, J. M.; Stuart, A. M. 45 2011 Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions. Zbl 1172.60328 Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew 42 2009 Monte Carlo maximum likelihood estimation for discretely observed diffusion processes. Zbl 1169.65004 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth 30 2009 Computational complexity of Metropolis-Hastings methods in high dimensions. Zbl 1184.65002 Beskos, Alexandros; Stuart, Andrew 2 2009 MCMC methods for diffusion bridges. Zbl 1159.65007 Beskos, Alexandros; Roberts, Gareth; Stuart, Andrew; Voss, Jochen 72 2008 A factorisation of diffusion measure and finite sample path constructions. Zbl 1152.65013 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 34 2008 MCMC methods for sampling function space. Zbl 1179.65003 Beskos, Alexandros; Stuart, Andrew 13 2008 Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (With discussion). Zbl 1100.62079 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O.; Fearnhead, Paul 126 2006 Retrospective exact simulation of diffusion sample paths with applications. Zbl 1129.60073 Beskos, Alexandros; Papaspiliopoulos, Omiros; Roberts, Gareth O. 72 2006 Exact simulation of diffusions. Zbl 1101.60060 Beskos, Alexandros; Roberts, Gareth O. 95 2005 One-shot CFTP; application to a class of truncated Gaussian densities. Zbl 1103.65013 Beskos, A.; Roberts, G. O. 3 2005 all cited Publications top 5 cited Publications all top 5 Cited by 960 Authors 43 Jasra, Ajay 40 Roberts, Gareth O. 28 Beskos, Alexandros 27 Stuart, Andrew M. 17 Law, Kody J. H. 13 Crisan, Dan O. 11 Girolami, Mark A. 11 Marzouk, Youssef M. 11 Papaspiliopoulos, Omiros 10 Cui, Tiangang 10 Kamatani, Kengo 10 Sanz-Serna, Jesús María 10 Thiéry, Alexandre H. 9 Del Moral, Pierre 8 Kantas, Nikolas 8 Lan, Shiwei 8 Reich, Sebastian 8 Tempone, Raúl F. 7 Dunlop, Matthew M. 7 Ghattas, Omar N. 7 Pillai, Natesh S. 7 Sherlock, Chris 7 Ullmann, Elisabeth 7 van der Meulen, Frank Henri 7 Zhou, Yan 6 Fearnhead, Paul 6 Latz, Jonas 6 Papaioannou, Iason 6 Pollock, Murray 6 Schauer, Moritz 5 Bou-Rabee, Nawaf M. 5 Bui-Thanh, Tan 5 Chada, Neil K. 5 Chen, Peng 5 Drovandi, Christopher C. 5 Hoang, Viet Ha 5 Iglesias, Marco A. 5 Rosenthal, Jeffrey S. 5 Sanz-Alonso, Daniel 5 Shahbaba, Babak 5 Tong, Xin Thomson 5 Zahm, Olivier 4 Bédard, Myléne 4 Bierkens, Joris 4 Casella, Bruno 4 Chopin, Nicolas 4 Chow, Sy-Miin 4 Cotter, Colin John 4 Eberle, Andreas 4 Giesecke, Kay 4 Glatt-Holtz, Nathan E. 4 Golightly, Andrew 4 Heng, Jeremy 4 Herbei, Radu 4 Herrmann, Samuel 4 Jacob, Pierre E. 4 Johansen, Adam M. 4 Kohatsu-Higa, Arturo 4 Latuszynski, Krzysztof 4 Li, Jinglai 4 Míguez, Joaquín 4 Mijatović, Aleksandar 4 Morzfeld, Matthias 4 Moulines, Eric 4 Olsson, Jimmy 4 Ottobre, Michela 4 Paulin, Daniel 4 Ruzayqat, Hamza M. 4 Särkkä, Simo 3 Akhmatskaya, Elena 3 Blanchet, Jose H. 3 Byrne, Simon P. J. 3 Casas, Fernando 3 Cotter, Simon L. 3 De Iorio, Maria 3 Doucet, Arnaud 3 Durmus, Alain 3 Everitt, Richard Geoffrey 3 Friel, Nial 3 Giordano, Matteo 3 Gonçalves, Flávio Bambirra 3 Holm, Darryl Dallas 3 Ionides, Edward L. 3 Jentzen, Arnulf 3 Kalogeropoulos, Konstantinos 3 Kendall, Wilfrid S. 3 Selland Kleppe, Tore 3 Krometis, Justin A. 3 Le Corff, Sylvain 3 Lelièvre, Tony 3 Livingstone, Samuel 3 Lu, Zhaohua 3 Miasojedow, Błażej 3 Nickl, Richard 3 Nobile, Fabio 3 Nott, David John 3 Opper, Manfred 3 Park, Joonha 3 Peluchetti, Stefano 3 Samson, Adeline ...and 860 more Authors all top 5 Cited in 142 Serials 48 Statistics and Computing 30 SIAM/ASA Journal on Uncertainty Quantification 27 Journal of Computational Physics 26 The Annals of Applied Probability 24 SIAM Journal on Scientific Computing 22 Inverse Problems 20 Bernoulli 19 Computational Statistics and Data Analysis 16 The Annals of Statistics 14 Methodology and Computing in Applied Probability 13 Bayesian Analysis 12 Advances in Applied Probability 12 Stochastic Processes and their Applications 11 Journal of Applied Probability 10 Journal of Computational and Graphical Statistics 9 Statistical Science 7 Scandinavian Journal of Statistics 7 Journal of Statistical Computation and Simulation 7 The Annals of Applied Statistics 6 Journal of the American Statistical Association 5 Computer Methods in Applied Mechanics and Engineering 5 Statistics & Probability Letters 5 Stochastic Analysis and Applications 5 Computational Statistics 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 5 Stochastic and Partial Differential Equations. Analysis and Computations 4 Journal of Statistical Physics 4 Journal of Econometrics 4 Mathematics of Operations Research 4 SIAM Journal on Numerical Analysis 4 Journal of Time Series Analysis 4 Physica D 4 Electronic Journal of Probability 4 Computational Geosciences 4 Foundations of Computational Mathematics 4 Inverse Problems and Imaging 4 AStA. Advances in Statistical Analysis 4 Electronic Journal of Statistics 3 Journal of Mathematical Analysis and Applications 3 Psychometrika 3 Annals of the Institute of Statistical Mathematics 3 International Statistical Review 3 Operations Research 3 Computational Mechanics 3 Journal of Scientific Computing 3 Communications in Statistics. Simulation and Computation 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Statistical Inference for Stochastic Processes 3 Multiscale Modeling & Simulation 3 Acta Numerica 2 The Canadian Journal of Statistics 2 Mathematics of Computation 2 Biometrics 2 Journal of Computational and Applied Mathematics 2 Journal of Statistical Planning and Inference 2 Numerische Mathematik 2 International Journal of Adaptive Control and Signal Processing 2 Applied Mathematical Modelling 2 European Journal of Operational Research 2 SIAM Review 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Monte Carlo Methods and Applications 2 Mathematical Problems in Engineering 2 Mathematical Finance 2 The Econometrics Journal 2 Quantitative Finance 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Machine Learning Research (JMLR) 2 Computational Management Science 2 Mathematical Biosciences and Engineering 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Inverse Problems in Science and Engineering 2 Journal of the Korean Statistical Society 2 Mathematics and Financial Economics 2 Communications in Computational Physics 2 SIAM Journal on Imaging Sciences 2 SMAI Journal of Computational Mathematics 2 Foundations of Data Science 1 International Journal for Numerical Methods in Fluids 1 Journal of Mathematical Biology 1 Mathematical Biosciences 1 Physica A 1 Reports on Mathematical Physics 1 Bulletin of Mathematical Biology 1 The Annals of Probability 1 Automatica 1 International Journal for Numerical Methods in Engineering 1 Mathematics and Computers in Simulation 1 Memoirs of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Theoretical Population Biology 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Operations Research Letters 1 Journal of Computational Mathematics 1 Probability Theory and Related Fields 1 Journal of Complexity 1 Constructive Approximation 1 International Journal of Approximate Reasoning 1 Numerical Methods for Partial Differential Equations ...and 42 more Serials all top 5 Cited in 35 Fields 362 Numerical analysis (65-XX) 356 Statistics (62-XX) 281 Probability theory and stochastic processes (60-XX) 60 Partial differential equations (35-XX) 44 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Systems theory; control (93-XX) 21 Computer science (68-XX) 21 Biology and other natural sciences (92-XX) 20 Statistical mechanics, structure of matter (82-XX) 17 Fluid mechanics (76-XX) 15 Geophysics (86-XX) 12 Dynamical systems and ergodic theory (37-XX) 11 Operations research, mathematical programming (90-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 7 Approximations and expansions (41-XX) 6 Ordinary differential equations (34-XX) 5 Operator theory (47-XX) 5 Optics, electromagnetic theory (78-XX) 5 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 3 Mechanics of particles and systems (70-XX) 3 Mechanics of deformable solids (74-XX) 2 History and biography (01-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Functional analysis (46-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Mathematics education (97-XX) Citations by Year