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Author ID: beskos.alexandros Recent zbMATH articles by "Beskos, Alexandros"
Published as: Beskos, Alexandros; Beskos, A.
External Links: MGP
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

Publications by Year

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 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