Alexandros Beskos

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4577-8153

Department of Statistical Science, University College London

Publications

• Change point detection in dynamic Gaussian graphical models: The impact of COVID-19 pandemic on the U.S. stock market — The Annals of Applied Statistics 2024
• Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion — Biometrika 2015
• Monte Carlo maximum likelihood estimation for discretely observed diffusion processes — The Annals of Statistics 2009
• Exact and computationally efficient likelihood-based estimation for discretely observed diffusion processes (with discussion) — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006