Dr Alexandros Beskos
| Position | Lecturer in Statistics |
| Phone (external) | 02076798352 |
| Phone (internal) | 48352 |
| Email(*) | a.beskos |
| Personal webpage | http://www.homepages.ucl.ac.uk/~ucakabe/ |
| Themes | Computational Statistics, Stochastic Modelling and Time Series |
* @ucl.ac.uk
Biographical Details
2008-Today: Lecturer in Statistics at UCL
2005-2008: Post-Doc in Mathematics Institute and Department of Statistics, at University of Warwick
2002-2005: Did my PhD under the supervision of Professor Gareth Roberts.
Research Interests
Monte-Carlo Methods, MCMC algorithms, Investigation of Monte-Carlo methods in high dimensions, Sequential Monte-Carlo algorithms,
Hamiltonian dynamics for MCMC, MCMC algorithms on Hilbert spaces,
Inference and Simulation methods for Stochastic Differential Equations,
Simulation of Diffusion paths under restrictions.
Selected publications
- Optimal scalings for local Metropolis-Hastings chains on non-product targets in high dimensions, with Gareth Roberts, Andrew Stuart. Annals of Applied Probability, 19, 3(2009), 863-898.
- Monte-Carlo maximum likelihood estimation for discretely observed diffusion processes, with Omiros Papaspiliopoulos, Gareth Roberts. Annals of Statistics, 37, 1(2009), 223-245.
Page last modified on 05 dec 12 17:05
