Position | Professor in Statistics |
Phone (external) | 02076798352 |
Phone (internal) | 48352 |
Email(*) | a.beskos |
Personal webpage | /statistics/people/alexandrosbeskos |
Themes | Computational Statistics |
* @ucl.ac.uk
Ìý
Biographical Details
Research Interests
Current &ÌýPast PhD Students
Current &ÌýPast Post-Doctoral Researchers
Publications
Submitted Manuscripts
Grants &ÌýAwards
Ìý
Ìý
Biographical Details
Ìý
Since 2022: Professor in Statistics,ÌýDepartment of Statistical Science, °×С½ãÂÛ̳.
2017-23: ,Ìý.
2015-22: ReaderÌýin Statistics, Department of Statistical Science, °×С½ãÂÛ̳.
2020-21: Visiting Associate Professor, , Singapore.
2014-15: Visiting Researcher, , , .
2013-14: Associate Professor, , , Singapore.
2012-13: Senior Lecturer in Statistics, Department of Statistical Science,Ìý°×С½ãÂÛ̳.
2008-12: Lecturer in Statistics, Department of Statistical Science, °×С½ãÂÛ̳.
2007-08: Research Fellow, , , .
2005-08: Research Fellow, under EPSRC grant, , .Ìý
2002-05: PhD in Statistics, supervisor Professor , , .
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Research Interests
- Bayesian Statistics
- Computational StatisticsÌýÌý
- Filtering
- Econometrics
- Biostatistics
- Graphical Models
- Financial Statistics
- Inverse Problems
- Epigenetics
- Population Models
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Current &ÌýPast PhD Students
- Since 2021: Yuga Iguchi, °×С½ãÂÛ̳ |ÌýFunded by the .Ìý
- Since 2020: Christopher Stanton, °×С½ãÂÛ̳ |ÌýFunded by EPSRC DTP, °×С½ãÂÛ̳ Studentships Award.
- Since 2018:ÌýWarrick Poklewski-Koziell (Part-Time), °×С½ãÂÛ̳ |Ìýfunded byÌý.
- 2016-20: , °×С½ãÂÛ̳ & Alan Turing Institute |ÌýFunded by theÌýÌý|ÌýCurrentÌýposition: Lecturer (with Tenure) in Statistics, .
- Since 2015:ÌýNeil Foster (Part-Time), °×С½ãÂÛ̳ |Ìýfunded by °×С½ãÂÛ̳ & Channel 4.
- 2012-16:Ìý (Co-Supervisor), °×С½ãÂÛ̳ |ÌýFunded by Xerox |ÌýCurrent position: Associate ProfessorÌýin Statistics, DepartmentÌýof Statistical Science, °×С½ãÂÛ̳.
- 2009-14: , °×С½ãÂÛ̳ |ÌýFunded by EPSRC DTP, °×С½ãÂÛ̳ Studentships Award |ÌýCurrent position: Senior Consultant - Data Science, QuantumBlack, McKinsey & Company, London.
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Current &ÌýPast Post-Doctoral Researchers
- 2020-21: Ìý(Co-Supervisor) |ÌýFunded by internal Departmental resources | Current position: Postdoctoral Researcher, .
- 2016-17: , °×С½ãÂÛ̳ |ÌýFunded by Leverhulme Trust PrizeÌý|ÌýCurrent position: Lecturer in Statistics, .
- 2013-14: , National University of Singapore |ÌýFunded by internal Departmental resources | Current position: Associate ProfessorÌýin Statistics, .
- 2012-13: , °×С½ãÂÛ̳ |ÌýFunded by EPSRC First GrantÌý|ÌýCurrent position:ÌýSenior Lecturer in Statistics, .
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Publications
* For an up-to-date complete list of publications, see my Google Scholar webpage:
- ,Ìýwith van den Boom, W., De Iorio, M., Bayesian Analysis, 2023.
- , with Ruzayqat, H., Crisan, D., Jasra, A., Kantas, N., Journal of Computational Physics, 2022.
- , with Paulin, D., Jasra, A., Crisan, D., Statistics and Computing, 2022.
- , with van den Boom, W., De Iorio, M., Journal of Computational and Graphical Statistics, 2022.
- , with Ruzayqat, H., Er-Raiy, A., Crisan, D., Jasra, A., Kantas, N., SIAM/ASA Journal on Uncertainty Quantification, 2022.
- , with van den Boom, W., Jasra, A., De Iorio, M., Eriksson, J., Statistics and Computing, 2022
- , with Graham, M., Thiery, A., Journal of the Royal Statistical Society, Series B, 2022.
- , with Yonekura, S. Journal of Computational and Graphical Statistics, 2022.
- , with Kamatani, K., Journal of Computational and Graphical Statistics, 2022
- , with Crisan, D., Jasra, A., Kantas, N., Ruzayqat, H., SIAM Journal ofÌýScientific Computing, 2021.
- , with Yonekura, S., Singh, S.,ÌýStochastic Processes and their Applications,Ìý2021.
- , with Ye, L., De Iorio, M., Hao, J.,ÌýStatistics andÌýComputing,Ìý2020.
- , with Finke, A.,ÌýKing, R., Dellaportas, P.,Ìý Journal of Agricultural, Biological, and Environmental Statistics,Ìý2019.
- , with Paulin, D., Jasra, A., Crisan D.,ÌýJournal of Foundations of Computational Mathematics,Ìý2019.
- , with Llopis, F., Kantas, N., Jasra, A.,ÌýSIAM Journal of Scientific Computing,Ìý2018.
- , with Heine, K., Jasra, A., Balding, D., De Iorio, M.,ÌýProceedings of Royal Society A,Ìý2018.
- , with Jasra, A., Law, K., Marzouk, Y., Zhou, Y.,ÌýSIAM/ASA Journal of Uncertainty Quantification,Ìý2018.
- , with Roberts, G., Thiery, A., Pillai, N.,ÌýAnnals of Applied Probability,Ìý2018.
- , with Paulin, D., Jasra, A., Crisan, D.,ÌýAdvances in Applied Probability, 2018.
- , with Crisan, D., Jasra, A., Kamatani, K., Zhou, Y.,ÌýAdvances in Applied Probability,Ìý2017.
- , with Girolami, M., Lan, S., Farell, P., Stuart, A.,ÌýJournal of Computational Physics, 2017.
- , with Jasra, A., Law, K., Tempone, R., Zhou, Y.,ÌýStochastic Processes and their Applications, 2017.
- , with Guo, X., Siddiqui, A.,ÌýComputational Management Science,Ìý2016.
- , with Jasra, A., Kantas, N., Thiery, A.,ÌýAnnals of Applied Probability, 2016.
- , with Dureau, J., Kalogeropoulos, K., Biometrika, 2015.
- , with Jasra, A., Persing, A., Heine, K., De Iorio, M.,ÌýJournal of Computational Biology,Ìý2015.
- , with Jasra, A., Muzaffer, E., Stuart, A., Statistics and Computing, 2015.
- , withÌýPersing, A., Jasra, A., Beskos, A., De Iorio, M., Balding D., Journal of Computational Biology, 2015.
- , Statistics and Probability Letters, 2014.
- , with Crisan, D., Jasra, A., Whiteley N.,ÌýAdvances in Applied Probability, 2014.
- , with Kantas, N., Jasra, A.,ÌýSIAM/ASA Journal of Uncertainty Quantification,Ìý2014.
- , with Crisan, D., Jasra, A.,ÌýAnnals of Applied Probability, 2014.
- , witth Sermaidis G., Papaspiliopoulos, O., Roberts, G., Fearnhead, P.,ÌýScandinavian Journal of Statistics, 2013.
- , with Kalogeropoulos, K., Pazos, E.,ÌýStochastic Processes and their Applications, 2013.
- , with Pillai, N., Roberts, G., Sanz-Serna, J.-M., Stuart, A.,ÌýBernoulli,Ìý2013.
- , with Peluchetti, S., Roberts, G.,ÌýBernoulli, 2012.
- , with Pinski, F., Sanz-Serna, J.-M., Stuart, A., Stochastic Processes and their Applications,Ìý2011.
- , with Pillai, N., Roberts, G., Sanz-Serna, J.-M., Stuart, A., American Institute for Physics, Conference Proceedings, 2010.
- , with Roberts, G., Stuart, A.,ÌýAnnals of Applied Probability,Ìý2009.
- , with Papaspiliopoulos, O., Roberts, G., Annals of Statistics,Ìý2009.
- , with Stuart, A., 6th International Congress onÌýIndustrial and Applied Mathematics, 2009.
- , with Roberts, G., Stuart, A., Voss, J., Stochastics and Dynamics,Ìý2008.
- , withÌýPapaspiliopoulos, O., Roberts, G.,ÌýMethodology and Computing in Applied Probability, 2008.
- , with Stuart, A., 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods, 2008.
- , with Papaspiliopoulos, O.,ÌýRoberts, G.,ÌýBernoulli,Ìý2006.
- (with Discussion), with Papaspiliopoulos, O., Roberts, G., Fearnhead, P., Journal of the Royal Statistical Society: Series B (Statistical Methodology),Ìý2006.
- , withÌýRoberts, G., Methodology and Computing in Applied Probability,Ìý2005.
- , with Roberts, G.,ÌýAnnals of Applied Probability, 2005.
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Submitted Manuscripts
- , with Franzolini, B.,Ìý De Iorio, M., Koziell, W., Grzeszkiewicz, K., forthcoming at the Annals of Applied Statistics, 2023.
- , with Iguchi, Y., Graham, M., under revision for Bernoulli, 2023.
- withÌýGiles, D., Graham, M., Giordano, M., Koskela, T., Guillas, S., under revision for Geoscientific Model Development, 2023Ìý
- , withÌýRuzayqat, H., Crisan, D., Jasra, A., Kantas, N., submitted to the Quarterly Journal of the Royal Meteorological Society, 2023.
- ,Ìýwith Iguchi, Y., Graham, M., submitted to the Stochastic Processes and their Applications, 2023.
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Grants &ÌýAwards
Co-Investigator |Ìý Grant, PI: Prof , °×С½ãÂÛ̳, 2019-21 |ÌýTitle: |ÌýValue, £225,000.
Principal Investigator |Ìý, 5 years, 1 Post-Doc, 2015-20 |Ìý1 of 5 prizes awarded in Mathematics & Statistics from the Leverhulme Trust in 2014 |ÌýValue, £100,000.
Co-Investigator |ÌýEPSRC Standard Grant, 5 years, PI: Prof , °×С½ãÂÛ̳,1 Post-Doc, 2013-18 |Ìý: Advanced Stochastic Computation for Inference from Tree, Graph & Network Models |ÌýEPSRC Contribution, £408,546.
Principal Investigator |ÌýEPSRC First Grant, 1 year, 1 Post-Doc, 2012-13 |Ìý: Sequential Monte Carlo Methods for Applications in High Dimensions |ÌýEPSRC Contribution, £98,868.