Publication | Date of Publication | Type |
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Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering | 2024-01-19 | Paper |
Dropout Ensemble Kalman inversion for high dimensional inverse problems | 2023-08-31 | Paper |
On forward-backward SDE approaches to continuous-time minimum variance estimation | 2023-04-25 | Paper |
Affine-invariant ensemble transform methods for logistic regression | 2023-04-12 | Paper |
EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms | 2023-03-29 | Paper |
Infinite-Dimensional Diffusion Models | 2023-02-20 | Paper |
Efficient derivative-free Bayesian inference for large-scale inverse problems | 2022-11-03 | Paper |
Ensemble Kalman Methods: A Mean Field Perspective | 2022-09-22 | Paper |
Data assimilation: A dynamic homotopy-based coupling approach | 2022-09-12 | Paper |
Randomized maximum likelihood based posterior sampling | 2022-04-25 | Paper |
GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model | 2022-04-21 | Paper |
Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems | 2022-04-09 | Paper |
Supervised learning from noisy observations: combining machine-learning techniques with data assimilation | 2022-02-21 | Paper |
Robust parameter estimation using the ensemble Kalman filter | 2022-01-03 | Paper |
McKean--Vlasov SDEs in Nonlinear Filtering | 2021-11-05 | Paper |
Balanced data assimilation for highly oscillatory mechanical systems | 2021-07-23 | Paper |
Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization | 2021-07-19 | Paper |
Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches | 2021-06-23 | Paper |
Affine-invariant ensemble transform methods for logistic regression | 2021-04-16 | Paper |
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference | 2021-02-25 | Paper |
Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics | 2021-02-10 | Paper |
Bayesian parameter estimation for the Swift model of eye-movement control during reading | 2020-05-06 | Paper |
Posterior contraction rates for non-parametric state and drift estimation | 2020-03-20 | Paper |
Discrete gradients for computational Bayesian inference | 2020-02-20 | Paper |
Ensemble Transform Algorithms for Nonlinear Smoothing Problems | 2020-01-10 | Paper |
Data assimilation: The Schrödinger perspective | 2019-08-28 | Paper |
Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart | 2019-08-28 | Paper |
State and Parameter Estimation from Observed Signal Increments | 2019-03-26 | Paper |
Ensemble transform algorithms for nonlinear smoothing problems | 2019-01-18 | Paper |
Long-Time Stability and Accuracy of the Ensemble Kalman--Bucy Filter for Fully Observed Processes and Small Measurement Noise | 2018-07-19 | Paper |
Interacting particle filters for simultaneous state and parameter estimation | 2017-09-26 | Paper |
Second-order Accurate Ensemble Transform Particle Filters | 2017-09-18 | Paper |
Multiple-time-stepping generalized hybrid Monte Carlo methods | 2016-12-05 | Paper |
A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems | 2016-07-22 | Paper |
Nonlinear data assimilation | 2015-06-11 | Paper |
A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems | 2015-06-05 | Paper |
Probabilistic Forecasting and Bayesian Data Assimilation | 2015-03-19 | Paper |
On the consistency of ensemble transform filter formulations | 2015-01-06 | Paper |
Book review of: Hans Kaper and Hans Engler, Mathematics and climate, and Ian Roulstone and John Norbury, Invisible in the storm. The role of mathematics in understanding weather. | 2014-08-29 | Paper |
Ensemble filter techniques for intermittent data assimilation - a survey | 2014-06-11 | Paper |
A McKean optimal transportation perspective on Feynman-Kac formulae with application to data assimilation | 2013-11-25 | Paper |
A Nonparametric Ensemble Transform Method for Bayesian Inference | 2013-10-28 | Paper |
A dynamical systems framework for intermittent data assimilation | 2011-05-04 | Paper |
Ensemble transform Kalman-Bucy filters | 2011-03-11 | Paper |
A Gaussian mixture ensemble transform filter | 2011-02-15 | Paper |
A mollified Ensemble Kalman filter | 2010-02-16 | Paper |
Erratum to ``A comparison of generalized hybrid Monte Carlo methods with and without momentum flip | 2009-10-15 | Paper |
A localization technique for ensemble Kalman filters | 2009-09-09 | Paper |
A Metropolis adjusted Nosé-Hoover thermostat | 2009-08-06 | Paper |
A comparison of generalized hybrid Monte Carlo methods with and without momentum flip | 2009-04-03 | Paper |
LBB stability of a mixed Galerkin finite element pair for fluid flow simulations | 2009-04-03 | Paper |
A particle-mesh method for the shallow water equations near geostrophic balance | 2008-10-01 | Paper |
GSHMC: An efficient method for molecular simulation | 2008-05-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5457152 | 2008-04-14 | Paper |
LBB Stability of a Mixed Discontinuous/Continuous Galerkin Finite Element Pair | 2007-07-31 | Paper |
Semigeostrophic Particle Motion and Exponentially Accurate Normal forms | 2007-06-26 | Paper |
Symplectic Time-Stepping for Particle Methods | 2007-03-30 | Paper |
Linearly implicit time stepping methods for numerical weather prediction | 2006-10-31 | Paper |
The Targeted Shadowing Hybrid Monte Carlo (TSHMC) Method | 2006-08-24 | Paper |
Linear PDEs and Numerical Methods That Preserve a Multisymplectic Conservation Law | 2006-05-30 | Paper |
Numerical methods for Hamiltonian PDEs | 2006-05-22 | Paper |
Adiabatic invariance and applications: from molecular dynamics to numerical weather prediction | 2005-04-07 | Paper |
Vorticity and symplecticity in Lagrangian fluid dynamics | 2005-03-21 | Paper |
Hamiltonian Particle-Mesh Method for Two-Layer Shallow-Water Equations Subject to the Rigid-Lid Approximation | 2005-02-28 | Paper |
Simulating Hamiltonian Dynamics | 2005-02-15 | Paper |
Geometric integration of a wave-vortex model. | 2004-03-14 | Paper |
Backward error analysis for multi-symplectic integration methods | 2003-11-09 | Paper |
Conservation properties of smoothed particle hydrodynamics applied to the shallow water equation | 2003-08-06 | Paper |
Explicit variable step-size and time-reversible integration | 2002-02-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4781997 | 2002-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2712885 | 2001-10-16 | Paper |
A reversible averaging integrator for multiple time-scale dynamics | 2001-10-10 | Paper |
Multi-symplectic spectral discretizations for the Zakharov-Kuznetsov and shallow water equations | 2001-07-29 | Paper |
Computing Lyapunov exponents on a Stiefel manifold | 2001-07-22 | Paper |
Finite volume methods for multi-symplectic PDEs | 2001-07-16 | Paper |
Multi-symplectic integrators: numerical schemes for Hamiltonian PDEs that conserve symplecticity | 2001-07-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q2712873 | 2001-05-06 | Paper |
Multi-symplectic Runge-Kutta collocation methods for Hamiltonian wave equations | 2000-10-26 | Paper |
Smoothed Langevin dynamics of highly oscillatory systems | 2000-10-08 | Paper |
Modified potential energy functions for constrained molecular dynamics | 2000-06-05 | Paper |
Multiple time scales in classical and quantum-classical molecular dynamics | 2000-04-04 | Paper |
A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics | 2000-03-20 | Paper |
The Midpoint Scheme and Variants for Hamiltonian Systems: Advantages and Pitfalls | 2000-03-20 | Paper |
Backward Error Analysis for Numerical Integrators | 1999-11-22 | Paper |
Preservation of adiabatic invariants under symplectic discretization | 1999-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q4343695 | 1997-10-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4336115 | 1997-08-06 | Paper |
On higher-order semi-explicit symplectic partitioned Runge-Kutta methods for constrained Hamiltonian systems | 1997-06-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q5687018 | 1997-04-27 | Paper |
Enhancing energy conserving methods | 1997-04-02 | Paper |
Symplectic Integration of Constrained Hamiltonian Systems by Composition Methods | 1996-12-05 | Paper |
Smoothed dynamics of highly oscillatory Hamiltonian systems | 1995-11-28 | Paper |
On the local qualitative behavior of differential-algebraic equations | 1995-09-20 | Paper |
Momentum conserving symplectic integrators | 1995-07-20 | Paper |
Symplectic Integration of Constrained Hamiltonian Systems | 1994-12-20 | Paper |
Stabilization of DAEs and invariant manifolds | 1994-07-07 | Paper |
Erratum to: ``On an existence and uniqueness theory for nonlinear differential-algebraic equations | 1994-01-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4002201 | 1992-09-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3987825 | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3975519 | 1992-06-26 | Paper |
On an existence and uniqueness theory for nonlinear differential- algebraic equations | 1991-01-01 | Paper |
On a geometrical interpretation of differential-algebraic equations | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3491963 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4730074 | 1989-01-01 | Paper |
Particle-based algorithm for stochastic optimal control | 0001-01-03 | Paper |
Filtered data based estimators for stochastic processes driven by colored noise | 0001-01-03 | Paper |