Publication | Date of Publication | Type |
---|
Advanced Multilevel Monte Carlo Methods | 2023-12-12 | Paper |
A randomized multi-index sequential Monte Carlo method | 2023-08-16 | Paper |
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants | 2023-07-21 | Paper |
On Unbiased Estimation for Discretized Models | 2023-06-30 | Paper |
Unbiased filtering of a class of partially observed diffusions | 2022-12-13 | Paper |
Sparse Online Variational Bayesian Regression | 2022-11-25 | Paper |
FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION | 2022-11-24 | Paper |
A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD | 2022-11-24 | Paper |
MULTI-INDEX SEQUENTIAL MONTE CARLO METHODS FOR PARTIALLY OBSERVED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS | 2022-11-24 | Paper |
Certified dimension reduction in nonlinear Bayesian inverse problems | 2022-06-15 | Paper |
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems | 2022-03-10 | Paper |
Markov chain simulation for multilevel Monte Carlo | 2022-01-21 | Paper |
Unbiased estimation of the gradient of the log-likelihood in inverse problems | 2021-12-09 | Paper |
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions | 2021-06-23 | Paper |
Multilevel ensemble Kalman filtering for spatio-temporal processes | 2021-03-03 | Paper |
Unbiased Filtering of a Class of Partially Observed Diffusions | 2020-02-10 | Paper |
Multilevel particle filters for Lévy-driven stochastic differential equations | 2019-10-18 | Paper |
Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error | 2019-03-11 | Paper |
Evaluation of Gaussian approximations for data assimilation in reservoir models | 2018-08-21 | Paper |
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals | 2018-07-19 | Paper |
Book Reviews | 2018-05-18 | Paper |
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo | 2018-04-05 | Paper |
Multilevel Particle Filters | 2017-12-18 | Paper |
Filter accuracy for the Lorenz 96 model: fixed versus adaptive observation operators | 2017-06-14 | Paper |
Multilevel sequential Monte Carlo samplers | 2017-05-18 | Paper |
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions | 2017-05-16 | Paper |
Dimension-independent likelihood-informed MCMC | 2016-12-05 | Paper |
Accelerated Dimension-Independent Adaptive Metropolis | 2016-10-28 | Paper |
Multilevel ensemble Kalman filtering for spatially extended models | 2016-08-30 | Paper |
Multilevel ensemble Kalman filtering | 2016-06-22 | Paper |
Deterministic Mean-Field Ensemble Kalman Filtering | 2016-05-09 | Paper |
Data Assimilation | 2015-07-03 | Paper |
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation | 2015-01-23 | Paper |
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time | 2014-10-29 | Paper |
Proposals which speed up function-space MCMC | 2014-07-17 | Paper |
MAP estimators and their consistency in Bayesian nonparametric inverse problems | 2014-02-18 | Paper |
Analysis of the 3DVAR filter for the partially observed Lorenz '63 model | 2013-11-11 | Paper |
Ensemble Kalman methods for inverse problems | 2013-10-08 | Paper |
Accuracy and stability of the continuous-time 3DVAR filter for the Navier–Stokes equation | 2013-09-02 | Paper |
Emergence of unstable modes in an expanding domain for energy-conserving wave equations | 2011-07-26 | Paper |
Existence and stability of multisite breathers in honeycomb and hexagonal lattices | 2010-06-22 | Paper |
Mapping between generalized nonlinear Schrödinger equations and neutral scalar field theories and new solutions of the cubic–quintic NLS equation | 2010-02-02 | Paper |
Interaction of Excited States in Two-Species Bose–Einstein Condensates: A Case Study | 2010-01-20 | Paper |
Numerical Methods for DNLS | 2010-01-11 | Paper |
The Dynamics of Unstable Waves | 2010-01-11 | Paper |
Vortex solutions of the discrete Gross-Pitaevskii equation starting from the anti-continuum limit | 2009-08-12 | Paper |