| Publication | Date of Publication | Type |
|---|
Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm Foundations of Data Science | 2026-07-13 | Paper |
On the contraction properties of Sinkhorn semigroups Foundations of Data Science | 2026-07-13 | Paper |
On the contraction properties of Sinkhorn semigroups (available as arXiv preprint) | 2026-01-01 | Paper |
Kinetic interacting particle Langevin Monte Carlo Statistics and Computing | 2026-01-01 | Paper |
Global convergence of optimized adaptive importance samplers Foundations of Data Science | 2025-12-16 | Paper |
Statistical finite elements via interacting particle Langevin dynamics SIAM/ASA Journal on Uncertainty Quantification | 2025-09-30 | Paper |
Efficient prior calibration from indirect data SIAM Journal on Scientific Computing | 2025-08-09 | Paper |
Interacting particle Langevin algorithm for maximum marginal likelihood estimation European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2025-07-14 | Paper |
Nudging state-space models for Bayesian filtering under misspecified dynamics Statistics and Computing | 2025-07-10 | Paper |
Non-asymptotic Analysis of Diffusion Annealed Langevin Monte Carlo for Generative Modelling (available as arXiv preprint) | 2025-01-01 | Paper |
\(\Phi\)-DVAE: physics-informed dynamical variational autoencoders for unstructured data assimilation Journal of Computational Physics | 2024-10-08 | Paper |
Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering SIAM Journal on Numerical Analysis | 2024-04-24 | Paper |
A Multiscale Perspective on Maximum Marginal Likelihood Estimation (available as arXiv preprint) | 2024-01-01 | Paper |
Nudging state-space models for Bayesian filtering under misspecified dynamics (available as arXiv preprint) | 2024-01-01 | Paper |
Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm (available as arXiv preprint) | 2024-01-01 | Paper |
Fully probabilistic deep models for forward and inverse problems in parametric PDEs Journal of Computational Physics | 2023-11-27 | Paper |
Gradient-based adaptive importance samplers Journal of the Franklin Institute | 2023-09-27 | Paper |
| Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation | 2023-03-23 | Paper |
Statistical Finite Elements via Langevin Dynamics SIAM/ASA Journal on Uncertainty Quantification | 2023-03-03 | Paper |
Nonasymptotic estimates for stochastic gradient Langevin dynamics under local conditions in nonconvex optimization Applied Mathematics and Optimization | 2023-01-31 | Paper |
Convergence rates for optimised adaptive importance samplers Statistics and Computing | 2021-06-03 | Paper |
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization Statistics and Computing | 2020-11-04 | Paper |
Nudging the particle filter Statistics and Computing | 2020-02-26 | Paper |
Nonasymptotic estimates for Stochastic Gradient Langevin Dynamics under local conditions in nonconvex optimization (available as arXiv preprint) | 2019-10-04 | Paper |