| Publication | Date of Publication | Type |
|---|
| Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions | 2024-11-05 | Paper |
| Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models | 2024-09-10 | Paper |
| Parameter inference for degenerate diffusion processes | 2024-07-10 | Paper |
| Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the U.S. stock market | 2024-04-15 | Paper |
| Bayesian learning of graph substructures | 2024-02-27 | Paper |
| The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models | 2022-12-16 | Paper |
| Online Smoothing for Diffusion Processes Observed with Noise | 2022-12-16 | Paper |
| MCMC Algorithms for Posteriors on Matrix Spaces | 2022-12-15 | Paper |
| A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models | 2022-11-25 | Paper |
| Unbiased estimation using a class of diffusion processes | 2022-11-18 | Paper |
| A 4D-Var method with flow-dependent background covariances for the shallow-water equations | 2022-09-15 | Paper |
| Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo | 2022-05-25 | Paper |
| Unbiased Estimation using a Class of Diffusion Processes | 2022-03-06 | Paper |
| Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models | 2021-08-04 | Paper |
| Asymptotic analysis of model selection criteria for general hidden Markov models | 2021-02-18 | Paper |
| Monte Carlo co-ordinate ascent variational inference | 2020-08-27 | Paper |
| On concentration properties of partially observed chaotic systems | 2020-02-05 | Paper |
| A stable particle filter for a class of high-dimensional state-space models | 2019-09-16 | Paper |
| Optimization based methods for partially observed chaotic systems | 2019-06-06 | Paper |
| Efficient sequential Monte Carlo algorithms for integrated population models | 2019-06-04 | Paper |
| Asymptotic analysis of the random walk metropolis algorithm on ridged densities | 2018-11-07 | Paper |
| The natural hedge of a gas-fired power plant | 2018-10-10 | Paper |
| Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals | 2018-07-19 | Paper |
| Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise | 2018-06-05 | Paper |
| Geometric MCMC for infinite-dimensional inverse problems | 2017-12-14 | Paper |
| Multilevel sequential Monte Carlo samplers | 2017-05-18 | Paper |
| Optimization Based Methods for Partially Observed Chaotic Systems | 2017-02-08 | Paper |
| On the convergence of adaptive sequential Monte Carlo methods | 2016-06-09 | Paper |
| Sequential Monte Carlo methods for Bayesian elliptic inverse problems | 2016-02-23 | Paper |
| Bayesian inference for partially observed stochastic differential equations driven by fractional Brownian motion | 2016-01-08 | Paper |
| Asymptotic Analysis of the Random-Walk Metropolis Algorithm on Ridged Densities | 2015-10-09 | Paper |
| Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations | 2015-01-14 | Paper |
| On the stability of sequential Monte Carlo methods in high dimensions | 2014-08-06 | Paper |
| A stable manifold MCMC method for high dimensions | 2014-06-11 | Paper |
| Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions | 2014-05-09 | Paper |
| Optimal tuning of the hybrid Monte Carlo algorithm | 2014-02-04 | Paper |
| Markov Chain Monte Carlo for Exact Inference for Diffusions | 2013-06-05 | Paper |
| Advanced MCMC methods for sampling on diffusion pathspace | 2013-03-04 | Paper |
| \(\varepsilon\)-strong simulation of the Brownian path | 2013-01-17 | Paper |
| Hybrid Monte Carlo on Hilbert spaces | 2011-10-10 | Paper |
| Computational Complexity of Metropolis-Hastings Methods in High Dimensions | 2010-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5190855 | 2009-07-27 | Paper |
| Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions | 2009-07-17 | Paper |
| Monte Carlo maximum likelihood estimation for discretely observed diffusion processes | 2009-02-25 | Paper |
| MCMC METHODS FOR DIFFUSION BRIDGES | 2008-12-11 | Paper |
| A factorisation of diffusion measure and finite sample path constructions | 2008-08-20 | Paper |
| Retrospective exact simulation of diffusion sample paths with applications | 2007-09-05 | Paper |
| Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion) | 2006-11-14 | Paper |
| One-shot CFTP; application to a class of truncated Gaussian densities | 2006-10-27 | Paper |
| Exact simulation of diffusions | 2006-07-10 | Paper |
| Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications | N/A | Paper |
