| Publication | Date of Publication | Type |
|---|
Localized ensemble Kalman inversion
Inverse Problems | 2023-05-04 | Paper |
A blocking scheme for dimension-robust Gibbs sampling in large-scale image deblurring
Inverse Problems in Science and Engineering | 2022-02-23 | Paper |
Localization for MCMC: sampling high-dimensional posterior distributions with local structure
Journal of Computational Physics | 2020-12-09 | Paper |
MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
SIAM Journal on Scientific Computing | 2020-07-30 | Paper |
A canonical form of the equation of motion of linear dynamical systems
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2018-11-30 | Paper |
Symmetrized importance samplers for stochastic differential equations
Communications in Applied Mathematics and Computational Science | 2018-10-10 | Paper |
Iterative importance sampling algorithms for parameter estimation
SIAM Journal on Scientific Computing | 2018-03-14 | Paper |
A Bayesian approach to calibrating hydrogen flame kinetics using many experiments and parameters
| 2018-03-09 | Paper |
Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
Journal of Computational Physics | 2016-12-20 | Paper |
Small-noise analysis and symmetrization of implicit Monte Carlo samplers
Communications on Pure and Applied Mathematics | 2016-11-02 | Paper |
Sampling, feasibility, and priors in data assimilation
Discrete and Continuous Dynamical Systems | 2016-03-29 | Paper |
What the collapse of the ensemble Kalman filter tells us about particle filters
| 2015-12-11 | Paper |
Parameter estimation by implicit sampling
Communications in Applied Mathematics and Computational Science | 2015-11-17 | Paper |
Implicit sampling, with application to data assimilation
Partial Differential Equations: Theory, Control and Approximation | 2015-07-06 | Paper |
Path integral formulation of stochastic optimal control with generalized costs
| 2014-06-30 | Paper |
On the decoupling approximation in damped linear systems
Journal of Vibration and Control | 2013-09-27 | Paper |
Implicit sampling for path integral control, Monte Carlo localization, and SLAM
| 2013-09-13 | Paper |
Implicit sampling, with application to data assimilation
Chinese Annals of Mathematics. Series B | 2013-03-15 | Paper |
Characterization of damped linear dynamical systems in free motion
Numerical Algebra, Control and Optimization | 2013-03-13 | Paper |
Conditions for successful data assimilation
| 2013-03-11 | Paper |
A remark about the decoupling approximation of damped linear systems
Mechanics Research Communications | 2013-03-05 | Paper |
A random map implementation of implicit filters
Journal of Computational Physics | 2012-05-18 | Paper |
Implicit particle methods and their connection with variational data assimilation
| 2012-05-08 | Paper |
The Transformation of Second-Order Linear Systems into Independent Equations
SIAM Journal on Applied Mathematics | 2011-11-10 | Paper |
Implicit particle filtering for models with partial noise, and an application to geomagnetic data assimilation
| 2011-09-16 | Paper |
Implicit particle filters for data assimilation
Communications in Applied Mathematics and Computational Science | 2011-01-07 | Paper |
