| Publication | Date of Publication | Type |
|---|
Dropout Ensemble Kalman inversion for high dimensional inverse problems
| 2023-08-31 | Paper |
Localized ensemble Kalman inversion
Inverse Problems | 2023-05-04 | Paper |
Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
Inverse Problems | 2022-11-03 | Paper |
Dimension independent excess risk by stochastic gradient descent
Electronic Journal of Statistics | 2022-10-18 | Paper |
A unified performance analysis of likelihood-informed subspace methods
Bernoulli | 2022-09-28 | Paper |
Spectral gap of replica exchange Langevin diffusion on mixture distributions
Stochastic Processes and their Applications | 2022-07-27 | Paper |
scientific article; zbMATH DE number 7513920 (Why is no real title available?)
| 2022-04-25 | Paper |
Convergence acceleration of ensemble Kalman inversion in nonlinear settings
Mathematics of Computation | 2022-04-13 | Paper |
Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
Inverse Problems | 2022-03-15 | Paper |
Convergence Speed and Approximation Accuracy of Numerical MCMC
| 2022-03-06 | Paper |
Consistency analysis of bilevel data-driven learning in inverse problems
Communications in Mathematical Sciences | 2022-02-16 | Paper |
scientific article; zbMATH DE number 7415116 (Why is no real title available?)
| 2021-10-27 | Paper |
Stability bounds and almost sure convergence of improved particle swarm optimization methods
Research in the Mathematical Sciences | 2021-06-01 | Paper |
Exploration Enhancement of Nature-Inspired Swarm-based Optimization Algorithms
| 2021-03-20 | Paper |
Localization for MCMC: sampling high-dimensional posterior distributions with local structure
Journal of Computational Physics | 2020-12-09 | Paper |
Analysis of a localised nonlinear ensemble Kalman Bucy filter with complete and accurate observations
Nonlinearity | 2020-10-29 | Paper |
On stationary-point hitting time and ergodicity of stochastic gradient Langevin dynamics
| 2020-10-05 | Paper |
Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations
Statistics and Computing | 2020-08-27 | Paper |
MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
SIAM Journal on Scientific Computing | 2020-07-30 | Paper |
Tikhonov regularization within ensemble Kalman inversion
SIAM Journal on Numerical Analysis | 2020-05-20 | Paper |
Statistical inference for model parameters in stochastic gradient descent
The Annals of Statistics | 2020-05-05 | Paper |
Dimension Independent Generalization Error by Stochastic Gradient Descent
| 2020-03-24 | Paper |
Replica Exchange for Non-Convex Optimization
| 2020-01-22 | Paper |
Spatial localization for nonlinear dynamical stochastic models for excitable media
Chinese Annals of Mathematics. Series B | 2020-01-10 | Paper |
Simple nonlinear models with rigorous extreme events and heavy tails
Nonlinearity | 2019-04-25 | Paper |
Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions
SIAM/ASA Journal on Uncertainty Quantification | 2019-01-21 | Paper |
Rigorous accuracy and robustness analysis for two-scale reduced random Kalman filters in high dimensions
Communications in Mathematical Sciences | 2018-11-16 | Paper |
Performance analysis of local ensemble Kalman filter
Journal of Nonlinear Science | 2018-08-29 | Paper |
Performance of ensemble Kalman filters in large dimensions
Communications on Pure and Applied Mathematics | 2018-05-09 | Paper |
Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates
Research in the Mathematical Sciences | 2016-12-14 | Paper |
Ergodicity of truncated stochastic Navier Stokes with deterministic forcing and dispersion
Journal of Nonlinear Science | 2016-11-30 | Paper |
Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
Communications in Mathematical Sciences | 2016-09-28 | Paper |
Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models
Communications on Pure and Applied Mathematics | 2016-06-10 | Paper |
Nonlinear stability and ergodicity of ensemble based Kalman filters
Nonlinearity | 2016-03-11 | Paper |
Intermittency in turbulent diffusion models with a mean gradient
Nonlinearity | 2015-12-23 | Paper |
Noisy Lagrangian tracers for filtering random rotating compressible flows
Journal of Nonlinear Science | 2015-06-11 | Paper |
Conditional ergodicity in infinite dimension
The Annals of Probability | 2014-11-14 | Paper |
Information barriers for noisy Lagrangian tracers in filtering random incompressible flows
Nonlinearity | 2014-10-17 | Paper |
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains
The Annals of Applied Probability | 2012-09-19 | Paper |
The Ensemble Kalman Filter for Dynamic Inverse Problems
| N/A | Paper |
