| Publication | Date of Publication | Type |
|---|
Exponential concentration in stochastic approximation
Operations Research | 2026-02-18 | Paper |
Bayesian deep learning with multilevel trace-class neural networks
SIAM Journal on Mathematics of Data Science | 2025-08-26 | Paper |
Multi-index sequential Monte Carlo ratio estimators for Bayesian inverse problems
Foundations of Computational Mathematics | 2024-08-24 | Paper |
Advanced Multilevel Monte Carlo Methods
International Statistical Review | 2023-12-12 | Paper |
Advanced Multilevel Monte Carlo Methods
International Statistical Review | 2023-12-12 | Paper |
A randomized multi-index sequential Monte Carlo method
Statistics and Computing | 2023-08-16 | Paper |
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
ACM Transactions on Modeling and Computer Simulation | 2023-07-21 | Paper |
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
ACM Transactions on Modeling and Computer Simulation | 2023-07-21 | Paper |
On Unbiased Estimation for Discretized Models
SIAM/ASA Journal on Uncertainty Quantification | 2023-06-30 | Paper |
Unbiased filtering of a class of partially observed diffusions
Advances in Applied Probability | 2022-12-13 | Paper |
Sparse Online Variational Bayesian Regression
SIAM/ASA Journal on Uncertainty Quantification | 2022-11-25 | Paper |
FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
MULTI-INDEX SEQUENTIAL MONTE CARLO METHODS FOR PARTIALLY OBSERVED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
Certified dimension reduction in nonlinear Bayesian inverse problems
Mathematics of Computation | 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
Foundations of Data Science | 2022-01-21 | Paper |
Unbiased estimation of the gradient of the log-likelihood in inverse problems
Statistics and Computing | 2021-12-09 | Paper |
Unbiased inference for discretely observed hidden Markov model diffusions
SIAM/ASA Journal on Uncertainty Quantification | 2021-06-23 | Paper |
Multilevel ensemble Kalman filtering for spatio-temporal processes
Numerische Mathematik | 2021-03-03 | Paper |
Unbiased Filtering of a Class of Partially Observed Diffusions
(available as arXiv preprint) | 2020-02-10 | Paper |
Multilevel particle filters for Lévy-driven stochastic differential equations
Statistics and Computing | 2019-10-18 | Paper |
Accuracy of some approximate Gaussian filters for the Navier-Stokes equation in the presence of model error
Multiscale Modeling & Simulation | 2019-03-11 | Paper |
Evaluation of Gaussian approximations for data assimilation in reservoir models
Computational Geosciences | 2018-08-21 | Paper |
Evaluation of Gaussian approximations for data assimilation in reservoir models
Computational Geosciences | 2018-08-21 | Paper |
Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals
SIAM/ASA Journal on Uncertainty Quantification | 2018-07-19 | Paper |
Book Reviews
SIAM Review | 2018-05-18 | Paper |
Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo
SIAM Journal on Scientific Computing | 2018-04-05 | Paper |
Multilevel Particle Filters
SIAM Journal on Numerical Analysis | 2017-12-18 | Paper |
Filter accuracy for the Lorenz 96 model: fixed versus adaptive observation operators
Physica D | 2017-06-14 | Paper |
Multilevel sequential Monte Carlo samplers
Stochastic Processes and their Applications | 2017-05-18 | Paper |
Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
Stochastic Analysis and Applications | 2017-05-16 | Paper |
Dimension-independent likelihood-informed MCMC
Journal of Computational Physics | 2016-12-05 | Paper |
Accelerated dimension-independent adaptive metropolis
SIAM Journal on Scientific Computing | 2016-10-28 | Paper |
| Multilevel ensemble Kalman filtering for spatially extended models | 2016-08-30 | Paper |
Multilevel ensemble Kalman filtering
SIAM Journal on Numerical Analysis | 2016-06-22 | Paper |
Deterministic mean-field ensemble Kalman filtering
SIAM Journal on Scientific Computing | 2016-05-09 | Paper |
Data Assimilation
Texts in Applied Mathematics | 2015-07-03 | Paper |
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Nonlinearity | 2014-10-29 | Paper |
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Nonlinearity | 2014-10-29 | Paper |
Proposals which speed up function-space MCMC
Journal of Computational and Applied Mathematics | 2014-07-17 | Paper |
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Inverse Problems | 2014-02-18 | Paper |
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Inverse Problems | 2014-02-18 | Paper |
Analysis of the 3DVAR filter for the partially observed Lorenz '63 model
Discrete and Continuous Dynamical Systems | 2013-11-11 | Paper |
Ensemble Kalman methods for inverse problems
Inverse Problems | 2013-10-08 | Paper |
Ensemble Kalman methods for inverse problems
Inverse Problems | 2013-10-08 | Paper |
Accuracy and stability of the continuous-time 3DVAR filter for the Navier-Stokes equation
Nonlinearity | 2013-09-02 | Paper |
Emergence of unstable modes in an expanding domain for energy-conserving wave equations
Physics Letters. A | 2011-07-26 | Paper |
Existence and stability of multisite breathers in honeycomb and hexagonal lattices
Journal of Physics A: Mathematical and Theoretical | 2010-06-22 | Paper |
Mapping between generalized nonlinear Schrödinger equations and neutral scalar field theories and new solutions of the cubic-quintic NLS equation
Journal of Physics A: Mathematical and Theoretical | 2010-02-02 | Paper |
Interaction of excited states in two-species Bose-Einstein condensates: a case study
SIAM Journal on Applied Dynamical Systems | 2010-01-20 | Paper |
Numerical Methods for DNLS
Springer Tracts in Modern Physics | 2010-01-11 | Paper |
The dynamics of unstable waves
Springer Tracts in Modern Physics | 2010-01-11 | Paper |
Vortex solutions of the discrete Gross-Pitaevskii equation starting from the anti-continuum limit
Physica D | 2009-08-12 | Paper |
