| Publication | Date of Publication | Type |
|---|
Randomly sparsified Richardson iteration is really fast
| 2023-09-29 | Paper |
Predicting rare events using neural networks and short-trajectory data
Journal of Computational Physics | 2023-06-16 | Paper |
Approximating matrix eigenvalues by subspace iteration with repeated random sparsification
SIAM Journal on Scientific Computing | 2022-09-30 | Paper |
Ensemble Markov chain Monte Carlo with teleporting walkers
SIAM/ASA Journal on Uncertainty Quantification | 2022-09-01 | Paper |
Error Bounds for Dynamical Spectral Estimation
SIAM Journal on Mathematics of Data Science | 2021-07-06 | Paper |
A metric on directed graphs and Markov chains based on hitting probabilities
SIAM Journal on Mathematics of Data Science | 2021-07-06 | Paper |
A kinetic Monte Carlo approach for simulating cascading transmission line failure
Multiscale Modeling & Simulation | 2021-02-05 | Paper |
Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo
SIAM/ASA Journal on Uncertainty Quantification | 2020-08-31 | Paper |
Error bounds for dynamical spectral estimation
| 2020-05-05 | Paper |
Trajectory stratification of stochastic dynamics
SIAM Review | 2018-11-12 | Paper |
Variance Reduction for Particle Filters of Systems With Time Scale Separation
IEEE Transactions on Signal Processing | 2018-07-09 | Paper |
Ensemble preconditioning for Markov chain Monte Carlo simulation
Statistics and Computing | 2018-02-27 | Paper |
Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
SIAM Review | 2017-08-15 | Paper |
Stratification as a general variance reduction method for Markov chain Monte Carlo
| 2017-05-23 | Paper |
Corrigendum: Improved Diffusion Monte Carlo
Communications on Pure and Applied Mathematics | 2015-07-28 | Paper |
Sharp entrywise perturbation bounds for Markov chains
SIAM Journal on Matrix Analysis and Applications | 2015-07-21 | Paper |
The Brownian Fan
Communications on Pure and Applied Mathematics | 2014-12-29 | Paper |
Improved diffusion Monte Carlo
Communications on Pure and Applied Mathematics | 2014-11-17 | Paper |
Improved diffusion Monte Carlo
Communications on Pure and Applied Mathematics | 2014-11-17 | Paper |
The relaxation of a family of broken bond crystal surface models
| 2013-04-11 | Paper |
Rare event simulation of small noise diffusions
Communications on Pure and Applied Mathematics | 2012-11-23 | Paper |
The evolution of a crystal surface: analysis of a one-dimensional step train connecting two facets in the ADL regime
Physica D | 2011-12-14 | Paper |
Ensemble samplers with affine invariance
Communications in Applied Mathematics and Computational Science | 2010-05-19 | Paper |
Ensemble samplers with affine invariance
Communications in Applied Mathematics and Computational Science | 2010-01-31 | Paper |
Particle filtering with path sampling and an application to a bimodal ocean current model
Journal of Computational Physics | 2009-06-30 | Paper |
Efficient Monte Carlo sampling by parallel marginalization
| 2007-01-19 | Paper |
