| Publication | Date of Publication | Type |
|---|
How to beat a Bayesian adversary
European Journal of Applied Mathematics | 2026-01-08 | Paper |
Losing momentum in continuous-time stochastic optimisation
Journal of Machine Learning Research (JMLR) | 2025-12-09 | Paper |
Deep Gaussian process priors for Bayesian image reconstruction
Inverse Problems | 2025-06-25 | Paper |
Adaptive stepsize algorithms for Langevin dynamics
SIAM Journal on Scientific Computing | 2024-11-14 | Paper |
Can physics-informed neural networks beat the finite element method?
IMA Journal of Applied Mathematics | 2024-10-31 | Paper |
Nested sampling for uncertainty quantification and rare event estimation
SIAM Journal on Scientific Computing | 2024-10-24 | Paper |
Correction to: ``Analysis of stochastic gradient descent in continuous time''
Statistics and Computing | 2024-07-31 | Paper |
Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
International Journal for Numerical Methods in Engineering | 2024-06-12 | Paper |
Classification and image processing with a semi‐discrete scheme for fidelity forced Allen–Cahn on graphs
GAMM-Mitteilungen | 2023-12-15 | Paper |
| Nested Sampling for Uncertainty Quantification and Rare Event Estimation | 2023-10-02 | Paper |
Subsampling in ensemble Kalman inversion
Inverse Problems | 2023-08-14 | Paper |
Bayesian Inverse Problems Are Usually Well-Posed
SIAM Review | 2023-08-10 | Paper |
Joint Reconstruction-Segmentation on Graphs
SIAM Journal on Imaging Sciences | 2023-08-08 | Paper |
| Can Physics-Informed Neural Networks beat the Finite Element Method? | 2023-02-08 | Paper |
Gradient flows and randomised thresholding: sparse inversion and classification
Inverse Problems | 2022-12-02 | Paper |
| Gaussian random fields on non-separable Banach spaces | 2022-03-09 | Paper |
Generalized parallel tempering on Bayesian inverse problems
Statistics and Computing | 2021-12-10 | Paper |
Analysis of stochastic gradient descent in continuous time
Statistics and Computing | 2021-12-09 | Paper |
| A Continuous-time Stochastic Gradient Descent Method for Continuous Data | 2021-12-07 | Paper |
Error analysis for probabilities of rare events with approximate models
SIAM Journal on Numerical Analysis | 2021-07-19 | Paper |
A practical example for the non-linear Bayesian filtering of model parameters
Lecture Notes in Computational Science and Engineering | 2020-12-18 | Paper |
Multilevel sequential importance sampling for rare event estimation
SIAM Journal on Scientific Computing | 2020-08-05 | Paper |
On the well-posedness of Bayesian inverse problems
SIAM/ASA Journal on Uncertainty Quantification | 2020-04-24 | Paper |
Fast sampling of parameterised Gaussian random fields
Computer Methods in Applied Mechanics and Engineering | 2020-04-16 | Paper |
Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
SIAM Journal on Scientific Computing | 2020-02-20 | Paper |
| Certified and fast computations with shallow covariance kernels | 2020-01-24 | Paper |
Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth
SIAM/ASA Journal on Uncertainty Quantification | 2019-08-12 | Paper |
Multilevel sequential Monte Carlo for Bayesian inverse problems
Journal of Computational Physics | 2018-08-01 | Paper |
Adaptive stepsize algorithms for Langevin dynamics
(available as arXiv preprint) | N/A | Paper |
Data-driven approximation of Koopman operators and generators: Convergence rates and error bounds
(available as arXiv preprint) | N/A | Paper |
