| Publication | Date of Publication | Type |
|---|
Localized Schrödinger bridge sampler
Journal of Computational Physics | 2026-02-25 | Paper |
Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learning
Chaos | 2024-07-16 | Paper |
EnKSGD: a class of preconditioned black box optimization and inversion algorithms
SIAM Journal on Scientific Computing | 2024-06-26 | Paper |
Combining machine learning and data assimilation to forecast dynamical systems from noisy partial observations
Chaos | 2024-06-18 | Paper |
Particle-based algorithm for stochastic optimal control
(available as arXiv preprint) | 2024-02-27 | Paper |
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
The Annals of Applied Probability | 2024-01-19 | Paper |
| Dropout Ensemble Kalman inversion for high dimensional inverse problems | 2023-08-31 | Paper |
| On forward-backward SDE approaches to continuous-time minimum variance estimation | 2023-04-25 | Paper |
Affine-invariant ensemble transform methods for logistic regression
Foundations of Computational Mathematics | 2023-04-12 | Paper |
| EnKSGD: A Class Of Preconditioned Black Box Optimization And Inversion Algorithms | 2023-03-29 | Paper |
| Infinite-Dimensional Diffusion Models | 2023-02-20 | Paper |
Efficient derivative-free Bayesian inference for large-scale inverse problems
Inverse Problems | 2022-11-03 | Paper |
| Ensemble Kalman Methods: A Mean Field Perspective | 2022-09-22 | Paper |
| Data assimilation: A dynamic homotopy-based coupling approach | 2022-09-12 | Paper |
Randomized maximum likelihood based posterior sampling
Computational Geosciences | 2022-04-25 | Paper |
GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model
Statistics and Computing | 2022-04-21 | Paper |
Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems
(available as arXiv preprint) | 2022-04-09 | Paper |
Supervised learning from noisy observations: combining machine-learning techniques with data assimilation
Physica D | 2022-02-21 | Paper |
| Robust parameter estimation using the ensemble Kalman filter | 2022-01-03 | Paper |
McKean--Vlasov SDEs in Nonlinear Filtering
SIAM Journal on Control and Optimization | 2021-11-05 | Paper |
Balanced data assimilation for highly oscillatory mechanical systems
Communications in Applied Mathematics and Computational Science | 2021-07-23 | Paper |
Spectral Convergence of Diffusion Maps: Improved Error Bounds and an Alternative Normalization
SIAM Journal on Numerical Analysis | 2021-07-19 | Paper |
Fokker-Planck particle systems for Bayesian inference: computational approaches
SIAM/ASA Journal on Uncertainty Quantification | 2021-06-23 | Paper |
Affine-invariant ensemble transform methods for logistic regression
(available as arXiv preprint) | 2021-04-16 | Paper |
Affine invariant interacting Langevin dynamics for Bayesian inference
SIAM Journal on Applied Dynamical Systems | 2021-02-25 | Paper |
Sequential data assimilation of the stochastic SEIR epidemic model for regional COVID-19 dynamics
Bulletin of Mathematical Biology | 2021-02-10 | Paper |
Bayesian parameter estimation for the Swift model of eye-movement control during reading
Journal of Mathematical Psychology | 2020-05-06 | Paper |
| Posterior contraction rates for non-parametric state and drift estimation | 2020-03-20 | Paper |
Discrete gradients for computational Bayesian inference
Journal of Computational Dynamics | 2020-02-20 | Paper |
Ensemble Transform Algorithms for Nonlinear Smoothing Problems
SIAM Journal on Scientific Computing | 2020-01-10 | Paper |
Data assimilation: the Schrödinger perspective
Acta Numerica | 2019-08-28 | Paper |
| Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart | 2019-08-28 | Paper |
| State and Parameter Estimation from Observed Signal Increments | 2019-03-26 | Paper |
Ensemble transform algorithms for nonlinear smoothing problems
(available as arXiv preprint) | 2019-01-18 | Paper |
Long-time stability and accuracy of the ensemble Kalman-Bucy filter for fully observed processes and small measurement noise
SIAM Journal on Applied Dynamical Systems | 2018-07-19 | Paper |
| Interacting particle filters for simultaneous state and parameter estimation | 2017-09-26 | Paper |
Second-order Accurate Ensemble Transform Particle Filters
SIAM Journal on Scientific Computing | 2017-09-18 | Paper |
Multiple-time-stepping generalized hybrid Monte Carlo methods
Journal of Computational Physics | 2016-12-05 | Paper |
A hybrid ensemble transform particle filter for nonlinear and spatially extended dynamical systems
SIAM/ASA Journal on Uncertainty Quantification | 2016-07-22 | Paper |
Multilevel ensemble transform particle filtering
SIAM Journal on Scientific Computing | 2016-05-09 | Paper |
Nonlinear data assimilation
Frontiers in Applied Dynamical Systems: Reviews and Tutorials | 2015-06-11 | Paper |
A guided sequential Monte Carlo method for the assimilation of data into stochastic dynamical systems
Springer Proceedings in Mathematics & Statistics | 2015-06-05 | Paper |
| Probabilistic Forecasting and Bayesian Data Assimilation | 2015-03-19 | Paper |
On the consistency of ensemble transform filter formulations
Journal of Computational Dynamics | 2015-01-06 | Paper |
Book review of: Hans Kaper and Hans Engler, Mathematics and climate, and Ian Roulstone and John Norbury, Invisible in the storm. The role of mathematics in understanding weather.
Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) | 2014-08-29 | Paper |
Ensemble filter techniques for intermittent data assimilation - a survey
(available as arXiv preprint) | 2014-06-11 | Paper |
| A McKean optimal transportation perspective on Feynman-Kac formulae with application to data assimilation | 2013-11-25 | Paper |
A nonparametric ensemble transform method for Bayesian inference
SIAM Journal on Scientific Computing | 2013-10-28 | Paper |
A nonparametric ensemble transform method for Bayesian inference
SIAM Journal on Scientific Computing | 2013-10-28 | Paper |
A dynamical systems framework for intermittent data assimilation
BIT | 2011-05-04 | Paper |
| Ensemble transform Kalman-Bucy filters | 2011-03-11 | Paper |
| A Gaussian mixture ensemble transform filter | 2011-02-15 | Paper |
| A mollified Ensemble Kalman filter | 2010-02-16 | Paper |
Erratum to ``A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
Journal of Computational Physics | 2009-10-15 | Paper |
| A localization technique for ensemble Kalman filters | 2009-09-09 | Paper |
A Metropolis adjusted Nosé-Hoover thermostat
ESAIM: Mathematical Modelling and Numerical Analysis | 2009-08-06 | Paper |
A comparison of generalized hybrid Monte Carlo methods with and without momentum flip
Journal of Computational Physics | 2009-04-03 | Paper |
LBB stability of a mixed Galerkin finite element pair for fluid flow simulations
Journal of Computational Physics | 2009-04-03 | Paper |
A particle-mesh method for the shallow water equations near geostrophic balance
Journal of Computational Physics | 2008-10-01 | Paper |
GSHMC: An efficient method for molecular simulation
Journal of Computational Physics | 2008-05-16 | Paper |
| scientific article; zbMATH DE number 5262919 (Why is no real title available?) | 2008-04-14 | Paper |
| LBB Stability of a Mixed Discontinuous/Continuous Galerkin Finite Element Pair | 2007-07-31 | Paper |
Semigeostrophic Particle Motion and Exponentially Accurate Normal forms
Multiscale Modeling & Simulation | 2007-06-26 | Paper |
Symplectic Time-Stepping for Particle Methods
GAMM-Mitteilungen | 2007-03-30 | Paper |
Linearly implicit time stepping methods for numerical weather prediction
BIT | 2006-10-31 | Paper |
The Targeted Shadowing Hybrid Monte Carlo (TSHMC) Method
New Algorithms for Macromolecular Simulation | 2006-08-24 | Paper |
Linear PDEs and Numerical Methods That Preserve a Multisymplectic Conservation Law
SIAM Journal on Scientific Computing | 2006-05-30 | Paper |
Numerical methods for Hamiltonian PDEs
Journal of Physics A: Mathematical and General | 2006-05-22 | Paper |
Adiabatic invariance and applications: from molecular dynamics to numerical weather prediction
BIT | 2005-04-07 | Paper |
Vorticity and symplecticity in Lagrangian fluid dynamics
Journal of Physics A: Mathematical and General | 2005-03-21 | Paper |
Hamiltonian Particle-Mesh Method for Two-Layer Shallow-Water Equations Subject to the Rigid-Lid Approximation
SIAM Journal on Applied Dynamical Systems | 2005-02-28 | Paper |
| Simulating Hamiltonian Dynamics | 2005-02-15 | Paper |
Geometric integration of a wave-vortex model.
Applied Numerical Mathematics | 2004-03-14 | Paper |
Backward error analysis for multi-symplectic integration methods
Numerische Mathematik | 2003-11-09 | Paper |
Conservation properties of smoothed particle hydrodynamics applied to the shallow water equation
BIT | 2003-08-06 | Paper |
Explicit variable step-size and time-reversible integration
Applied Numerical Mathematics | 2002-02-07 | Paper |
| scientific article; zbMATH DE number 1836330 (Why is no real title available?) | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1595182 (Why is no real title available?) | 2001-10-16 | Paper |
A reversible averaging integrator for multiple time-scale dynamics
Journal of Computational Physics | 2001-10-10 | Paper |
Multi-symplectic spectral discretizations for the Zakharov-Kuznetsov and shallow water equations
Physica D | 2001-07-29 | Paper |
Computing Lyapunov exponents on a Stiefel manifold
Physica D | 2001-07-22 | Paper |
Finite volume methods for multi-symplectic PDEs
BIT | 2001-07-16 | Paper |
Multi-symplectic integrators: numerical schemes for Hamiltonian PDEs that conserve symplecticity
Physics Letters. A | 2001-07-08 | Paper |
| scientific article; zbMATH DE number 1595174 (Why is no real title available?) | 2001-05-06 | Paper |
Multi-symplectic Runge-Kutta collocation methods for Hamiltonian wave equations
Journal of Computational Physics | 2000-10-26 | Paper |
Smoothed Langevin dynamics of highly oscillatory systems
Physica D | 2000-10-08 | Paper |
Modified potential energy functions for constrained molecular dynamics
Numerical Algorithms | 2000-06-05 | Paper |
Multiple time scales in classical and quantum-classical molecular dynamics
Journal of Computational Physics | 2000-04-04 | Paper |
The Midpoint Scheme and Variants for Hamiltonian Systems: Advantages and Pitfalls
SIAM Journal on Scientific Computing | 2000-03-20 | Paper |
A Time-Reversible Variable-Stepsize Integrator for Constrained Dynamics
SIAM Journal on Scientific Computing | 2000-03-20 | Paper |
Backward Error Analysis for Numerical Integrators
SIAM Journal on Numerical Analysis | 1999-11-22 | Paper |
Preservation of adiabatic invariants under symplectic discretization
Applied Numerical Mathematics | 1999-06-29 | Paper |
| scientific article; zbMATH DE number 1031372 (Why is no real title available?) | 1997-10-19 | Paper |
| scientific article; zbMATH DE number 1008375 (Why is no real title available?) | 1997-08-06 | Paper |
On higher-order semi-explicit symplectic partitioned Runge-Kutta methods for constrained Hamiltonian systems
Numerische Mathematik | 1997-06-30 | Paper |
| scientific article; zbMATH DE number 956623 (Why is no real title available?) | 1997-04-27 | Paper |
Enhancing energy conserving methods
BIT | 1997-04-02 | Paper |
Symplectic Integration of Constrained Hamiltonian Systems by Composition Methods
SIAM Journal on Numerical Analysis | 1996-12-05 | Paper |
Smoothed dynamics of highly oscillatory Hamiltonian systems
Physica D | 1995-11-28 | Paper |
On the local qualitative behavior of differential-algebraic equations
Circuits, Systems, and Signal Processing | 1995-09-20 | Paper |
Momentum conserving symplectic integrators
Physica D | 1995-07-20 | Paper |
| Symplectic Integration of Constrained Hamiltonian Systems | 1994-12-20 | Paper |
Stabilization of DAEs and invariant manifolds
Numerische Mathematik | 1994-07-07 | Paper |
Erratum to: ``On an existence and uniqueness theory for nonlinear differential-algebraic equations
Circuits, Systems, and Signal Processing | 1994-01-03 | Paper |
| scientific article; zbMATH DE number 51824 (Why is no real title available?) | 1992-09-18 | Paper |
| scientific article; zbMATH DE number 31753 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 18160 (Why is no real title available?) | 1992-06-26 | Paper |
On an existence and uniqueness theory for nonlinear differential- algebraic equations
Circuits, Systems, and Signal Processing | 1991-01-01 | Paper |
On a geometrical interpretation of differential-algebraic equations
Circuits, Systems, and Signal Processing | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4165374 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4115022 (Why is no real title available?) | 1989-01-01 | Paper |
Filtered data based estimators for stochastic processes driven by colored noise
(available as arXiv preprint) | N/A | Paper |
