Publications (27)
Analysis of SPDEs Arising in Path Sampling Part I: The Gaussian Case
M. Hairer, A. M. Stuart, J. Voss +1
The Moment Map: Nonlinear dynamics of density evolution via a few moments
D. Barkley, I. G. Kevrekidis, A. M. Stuart
Posterior Consistency via Precision Operators for Bayesian Nonparametric Drift Estimation in SDEs
Y. Pokern, A. M. Stuart, J. H. van Zanten
Sparse Deterministic Approximation of Bayesian Inverse Problems
Ch. Schwab, A. M. Stuart
Diffusion Limit For The Random Walk Metropolis Algorithm Out Of stationarity
J. Kuntz, M. Ottobre, A. M. Stuart
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
G. A. Pavliotis, A. M. Stuart
Non-stationary phase of the MALA algorithm
J. Kuntz, M. Ottobre, A. M. Stuart
Accuracy and Stability of Filters for Dissipative PDEs
C. E. A. Brett, K. F. Lam, K. J. H. Law +3
Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
K. J. H. Law, D. Sanz-Alonso, A. Shukla +1
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster
S. L. Cotter, G. O. Roberts, A. M. Stuart +1
Parameter Estimation for Multiscale Diffusions
G. A. Pavliotis, A. M. Stuart
Data Assimilation: A Mathematical Introduction
K. J. H. Law, A. M. Stuart, K. C. Zygalakis
Periodic Homogenization for Inertial Particles
G. A. Pavliotis, A. M. Stuart
Importance Sampling: Intrinsic Dimension and Computational Cost
S. Agapiou, O. Papaspiliopoulos, D. Sanz-Alonso +1
A Note on Diffusion Limits of Chaotic Skew Product Flows
I. Melbourne, A. M. Stuart
Analysis of the 3DVAR Filter for the Partially Observed Lorenz '63 Model
K. J. H. Law, A. Shukla, A. M. Stuart
Accuracy and Stability of The Continuous-Time 3DVAR Filter for The Navier-Stokes Equation
D. Bloemker, K. J. H. Law, A. M. Stuart +1
Maximum Likelihood Drift Estimation for Multiscale Diffusions
A. Papavasiliou, G. A. Pavliotis, A. M. Stuart
Multiscale Modelling and Inverse Problems
J. Nolen, G. A. Pavliotis, A. M. Stuart
Gamma Limit for Transition Paths of Maximal Probability
F. Pinski, A. M. Stuart, F. Theil
Stability of Filters for the Navier-Stokes Equation
C. E. A. Brett, K. F. Lam, K. J. H. Law +3
Homogenization for Inertial Particles in a Random Flow
G. A. Pavliotis, A. M. Stuart, K. C. Zygalakis
Analysis of SPDEs arising in path sampling part II: The nonlinear case
M. Hairer, A. M. Stuart, J. Voss
Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time
D. T. B. Kelly, K. J. H. Law, A. M. Stuart
A multiscale analysis of diffusions on rapidly varying surfaces
A. B. Duncan, C. M. Elliott, G. A. Pavliotis +1
Parameter Estimation for Partially Observed Hypoelliptic Diffusions
Y. Pokern, A. M. Stuart, P. Wiberg
Long-time Asymptotics of the Filtering Distribution for Partially Observed Chaotic Dynamical Systems
D. Sanz-Alonso, A. M. Stuart