628 citations
- Technische Universität BerlinDE86 papers
- Humboldt-Universität zu BerlinDE83 papers
- Charité - Universitätsmedizin BerlinDE17 papers
- Centre National de la Recherche ScientifiqueFR11 papers
- Freie Universität BerlinDE11 papers
- Potsdam Institute for Climate Impact ResearchDE11 papers
- National Centre of Scientific Research "Demokritos"GR7 papers
- Case Western Reserve UniversityUS6 papers
- Einstein Center for Neurosciences BerlinDE6 papers
- Ohio UniversityUS6 papers
- École Normale Supérieure - PSLFR5 papers
- InsermFR5 papers
14 papers · 1 filter
-functions, synchronization, and Arnold tongues for coupled stochastic oscillators
Max Kreider, Benjamin Lindner, Peter J. Thomas
Phase reduction is an effective theoretical and numerical tool for studying synchronization of coupled deterministic oscillators. Stochastic oscillators require new definitions of…
Analysis of the feedback particle filter with diffusion map based approximation of the gain
Sahani Pathiraja, Wilhelm Stannat
Control-type particle filters have been receiving increasing attention over the last decade as a means of obtaining sample based approximations to the sequential Bayesian filtering…
Mean field limit of Ensemble Square Root Filters -- discrete and continuous time
Theresa Lange, Wilhelm Stannat
Consider the class of Ensemble Square Root filtering algorithms for the numerical approximation of the posterior distribution of nonlinear Markovian signals partially observed with…
Fluctuation limits for mean-field interacting nonlinear Hawkes processes
Sophie Heesen, Wilhelm Stannat
We investigate the asymptotic behaviour of networks of interacting non-linear Hawkes processes modeling a homogeneous population of neurons in the large population limit. In partic…
On the continuous time limit of Ensemble Square Root Filters
Theresa Lange, Wilhelm Stannat
We provide a continuous time limit analysis for the class of Ensemble Square Root Filter algorithms with deterministic model perturbations. In the particular linear case, we specif…
On the continuous time limit of the Ensemble Kalman Filter
Theresa Lange, Wilhelm Stannat
We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply…