23 citations · 52 across the 9 of their papers we have counts for
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stat.CO2019
Manifold Markov chain Monte Carlo methods for Bayesian inference in diffusion models
Matthew M. Graham, Alexandre H. Thiery, Alexandros Beskos
Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the comput…
stat.CO2019★ 8 cited
A scalable optimal-transport based local particle filter
Matthew M. Graham, Alexandre H. Thiery
Filtering in spatially-extended dynamical systems is a challenging problem with significant practical applications such as numerical weather prediction. Particle filters allow asym…