22 citations · 22 across the 5 of their papers we have counts for
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math.AP2019
Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging
Carsten Hartmann, Lara Neureither, Upanshu Sharma
This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow…
math.PR2019★ 22 cited
Variational approach to rare event simulation using least-squares regression
Carsten Hartmann, Omar Kebiri, Lara Neureither +1
We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion. The scheme is based on a Gibbs variational…