2 papers
math.ST2021
Large Deviation Asymptotics and Bayesian Posterior Consistency on Stochastic Processes and Dynamical Systems
Langxuan Su, Sayan Mukherjee
We consider generalized Bayesian inference on stochastic processes and dynamical systems with potentially long-range dependency. Given a sequence of observations, a class of parame…
math.PR2021
The Gaussian Structure of the Singular Stochastic Burgers Equation
Jonathan C. Mattingly, Marco Romito, Langxuan Su
We consider the stochastically forced Burgers equation with an emphasis on spatially rough driving noise. We show that the law of the process at a fixed time , conditioned on no…