5 papers
On the mixing properties of some preconditioned multiproposal Markov Chain Monte Carlo algorithms
Giulia Carigi, Nathan E. Glatt-Holtz, Cecilia F. Mondaini +1
We study two recently discovered "dimension-free" Monte Carlo sampling algorithms, the multiproposal and multiple-try preconditioned Crank-Nicolson methods (mpCN and MTpCN). These…
Multiproposal Elliptical Slice Sampling
Guillermina Senn, Nathan Glatt-Holtz, Giulia Carigi +2
We introduce Multiproposal Elliptical Slice Sampling, a self-tuning multiproposal Markov chain Monte Carlo method for Bayesian inference with Gaussian priors. Our method generalize…
Well-posedness and long time dynamics for a quasi-geostrophic ocean-atmosphere model with radiation balance
Federico Fornasaro, Tobias Kuna, Giulia Carigi
We investigate a coupled atmosphere-ocean model including the mechanical and thermodynamical interaction between the two fluids for the mid-latitudes. The formulation combines a mu…
Markov matrix perturbations to optimize dynamical and entropy functionals
Manuel Santos Gutierrez, Niccolo Zagli, Giulia Carigi
An important problem in applied dynamical systems is to compute the external forcing that provokes the largest response of a desired observable quantity. For this, we investigate t…
Reconstruction of wide spectrum forcing in transport-diffusion and Navier-Stokes equations
Jochen Bröcker, Giulia Carigi, Tobias Kuna +1
This article considers the problem of reconstructing unknown driving forces based on incomplete knowledge of the system and its state. This is studied in both a linear and nonlinea…