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20222026
most citedEstimation for the reaction term in semi-linear SPDEs under small diffusivity

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math.ST2026

Bernstein--von Mises theorems for Bayesian probabilistic numerics

Sascha Gaudlitz, Sven Wang

We study probabilistic numerical methods for solving nonlinear PDEs from a Bayesian nonparametric perspective. Given noisy evaluations at random collocation points, we place a trun…

math.ST2026

Parameter estimation in a fully coupled partially observed Ornstein-Uhlenbeck process

Sascha Gaudlitz, Hasan Mert Gökalp

We study a two-dimensional Ornstein-Uhlenbeck system where only the first coordinate is observed, whereas the second coordinate remains hidden. Our goal is the estimation of the co…