18 citations · 23 across the 8 of their papers we have counts for
8 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…
Linear and fractional response for nonlinear dissipative SPDEs
Giulia Carigi, Tobias Kuna, Jochen Bröcker
A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain c…
Dissipation properties of transport noise in the two-layer quasi-geostrophic model
Giulia Carigi, Eliseo Luongo
A stochastic version of the two-layer quasi-geostrophic model (2LQG) with multiplicative transport noise is analysed. This popular intermediate complexity model describes large sca…
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model
Giulia Carigi, Jochen Bröcker, Tobias Kuna
Ergodic properties of a stochastic medium complexity model for atmosphere and ocean dynamics are analysed. More specifically, a two-layer quasi-geostrophic model for geophysical fl…