123 citations · 984 across the 33 of their papers we have counts for
42 papers
Data assimilation with the 2D Navier-Stokes equations: Optimal Gaussian asymptotics for the posterior measure
Dimitri Konen, Richard Nickl
A functional Bernstein - von Mises theorem is proved for posterior measures arising in a data assimilation problem with the two-dimensional Navier-Stokes equation where a Gaussian…
Bernstein-von Mises theorems for time evolution equations
Richard Nickl
We consider a class of infinite-dimensional dynamical systems driven by non-linear parabolic partial differential equations with initial condition modelled by a Gaussian proces…
Bayesian Nonparametric Inference in McKean-Vlasov models
Richard Nickl, Grigorios A. Pavliotis, Kolyan Ray
We consider nonparametric statistical inference on a periodic interaction potential from noisy discrete space-time measurements of solutions of the nonlinear McKean-Vla…
On posterior consistency of data assimilation with Gaussian process priors: the 2D Navier-Stokes equations
Richard Nickl, Edriss S. Titi
We consider a non-linear Bayesian data assimilation model for the periodic two-dimensional Navier-Stokes equations with initial condition modelled by a Gaussian process prior. We s…
Consistent inference for diffusions from low frequency measurements
Richard Nickl
Let be a reflected diffusion process in a bounded convex domain in , solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} d…
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions
Afonso S. Bandeira, Antoine Maillard, Richard Nickl +1
We exhibit examples of high-dimensional unimodal posterior distributions arising in non-linear regression models with Gaussian process priors for which MCMC methods can take an exp…