112 citations · 1.1k across the 65 of their papers we have counts for
Showing 2015 · math.NAShow all
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math.NA2015★ 25 cited
Embedded discontinuous Galerkin transport schemes with localised limiters
C. J. Cotter, D. Kuzmin
Motivated by finite element spaces used for representation of temperature in the compatible finite element approach for numerical weather prediction, we introduce locally bounded t…
math.NA2015
Multilevel Ensemble Transform Particle Filtering
Alastair Gregory, Colin Cotter, Sebastian Reich
This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the part…
math.NA2015
Ensemble Transport Adaptive Importance Sampling
Colin Cotter, Simon Cotter, Paul Russell
Markov chain Monte Carlo methods are a powerful and commonly used family of numerical methods for sampling from complex probability distributions. As applications of these methods…