337 citations · 1.6k across the 50 of their papers we have counts for
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math.PR2017★ 2 cited
On well-posedness of Bayesian data assimilation and inverse problems in Hilbert space
Ivan Kasanický, Jan Mandel
Bayesian inverse problem on an infinite dimensional separable Hilbert space with the whole state observed is well posed when the prior state distribution is a Gaussian probability…
math.ST2017★ 1 cited
Multilevel maximum likelihood estimation with application to covariance matrices
Marie Turčičová, Jan Mandel, Kryštof Eben
The asymptotic variance of the maximum likelihood estimate is proved to decrease when the maximization is restricted to a subspace that contains the true parameter value. Maximum l…