162 citations · 348 across the 9 of their papers we have counts for
7 papers · 1 filter
MAP Estimators and Their Consistency in Bayesian Nonparametric Inverse Problems
Masoumeh Dashti, Kody J. H. Law, Andrew M. Stuart +1
We consider the inverse problem of estimating an unknown function from noisy measurements of a known, possibly nonlinear, map applied to . We adopt a Bayes…
The Effect of Finite Element Discretisation on the Stationary Distribution of SPDEs
Jochen Voss
This article studies the effect of discretisation error on the stationary distribution of stochastic partial differential equations (SPDEs). We restrict the analysis to the effect…
Approximations to the Stochastic Burgers Equation
Martin Hairer, Jochen Voss
This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is…
Upper and Lower Bounds in Exponential Tauberian Theorems
Jochen Voss
In this text we study, for positive random variables, the relation between the behaviour of the Laplace transform near infinity and the distribution near zero. A result of De Bruij…
Sampling conditioned hypoelliptic diffusions
Martin Hairer, Andrew M. Stuart, Jochen Voss
A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given condi…
Analysis of SPDEs Arising in Path Sampling Part I: The Gaussian Case
M. Hairer, A. M. Stuart, J. Voss +1
In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. T…