5 citations · 5 across the 3 of their papers we have counts for
11 papers
Unique Ergodicity in Stochastic Electroconvection
Elie Abdo, Nathan Glatt-Holtz, Mihaela Ignatova
We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prov…
On the accept-reject mechanism for Metropolis-Hastings algorithms
Nathan E. Glatt-Holtz, Justin A. Krometis, Cecilia F. Mondaini
This work develops a powerful and versatile framework for determining acceptance ratios in Metropolis-Hastings type Markov kernels widely used in statistical sampling problems. Our…
Sensitivity of steady states in a degenerately-damped stochastic Lorenz system
Juraj Foldes, Nathan E. Glatt-Holtz, David P. Herzog
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temp…
Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions
Nathan E. Glatt-Holtz, Cecilia F. Mondaini
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al.…
On Bayesian Consistency for Flows Observed Through a Passive Scalar
Jeff Borggaard, Nathan E. Glatt-Holtz, Justin A. Krometis
We consider the statistical inverse problem of estimating a background fluid flow field from the partial, noisy observations of the concentration of a substance pa…
Affine Poisson & Non-Poisson trace principles for
Nico Lombardi, Jie Xiao
This note discovers not only an affine non-sharp-Poisson trace inequality but also its sharp-non-Poisson version for a Sobolev function with the fractional antiderivative.