447 citations · 3.6k across the 105 of their papers we have counts for
4 papers · 2 filters
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
Martin Hairer, Andrew M. Stuart, Sebastian J. Vollmer
We study the problem of sampling high and infinite dimensional target measures arising in applications such as conditioned diffusions and inverse problems. We focus on those that a…
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
Natesh S. Pillai, Andrew M. Stuart, Alexandre H. Thiéry
The Metropolis-adjusted Langevin (MALA) algorithm is a sampling algorithm which makes local moves by incorporating information about the gradient of the logarithm of the target den…
Gamma Limit for Transition Paths of Maximal Probability
F. Pinski, A. M. Stuart, F. Theil
Chemical reactions can be modelled via diffusion processes conditioned to make a transition between specified molecular configurations representing the state of the system before a…
Kalman filtering and smoothing for linear wave equations with model error
Wonjung Lee, Damon McDougall, Andrew Stuart
Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when d…