120 citations · 568 across the 33 of their papers we have counts for
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Theoretical Guarantees for the Statistical Finite Element Method
Yanni Papandreou, Jon Cockayne, Mark Girolami +1
The statistical finite element method (StatFEM) is an emerging probabilistic method that allows observations of a physical system to be synthesised with the numerical solution of a…
Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods
Oliver R. A. Dunbar, Andrew B. Duncan, Andrew M. Stuart +1
The increasing availability of data presents an opportunity to calibrate unknown parameters which appear in complex models of phenomena in the biomedical, physical and social scien…
Variance Reduction using Nonreversible Langevin Samplers
A. B. Duncan, T. Lelievre, G. A. Pavliotis
A standard approach to computing expectations with respect to a given target measure is to introduce an overdamped Langevin equation which is reversible with respect to the target…