32 citations · 183 across the 54 of their papers we have counts for
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math.AP2016★ 30 cited
The Bayesian Formulation and Well-Posedness of Fractional Elliptic Inverse Problems
Nicolas Garcia Trillos, Daniel Sanz-Alonso
We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observation…
stat.CO2016
Importance Sampling and Necessary Sample Size: an Information Theory Approach
Daniel Sanz-Alonso
Importance sampling approximates expectations with respect to a target measure by using samples from a proposal measure. The performance of the method over large classes of test fu…
math.PR2016
Gaussian Approximations of Small Noise Diffusions in Kullback-Leibler Divergence
Daniel Sanz-Alonso, Andrew M. Stuart
We study Gaussian approximations to the distribution of a diffusion. The approximations are easy to compute: they are defined by two simple ordinary differential equations for the…