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11/29/2022
Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions
This work aims at making a comprehensive contribution in the general are...
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12/23/2020
Testing whether a Learning Procedure is Calibrated
A learning procedure takes as input a dataset and performs inference for...
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10/22/2020
Measure Transport with Kernel Stein Discrepancy
Measure transport underpins several recent algorithms for posterior appr...
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03/09/2020
Manifold lifting: scaling MCMC to the vanishing noise regime
Standard Markov chain Monte Carlo methods struggle to explore distributi...
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12/06/2019
Manifold Markov chain Monte Carlo methods for Bayesian inference in a wide class of diffusion models
Bayesian inference for partially observed, nonlinear diffusion models is...
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06/03/2019
A scalable optimal-transport based local particle filter
Filtering in spatially-extended dynamical systems is a challenging probl...
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05/25/2016