Publications

Gottwald, Georg A. & Reich, S. (2024). Localized Schrödinger bridge sampler arXiv:2409.07968

Carere, G. and Lie, H. C. (2024). Optimal low-rank approximations of posteriors for linear Gaussian inverse problems on Hilbert spaces, arXiv 2411.01112

Spokoiny, V. (2024). Estimation for SLS models: finite sample guarantees, arXiv:2404.14227

Lie, H. C. (2024): Bayesian inference of covariate-parameter relationships for population modelling. ArXiv 2407.09640

Tiepner, A. and Ziebell, E. (2024): Parameter estimation in hyperbolic linear SPDEs from multiple measurements. arXiv:2407.13461

Ziebell, E. (2024): Non-parametric estimation for the stochastic wave equation. arXiv:2404.18823

Siobhán Correnty, Melina A. Freitag, Kirk M. Soodhalter (2023). Chebyshev HOPGD with sparse grid sampling for parameterized linear systems. arXiv:2309.14178

Kim, J. W. and Mehta, P. G. (2024): Arrow of Time in Estimation and Control: Duality Theory Beyond the Linear Gaussian Model. arXiv 2405.07650

Kim, J. W., Taghvaei, A., and Mehta, P. G. (2024): Divergence metrics in the study of Markov and hidden Markov processes. arXiv 2404.15779

Cherepanov, V., and Ertel, S. W. (2024): Neural Networks-based Random Vortex Methods for Modelling Incompressible Flows. arXiv: 2405.13691

Tienstra, M. (2024). Early Stopping for Ensemble Kalman-Bucy Inversion. arXiv:2403.18353

Gottwald, G., Li, F., Marzouk, Y., Reich, S (2024). Stable generative modelling using diffusion maps. arXiv 2401.04372