Publications and Preprints
- Filtering with low noise and accurate observations
(with E Vanden-Eijnden),
in progress
- Toward practical rare event simulation in high dimensions
(with E Vanden-Eijnden),
coming soon
- Step evolution for crystals with finite size: the ADL case (with H Al Hajj Shehadeh
and R Kohn),
coming soon
- Ensemble samplers with affine invariance (with J Goodman),
CAMCoS, accepted,
pdf
- Rare event simulation with vanishing error for small noise diffusions
(with E Vanden-Eijnden),
submitted,
pdf
- Particle filtering with path sampling and an application to a
bimodal ocean current model,
J. Comp. Phys. (2009), 228 4312-4331,
pdf
- Variance reduction for particle filters of
systems with time-scale separation (with D Givon
and
P Stinis),
IEEE Trans. Signal Proc.
(2009), 57(2) 424-435,
pdf
-
Parallel marginalization with applications to conditional path sampling,
pdf
-
Efficient Monte Carlo sampling
by parallel marginalization,
PNAS (2007), 104(31) 12657-12662, pdf