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01/12/2023
Choosing observation operators to mitigate model error in Bayesian inverse problems
In Bayesian inverse problems, 'model error' refers to the discrepancy be...
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08/10/2021
Γ-convergence of Onsager-Machlup functionals. Part II: Infinite product measures on Banach spaces
We derive Onsager-Machlup functionals for countable product measures on ...
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08/10/2021
Γ-convergence of Onsager-Machlup functionals. Part I: With applications to maximum a posteriori estimation in Bayesian inverse problems
The Bayesian solution to a statistical inverse problem can be summarised...
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06/16/2021
Fréchet derivatives of expected functionals of solutions to stochastic differential equations
In the analysis of stochastic dynamical systems described by stochastic ...
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03/30/2021
Randomised one-step time integration methods for deterministic operator differential equations
Uncertainty quantification plays an important role in applications that ...
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11/13/2019
Error bounds for some approximate posterior measures in Bayesian inference
In certain applications involving the solution of a Bayesian inverse pro...
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07/12/2019
Convergent discretisation schemes for transition path theory for diffusion processes
In the analysis of metastable diffusion processes, Transition Path Theor...
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05/21/2018