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Preprints

M.M.Dunlop, C.M.Elliott, V.H.Hoang, A.M.Stuart, Bayesian Formulations of Multidimensional Barcode Inversion (Submitted) Preprint

S.Agapiou, O.Papaspiliopoulos, D.Sanz-Alonso, A.M.Stuart, Importance sampling: computational complexity and intrinsic dimension. Statistical Science (2017) (to appear)
Preprint BibTeX

S.Agapiou, G.O.Roberts, S.J.Vollmer, Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models. Bernoulli (2017) (to appear).
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H.Bazargan, M.A.Christie, A.H.Elsheikh, M.Ahmadi, Surrogate Accelerated Sampling of Reservoir Models With Complex Structures Using Sparse Polynomial Chaos Expansion. Advances in Water Resources (2016) (to appear).

A.L.Bertozzi, X.Luo, A.M.Stuart, K.C.Zygalakis, Uncertainty Quantification in the Classification of High Dimensional Data (Submitted)
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D.Blömker, C.Schillings, P.Wacker, A strongly convergent numerical scheme from EnKF continuum analysis (Submitted).
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C.-E.Brehier, M.Hairer, A.M.Stuart, Weak error estimates for trajectories of SPDEs under spectral Galerkin discretization. (Submitted)
Preprint BibTeX

M.Burger, T.Helin, H.Kekkonen, Large Noise in Variational Regularization (submitted).
PreprintM.M.Dunlop, A.M.Stuart, The Bayesian formulation of EIT: analysis and algorithms. (Submitted)
Preprint BibTeX

A.Durmus, G.O.Roberts, G. Vilmart, K.C.Zygalakis, Fast Langevin based algorithm for MCMC in high dimensions. (Submitted).
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M.A.Iglesias, K.Lin, S.Lu, A.M.Stuart, Filter based methods for statistical linear inverse problems. (Communications in Math. Sciences, To Appear).
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M.Iglesias, Y. Lu, A.M.Stuart, A Bayesian level set method for geometric inverse problems (Submitted).
Preprint BibTex

D.Kelly, A.M.Stuart, Ergodicity and Accuracy of Optimal Particle Filters for Bayesian Data Assimilation (Submitted)
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J.Kuntz, M. Ottobre, A.M Stuart, Non-stationary phase of the MALA algorithm (Submitted)
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S.Lasanen, L. Roininen, J.M.J.Huttunen. Elliptic boundary value problems with Gaussian white noise loads, Stochastic Processes and their Applications (submitted).
PreprintH.C.Lie, A.M.Stuart, T.J.Sullivan, Strong convergence rates of probabilistic integrators for ordinary differential equations (Submitted)
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A.Litvinenko, D.Liu, C.Schillings V.Schulz. Uncertainty quantification and treatment in aircraft design - comparison of approaches (Accepted by SIAM UQ).
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Y.Lu, A.M.Stuart, H.Weber, Gaussian approximations for transition paths in molecular dynamics. (Submitted)
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M.Markkanen, L. Roininen, J. M.J.Huttunen, S.Lasanen. Cauchy difference priors for edge-preserving Bayesian inversion, Journal of Ill-posed and Inverse Problems (submitted).
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M. Ottobre, A.M. Stuart, J.Kuntz, Diffusion limit for the random walk Metropolis algorithm out of stationarity (Submitted)
Preprint BibTex

M.Park, A.L.Teckentrup. Improved Multilevel Monte Carlo Methods for Finite Volume Discretisations of Darcy Flow in Randomly Layered Media. (Submitted).
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L.Roininen, M.Girolami, S.Lasanen, M.Markkanen, Hyperpriors for Matérn fields with applications in Bayesian inversion. (Submitted)
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L.Roininen, S.Lasanen, M.Orispää, S.Särkkä. Sparse approximations of fractional Matérn fields, Scandinavian Journal of Statistics (submitted).
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D.Sanz-Alonso, A.M.Stuart, Gaussian approximations of small noise diffusions in Kullback-Leibler divergence. (Communications in Mathematical Sciences, To Appear)
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C.Schillings, C.Schwab, Scaling limits in computational Bayesian inversion, SAM Report, 2014-26, ETHZ, 2014.
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C.Schillings, A.M.Stuart, Analysis of the ensemble Kalman filter for inverse problems. (Accepted for publication in SINUM).
Preprint BibTeX

C.Schillings, A.M.Stuart, Convergence Analysis of the Ensemble Kalman Filter for Inverse Problems: the Noisy Case (Submitted)
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A.M.Stuart, A.L.Teckentrup, Posterior consistency for Gaussian process approximations of Bayesian posterior distributions (Mathematics of Computation, To Appear).
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