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WMI Preprints 2009

1/2009
Green's Function by Monte Carlo
David White & Andrew Stuart
(Submitted to proceedings of MCQMC08)

2/2009
Sampling Conditioned Diffusions
Martin Hairer, Andrew Stuart & Jochen Voss
(Trends in Stochastic Analysis LMS Lecture Notes 353, Editors J. Blath, P. Morters & M Scheutzo)

3/2009
Maximum Likelihood Drift Estimation for Multiscale Diffusions
A. Papavasiliou, G.A.Pavilotis & A.M.Stuart

4/2009
Remarks on Drift Estimation for Diffusion Processes
Y. Pokern, A.M.Stuart & E. Vanden-Eijnden

5/2009
Data Assimilation Problems in Fluid Mechanics: Bayesian Formulation in Function Space
S. Cotter, M. Dhasti, J Robinson & A.M.Stuart

6/2009
Optimal Scalings for Local Metropolis-Hastings Chains on Non-Product Targets in High Dimensions
A. Beskos, G Roberts & A.M.Stuart
(Ann.Appl.Prob. to appear)

7/2009
MCMC Methods for Sampling Function Space
A. Beskos & A.M.Stuart
(Proceedings of ICIAM 2007, to appear)

8/2009
Parameter Estimation for Multiscale Diffusions: An Overview
Y. Pokern & A.M.Stuart
(To appear proceedings of SEmStat200, La Manga)

9/2009
Calculating Effective Diffusivities in the Limit of Vanishing Molecular Diffusion
G.A.Pavliotis, A.M. Stuart & K.C.Zygalakis
(J.Comp.Phys. 228(2009), 1030-1055)10

10/2009
Parameter estimation for partially observed hypoelliptic diffusions
Y . Pokern & A.M.Stuart
(J.Roy.Stat.Soc.71(2009), 49-73)

11 /2009
Computational Complexity of Metropolis-Hastings Methods in High Dimensions
A. Beskos & A.M. Stuart
(Proceedings of MCQMC08)

12/2009
Numerical Computation of Advection and Diffusion on Evolving Diffuse interfaces
C.M.Elliott, B. Stinner, V. Styles & R Welford.

13/2009
Signal processing problems on Function Space: Bayesian formulation, Stochastic PDEs and Effective MCMC Methods
M. Hairer, A.M.Stuart & J.Voss

14/2009
Transition Paths in Molecules: Gradient Descent in Pathspace
F.J.Pinski & A.M.Stuart

15/2009
Suffient Conditions of Optimality for BSEEs
AbdulRahman Al-Hussein

16/2009
BSPDEs with respect to martingales
AbdulRahman Al-Hussein

17/2009
Maximum principle for controlled stochastic evolution equations
AbdulRahman Al-Hussein

18/2009
Nonparametric Bayesian Drift Estimation for One-dimensional Diffusion Processes
Yvo Pokern, Omiros Papaspiliopoulos, Gareth ORoberts & A.M.Stuart

19/2009
H1 conforming surface finite elements for two phase geometric biomembranes
C Elliott & B Stinner


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