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11/05/2021
Sampling Methods for Bayesian Inference Involving Convergent Noisy Approximations of Forward Maps
We present Bayesian techniques for solving inverse problems which involv...
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09/07/2021
Robust Estimation of Effective Diffusions from Multiscale Data
We present a methodology based on filtered data and moving averages for ...
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03/10/2021
A probabilistic finite element method based on random meshes: Error estimators and Bayesian inverse problems
We present a novel probabilistic finite element method (FEM) for the sol...
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09/28/2020
Drift Estimation of Multiscale Diffusions Based on Filtered Data
We study the problem of drift estimation for two-scale continuous time s...
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08/15/2019