Beskos, Alexandros, Pillai, Natesh S., 1981-, Roberts, Gareth O., Sanz-Serna, Jesus and Stuart, A. M.. (2013) Optimal tuning of the hybrid monte-carlo algorithm. Bernoulli . ISSN 1350-7265 (In Press)

Pokern, Y., Stuart, A. M. and van Zanten, J. H.. (2013) Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs. Stochastic Processes and their Applications, Vol.123 (No.2). pp. 603-628. ISSN 0304-4149

Papaspiliopoulos, Omiros , Pokern, Yvo , Roberts, Gareth O. and Stuart, A. M.. (2012) Nonparametric estimation of diffusions : a differential equations approach. Biometrika, Vol.99 (No.3). pp. 511-531. ISSN 0006-3444

Mattingly, Jonathan C., Pillai, Natesh S., 1981- and Stuart, A. M.. (2012) Diffusion limits of the random walk Metropolis algorithm in high dimensions. The Annals of Applied Probability, Vol.22 (No.3). pp. 881-930. ISSN 1050-5164

Pavliotis, Grigorios A., Pokern, Yvo and Stuart, A. M. (2012) Parameter estimation for multiscale diffusions : an overview. In: Kessler, Mathieu and Lindner, Alexander and Sorensen, Michael, (eds.) Statistical methods for stochastic differential equations. Chapman & Hall/CRC Monographs on Statistics & Applied Probability . Boca Raton, FL: CRC Press / Taylor & Francis Group. ISBN 9781439849408

Schwab, Ch. (Christoph) and Stuart, A. M.. (2012) Sparse deterministic approximation of Bayesian inverse problems. Inverse Problems, Vol.28 (No.4). 045003. ISSN 0266-5611

Pinski, F. J., Stuart, A. M. and Theil, Florian. (2012) Γ-limit for transition paths of maximal probability. Journal of Statistical Physics, Vol.146 (No.5). pp. 955-974. ISSN 0022-4715

Cotter, S. L., Dashti, M. and Stuart, A. M.. (2012) Variational data assimilation using targetted random walks. International Journal for Numerical Methods in Fluids, Vol.68 (No.4). pp. 403-421. ISSN 0271-2091

Stuart, A. M., Harris, Stephen and Dashti, Masoumeh. (2012) Besov priors for Bayesian inverse problems. Inverse Problems and Imaging, Vol.6 (No.2). pp. 183-200. ISSN 1930-8337

Mattingly, Jonathan C., Pillai, Natesh S., 1981- and Stuart, A. M.. (2012) Diffusion limits of the random walk Metropolis algorithm in high dimensions. The Annals of Applied Probability, Vol. 22 (No. 3). pp. 881-930. ISSN 1050-5164

Iglesias, Marco, Law, K. J. H. and Stuart, A. M. (2012) MCMC for the evaluation of Gaussian approximations to Bayesian inverse problems in groundwater flow. In: NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2012, Kos, Greece, 19-25 September. Published in: AIP Conference Proceedings, Vol. 1479 pp. 920-923.

Nolen, James, Pavliotis, Grigorios A. and Stuart, A. M. (2012) Multiscale modelling and inverse problems. In: Graham, Ivan G. and Hou, Thomas Y. and Lakkis, Omar and Scheichl, Robert, (eds.) Numerical Analysis of Multiscale Problems. Lecture Notes in Computational Science and Engineering, Vol.83 . Berlin ; Heidelberg: Springer, pp. 1-34. ISBN 9783642220609

Pillai, Natesh S., 1981-, Stuart, A. M. and Thiéry, Alexandre H.. (2012) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. The Annals of Applied Probability, Vol.22 (No.6). pp. 2320-2356. ISSN 1050-5164

Stuart, A. M. (2011) Filtering the Navier-Stokes equation. In: International Workshop on Statistical Inverse Modelling of Complex Nonlinear Systems, Fudan University, 5-9 Sep 2011. (Unpublished)

Stuart, A. M. (2011) Data assimilation for Navier-Stokes. In: LMS-EPSRC Data Assimilation Meeting, Durham, 1-11 Aug 2011 (Unpublished)

Stuart, A. M. (2011) Kalman filtering and smoothing for an advection equation with model error. In: LMS-EPSRC Data Assimilation Meeting, Durham, 1-11 Aug 2011 (Unpublished)

Stuart, A. M. (2011) Bayesian approach to inverse problems. In: LMS-EPSRC Short Course 2011, University of Oxford, 3–8 Apr 2011 (Unpublished)

Melbourne, I and Stuart, A. M.. (2011) A note on diffusion limits of chaotic skew-product flows. Nonlinearity, Vol.24 (No.4). pp. 1361-1367. ISSN 0951-7715

Stuart, A. M. (2011) An elliptic inverse problem arising in groundater flow. In: BIRS Workshop on Stochastic Multiscale Methods, Banff, 27 Mar-1 Apr 2011 (Unpublished)

Beskos, Alexandros, Pinski, F. J., Sanz-Serna, J. M. and Stuart, A. M.. (2011) Hybrid Monte Carlo on Hilbert spaces. Stochastic Processes and their Applications, Vol.121 (No.10). pp. 2201-2230. ISSN 0304-4149

Lee, Wonjung, McDougall, D. (Damon) and Stuart, A. M.. (2011) Kalman filtering and smoothing for linear wave equations with model error. Inverse Problems, Vol.27 (No.9). Article no. 095008. ISSN 0266-5611

Pillai, Natesh S., 1981-, Stuart, A. M. and Thiéry, Alexandre H. (2011) Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2011).

Hairer, Martin, Stuart, A. M. and Voss, Jochen. (2011) Sampling conditioned hypoelliptic diffusions. The Annals of Applied Probability, Vol.21 (No.2). pp. 669-698. ISSN 1050-5164

Hairer, Martin, Stuart, A. M. and Voss, J. (2011) Signal processing problems on function space : Bayesian formulation, SPDEs and effective MCMC methods. In: Crisan, Dan and Rozovskii, Boris, (eds.) The Oxford handbook of nonlinear filtering. Oxford ; New York: Oxford University Press. ISBN 9780199532902

Dashti, M. and Stuart, A. M.. (2011) Uncertainty quantification and weak approximation of an elliptic inverse problem. SIAM Journal on Numerical Analysis, Vol.49 (No.6). pp. 2524-2542. ISSN 0036-1429

Dashti, Masoumeh, Harris, Stephen and Stuart, A. M. (2010) Weak approximation of an elliptic inverse problem. In: Weak approximation of an elliptic inverse problem. In: Numerical Analysis of Stochastic PDEs, Freiberg, Germany, 20-21 Sep 2010. (Unpublished)

Stuart, A. M. (2010) Hybrid Monte Carlo : geometric integration and statistics. In: Scottish Computational Mathematics Symposium 2010, Heriot-Watt University, Edinburgh, 6 Sep 2010 (Unpublished)

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M.. (2010) Random-weight particle filtering of continuous time processes. Journal of the Royal Statistical Society Series B: Statistical Methodology, Vol.72 (No.4). pp. 497-512. ISSN 1369-7412

Pavliotis, Greg and Stuart, A. M. (2010) Multiscale modelling and inverse problems. In: London Mathematical Society - EPSRC Durham Symposium : Numerical Analysis of Multiscale Problems, Durham, 5-15 July 2010 (Unpublished)

Stuart, A. M. (2010) The hybrid Monte Carlo algorithm on Hilbert space. In: Stochastic Partial Differential Equations (SPDEs) : Approximation, Asymtotics and Computation. , Cambridge, 28 Jun-02 Jul 2010 (Unpublished)

Stuart, A. M. (2010) Bayesian well-posedness for inverse problems. In: ICMS Workshop on Uncertainty Quantification, Edinburgh, 24-28 May 2010 (Unpublished)

Pinski, F. J. and Stuart, A. M.. (2010) Transition paths in molecules at finite temperature. Journal of Chemical Physics, Vol.132 (No.18). Article no. 184104. ISSN 0021-9606

Stuart, A. M.. (2010) Inverse problems : a Bayesian perspective. Acta Numerica, Vol.19 . pp. 451-559. ISSN 0962-4929

Cotter, Simon L., Dashti, M. and Stuart, A. M.. (2010) Approximation of Bayesian inverse problems for PDEs. SIAM Journal on Numerical Analysis, Vol.48 (No.1). pp. 322-345. ISSN 0036-1429

Mattingly, Jonathan C., Stuart, A. M. and Tretyakov, M. V.. (2010) Convergence of numerical time-averaging and stationary measures via poisson equations. SIAM Journal on Numerical Analysis, Vol.48 (No.2). pp. 552-577. ISSN 0036-1429

Stuart, A. M. (2009) Bayesian inverse problems in PDEs. In: International Conference on Sparse Representation of Multiscale Data and Images: Theory and Applications, Singapore, 14-17 Dec 2009 (Unpublished)

Cotter, S. L., Dashti, M., Robinson, James C. (James Cooper), 1969- and Stuart, A. M.. (2009) Bayesian inverse problems for functions and applications to fluid mechanics. Inverse Problems, Vol.25 (No.11). Article no. 115008. ISSN 0266-5611

Papavasiliou, Anastasia, Pavliotis, G. A. and Stuart, A. M.. (2009) Maximum likelihood drift estimation for multiscale diffusions. Stochastic Processes and their Applications, Vol.119 (No.10). pp. 3173-3210. ISSN 0304-4149

Cotter, S. L., Dashti, M. and Stuart, A. M. (2009) Approximation of inverse problems. In: (ICNAAM 2009) 7th International Conference of Numerical Analysis and Applied Mathematics, Rethymno, Crete, 18-22 Sep 2009 (Unpublished)

Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S., 1981- and Pinski, F. J. (2009) MCMC methods in high dimension. In: 2009-10 Program on Stochastic Dynamics Opening Tutorials & Workshops, Raleigh, NC, 30 Aug-2 Sep 2009

Beskos, Alexandros, Roberts, Gareth O. and Stuart, A. M.. (2009) Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3). pp. 863-898. ISSN 1050-5164

Stuart, A. M. (2009) A mathematical framework for data assimilation. In: Mathematical challenges in climate science, Leiden, The Netherlands, 9-13 Mar 2009 (Unpublished)

Pavliotis, G. A., Stuart, A. M. and Zygalakis, K. C.. (2009) Calculating effective diffusivities in the limit of vanishing molecular diffusion. Journal of Computational Physics, Vol.228 (No.4). pp. 1030-1055. ISSN 0021-9991

Cotter, S. L., Dashti, Masoumeh and Stuart, A. M. (2009) Approximation of inverse problems. In: International Conference on Numerical Analysis and Applied Mathematics, Rethymno, Greece, September 18-22, 2009. Published in: AIP Conference Proceedings, 1168 pp. 36-38.

Beskos, Alexandros and Stuart, A. M. (2009) Computational complexity of Metropolis-Hastings methods in high dimensions. In: L'Ecuyer, Pierre and Owen, Art B., (eds.) Monte Carlo and Quasi-Monte Carlo Methods 2008. Heidelberg: Springer, pp. 61-71. ISBN 9783642041068

White, David and Stuart, A. M. (2009) Green's functions by Monte Carlo. In: 8th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (MCQMC 08), Univ Montreal, Montreal, CANADA, JUL 06-11, 2008. Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 pp. 627-636.

Beskos, Alexandros and Stuart, A. M. (2009) MCMC methods for sampling function space. In: 6th International Congress on Industrial and Applied Mathematics, Zurich, Switzerland, July 16-20, 2007. Published in: ICIAM 07: 6TH INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS pp. 337-364.

Stuart, A. M. and Voss, Jochen (2009) Matrix analysis and algorithms. UNSPECIFIED.

Pokern, Yvo, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M. (2009) Non parametric Bayesian drift estimation for one-dimensional diffusion processes. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2009).

Pokern, Yvo, Stuart, A. M. and Wiberg, Petter. (2009) Parameter estimation for partially observed hypoelliptic diffusions. Royal Statistical Society. Journal. Series B: Statistical Methodology, Vol.71 (No.1). pp. 49-73. ISSN 1369-7412

Pokern, Yvo, Stuart, A. M. and Vanden-Eijnden, Eric. (2009) Remarks on drift estimation for diffusion processes. Multiscale Modeling & Simulation, Vol.8 (No.1). pp. 69-95. ISSN 1540-3459

Mattingly, Jonathan C., Pillai, Natesh S., 1981- and Stuart, A. M. (2009) SPDE limits of the random walk Metropolis algorithm in high dimensions. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2009).

Hairer, Martin, Stuart, A. M. and Voss, Jochen (2009) Sampling conditioned diffusions. In: Blath, Jochen and Morters, Peter and Scheutzow, Michael, (eds.) Trends in stochastic analysis : festschrift in honour of Heinrich von Weizsäcker. London Mathematical Society lecture note series, Vol.353 . Cambridge, U.K. ; New York: Cambridge University Press, pp. 159-186. ISBN 9780521718219

Beskos, Alexandros, Roberts, Gareth O., Stuart, A. M. and Voss, Jochen. (2008) MCMC methods for diffusion bridges. Stochastics and Dynamics, Vol.8 (No.3). pp. 319-350. ISSN 0219-4937

Stuart, A. M. (2008) MCMC methods for sampling function space. In: (MCQMC'08) Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Montréal, Québec, 6-11 Jul 2008 (Unpublished)

White, D., Pitt, M. and Stuart, A. M. (2008) Optimal scaling of MCMC for conditioned diffusions. In: (MCQMC'08) Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Montréal, Québec, 6-11 Jul 2008 (Unpublished)

Beskos, Alexandros and Stuart, A. M. (2008) Optimal tuning of MCMC algorithms in infinite dimensions. In: (MCQMC'08) Eighth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Montréal, Québec, 6-11 Jul 2008 (Unpublished)

Stuart, A. M. (2008) Mathematical foundations of data assimilation problems arising in fluid mechanics. In: Sixth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, 19-23 May 2008. (Unpublished)

Stuart, A. M. (2008) Data assimilation : inverse problems in dynamical systems. In: Conference on Monte Carlo Methods : Theory and Applications, Brown University, Providence, RI, 25-36 Apr 2008 (Unpublished)

Apte, A., Jones, C. K. R. T. (Christopher K. R. T.), Stuart, A. M. and Voss, J. (2008) Data assimilation: Mathematical and statistical perspectives. In: 9th ICFD Conference on Numerical Methods for Fluid Dynamics, Univ Reading, Reading, England, 26 - 29 Mar, 2007. Published in: International Journal for Numerical Methods in Fluids, Vol.56 (No.8). pp. 1033-1046.

Apte, A., Jones, C. K. R. T. (Christopher K. R. T.) and Stuart, A. M. (2008) A Bayesian approach to Lagrangian data assimilation. In: Atmospheric Dynamics Mission-Aeolus Workshop, Noordwijk, Netherlands, 26 -28 Sep, 2006. Published in: Tellus. Series A: Dynamic Meteorology and Oceanography, Vol.60 (No.2). pp. 336-347.

Pavliotis, Grigorios A. and Stuart, A. M. (2008) Multiscale methods : averaging and homogenization. Texts in applied mathematics, Vol.53 . New York: Springer. ISBN 9780387738291

Gonzalez, Oscar, 1968- and Stuart, A. M. (2008) A first course in continuum mechanics. Cambridge texts in applied mathematics . Cambridge: Cambridge University Press. ISBN 9780521886802

Hairer, Martin, Stuart, A. M. and Voss, J.. (2007) Analysis of spdes arising in path sampling part II: The nonlinear case. Annals of Applied Probability, Vol.17 (No.5-6). pp. 1657-1706. ISSN 1050-5164

Pavliotis, G. A., Stuart, A. M. and Zygalakis, K. C.. (2007) Homogenization for inertial particles in a random flow. Communications in Mathematical Sciences, Vol.5 (No.3). pp. 507-531. ISSN 1539-6746

Lamba, H., Mattingly, J. C. and Stuart, A. M.. (2007) An adaptive Euler-Maruyama scheme for SDEs: convergence and stability. IMA Journal of Numerical Analysis, Vol.27 (No.3). pp. 479-506. ISSN 0272-4979

Apte, A., Hairer, Martin, Stuart, A. M. and Voss, J.. (2007) Sampling the posterior: an approach to non-Gaussian data assimilation. Physica D: Nonlinear Phenomena, Vol.230 (No.1-2). pp. 50-64. ISSN 0167-2789

Pavliotis, G. A. and Stuart, A. M.. (2007) Parameter estimation for multiscale diffusions. Journal of Statistical Physics, Vol.127 (No.4). pp. 741-781. ISSN 0022-4715

Fearnhead, Paul, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M. (2007) Filtering systems of coupled stochastic differential equations partially observed at high frequency. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2007).

Higham, Desmond J., Mao, Xuerong and Stuart, A. M.. (2002) Strong convergence of Euler-type methods for nonlinear stochastic differential equations. SIAM Journal on Numerical Analysis, 40 (3). pp. 1041-1063. ISSN 0036-1429