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Journal Article
Lie, Han Cheng, Stuart, A. M. and Sullivan, T. J. (2019) Strong convergence rates of probabilistic integrators for ordinary differential equations. Statistics and Computing, 29 (6). pp. 1265-1283. doi:10.1007/s11222-019-09898-6 ISSN 0960-3174.
Lu, Yulong, Stuart, A. M. and Weber, Hendrik (2017) Gaussian approximations for probability measures on Rd*. SIAM/ASA Journal on Uncertainty Quantification, 5 (1). pp. 1136-1165. doi:10.1137/16M1105384 ISSN 2166-2525.
Dunlop, Matthew M., Iglesias, Marco A. and Stuart, A. M. (2017) Hierarchical Bayesian level set inversion. Statistics and Computing, 27 (6). pp. 1555-1584. doi:10.1007/s11222-016-9704-8 ISSN 0960-3174.
Iglesias-Hernandez, Marco, A., Lin, Kui, Lu, Shuai and Stuart, A. M. (2017) Filter based methods for statistical linear inverse problems. Communications in Mathematical Sciences, 15 (7). pp. 1867-1896. doi:10.4310/CMS.2017.v15.n7.a4 ISSN 1539-6746.
Agapiou, Sergios, Papaspiliopoulos, Omiros, Sanz-Alonso, Daniel and Stuart, A. M. (2017) Importance sampling : intrinsic dimension and computational cost. Statistical Science, 32 (3). pp. 405-431. doi:10.1214/17-STS611 ISSN 0883-4237.
Conrad, Patrick R., Girolami, Mark, SΓ€rkkΓ€, Simo, Stuart, A. M. and Zygalakis, Konstantinos (2017) Statistical analysis of differential equations : introducing probability measures on numerical solutions. Statistics and Computing, 27 (4). pp. 1065-1082. doi:10.1007/s11222-016-9671-0 ISSN 0960-3174.
Schillings, Claudia and Stuart, A. M. (2017) Analysis of the ensemble Kalman filter for inverse problems. SIAM Journal on Numerical Analysis, 55 (3). pp. 1264-1290. doi:10.1137/16M105959X ISSN 0036-1429.
Scheichl, R., Stuart, A. M. and Teckentrup, Aretha (2017) Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems. SIAM/ASA Journal on Uncertainty Quantification, 5 (1). pp. 493-518. doi:10.1137/16M1061692 ISSN 2166-2525.
Beskos, Alexandros, Girolami, Mark, Lan, Shiwei, Farrell, Patrick E. and Stuart, A. M. (2017) Geometric MCMC for infinite-dimensional inverse problems. Journal of Computational Physics, 335 . pp. 327-351. doi:10.1016/j.jcp.2016.12.041 ISSN 0021-9991.
Lee, Wonjung and Stuart, A. M. (2017) Derivation and analysis of simplified filters. Communications in Mathematical Sciences, 15 (2). pp. 413-450. doi:10.4310/CMS.2017.v15.n2.a6 ISSN 1539-6746.
Stuart, A. M. and Dunlop, Matthew M. (2016) The Bayesian formulation of EIT : analysis and algorithms. Inverse Problems and Imaging, 10 (4). pp. 1007-1036. doi:10.3934/ipi.2016030 ISSN 1930-8337.
Iglesias, Marco, Lu, Yulong and Stuart, A. M. (2016) A Bayesian level set method for geometric inverse problems. Interfaces and Free Boundaries, 18 (2). pp. 181-217. doi:10.4171/IFB/362 ISSN 1463-9963.
Dunlop, Matthew M. and Stuart, A. M. (2016) MAP estimators for piecewise continuous inversion. Inverse Problems, 32 (10). 105003. doi:10.1088/0266-5611/32/10/105003 ISSN 0266-5611.
Sanz-Alonso, Daniel and Stuart, A. M. (2015) Long-time asymptotics of the filtering distribution for partially observed chaotic dynamical systems. SIAM/ASA Journal on Uncertainty Quantification, 3 (1). pp. 1200-1220. doi:10.1137/140997336 ISSN 2166-2525.
Pinski, F. J., Simpson, G., Stuart, A. M. and Weber, Hendrik (2015) Algorithms for Kullback--Leibler approximation of probability measures in infinite dimensions. SIAM Journal on Scientific Computing, 37 (6). A2733-A2757. doi:10.1137/14098171X ISSN 1064-8275.
Pinski, F. J., Simpson, G., Stuart, A. M. and Weber, Hendrik (2015) Kullback--Leibler approximation for probability measures on infinite dimensional spaces. SIAM Journal on Mathematical Analysis, 47 (6). pp. 4091-4122. doi:10.1137/140962802 ISSN 0036-1410.
Ottobre, Michela, Pillai, Natesh S., Pinski, Frank J. and Stuart, A. M. (2015) A function space HMC algorithm with second order Langevin diffusion limit. Bernoulli, 22 (1). pp. 60-106. doi:10.3150/14-BEJ621 ISSN 1350-7265.
Beskos, Alexandros, Jasra, Ajay, Muzaffer, Ege A. and Stuart, A. M. (2015) Sequential Monte Carlo methods for Bayesian elliptic inverse problems. Statistics and Computing, 25 (4). pp. 727-737. doi:10.1007/s11222-015-9556-7 ISSN 0960-3174.
Law, K. J. H., Sanz-Alonso, Daniel, Shukla, Abhishek and Stuart, A. M. (2015) Filter accuracy for the Lorenz 96 model : fixed versus adaptive observation operators. Physica D: Nonlinear Phenomena, 325 . pp. 1-13. doi:10.1016/j.physd.2015.12.008 ISSN 0167-2789.
Duncan, A. B., Elliott, Charles M., Pavliotis, G. A. and Stuart, A. M. (2015) A multiscale analysis of diffusions on rapidly varying surfaces. Journal of Nonlinear Science, 25 (2). pp. 389-449. doi:10.1007/s00332-015-9237-x ISSN 0938-8974.
Iglesias, Marco A., Lin, Kui and Stuart, A. M. (2014) Well-posed Bayesian geometric inverse problems arising in subsurface flow. Inverse Problems, 30 (11). 114001. doi:10.1088/0266-5611/30/11/114001 ISSN 0266-5611.
Agapiou, Sergios, Bardsley, Johnathan M., Papaspiliopoulos, Omiros and Stuart, A. M. (2014) Analysis of the Gibbs Sampler for hierarchical inverse problems. SIAM/ASA Journal on Uncertainty Quantification, 2 (1). pp. 511-544. doi:10.1137/130944229 ISSN 2166-2525.
Kelly, David (David T. B.), Law, Kody J. H. and Stuart, A. M. (2014) Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time. Nonlinearity, 27 (10). pp. 2579-2603. doi:10.1088/0951-7715/27/10/2579 ISSN 0951-7715.
Hairer, Martin, Stuart, A. M. and Vollmer, Sebastian (2014) Spectral gaps for a MetropolisβHastings algorithm in infinite dimensions. The Annals of Applied Probability, 24 (6). pp. 2455-2490. doi:10.1214/13-AAP982 ISSN 1050-5164.
Hoang, Viet Ha, Law, Kody J. H. and Stuart, A. M. (2014) Determining white noise forcing from Eulerian observations in the Navier-Stokes equation. Stochastic Partial Differential Equations: Analysis and Computations, 2 (2). pp. 233-261. doi:10.1007/s40072-014-0028-4 ISSN 2194-0401.
Pillai, Natesh S., Stuart, A. M. and ThiΓ©ry, Alexandre H. (2014) Noisy gradient flow from a random walk in Hilbert space. Stochastic Partial Differential Equations: Analysis and Computations, 2 (2). pp. 196-232. doi:10.1007/s40072-014-0029-3 ISSN 2194-0401.
Agapiou, Sergios, Stuart, A. M. and Zhang, Yuan-Xiang (2013) Bayesian posterior contraction rates for linear severely ill-posed inverse problems. Journal of Inverse and Ill-posed Problems, 22 (3). pp. 297-321. doi:10.1515/jip-2012-0071 ISSN 0928-0219.
Iglesias, Marco A., Law, Kody J. H. and Stuart, A. M. (2013) Evaluation of Gaussian approximations for data assimilation in reservoir models. Computational Geosciences, Volume 17 (Number 5). pp. 851-885. doi:10.1007/s10596-013-9359-x ISSN 1420-0597.
Agapiou, Sergios, Larsson, Stig and Stuart, A. M. (2013) Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems. Stochastic Processes and their Applications, Volume 123 (Number 10). pp. 3828-3860. doi:10.1016/j.spa.2013.05.001 ISSN 0304-4149.
Cotter, Simon L., Roberts, Gareth O., Stuart, A. M. and White, David (2013) MCMC methods for functions : modifying old algorithms to make them faster. Statistical Science, Volume 28 (Number 3). pp. 424-446. doi:10.1214/13-STS421 ISSN 0883-4237.
BlΓΆmker, D., Law, K., Stuart, A. M. and Zygalakis, K. C. (2013) Accuracy and stability of the continuous-time 3DVAR filter for the NavierβStokes equation. Nonlinearity, Volume 26 (Number 8). pp. 2193-2219. doi:10.1088/0951-7715/26/8/2193 ISSN 0951-7715.
Stuart, A. M., Shukla, Abhishek and Law, Kody J. H. (2013) Analysis of the 3DVAR filter for the partially observed Lorenz'63 model. Discrete and Continuous Dynamical Systems, Volume 34 (Number 3). pp. 1061-1078. doi:10.3934/dcds.2014.34.1061 ISSN 1078-0947.
Hoang, Viet Ha, Schwab, Christoph and Stuart, A. M. (2013) Complexity analysis of accelerated MCMC methods for Bayesian inversion. Inverse Problems, Volume 29 (Number 8). Article number 085010. doi:10.1088/0266-5611/29/8/085010 ISSN 0266-5611.
Brett, Charles E. A., Lam, Kei Fong, Law, K. J. H., McCormick, D. S., Scott, Michael R. and Stuart, A. M. (2013) Accuracy and stability of filters for dissipative PDEs. Physica D: Nonlinear Phenomena, Volume 245 (Number 1). pp. 34-45. doi:10.1016/j.physd.2012.11.005 ISSN 0167-2789.
Iglesias, Marco A., Law, K. J. H. and Stuart, A. M. (2013) Ensemble Kalman methods for inverse problems. Inverse Problems, Volume 29 (Number 4). Article number 045001. doi:10.1088/0266-5611/29/4/045001 ISSN 0266-5611.
Beskos, Alexandros, Pillai, Natesh S., Roberts, Gareth O., Sanz-Serna, Jesus and Stuart, A. M. (2013) Optimal tuning of the hybrid monte-carlo algorithm. Bernoulli, Volume 19 (Number 5a). pp. 1501-1534. doi:10.3150/12-BEJ414 ISSN 1350-7265.
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. doi:10.1016/j.spa.2012.08.010 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. doi:10.1093/biomet/ass034 ISSN 0006-3444.
Mattingly, Jonathan C., Pillai, Natesh S. 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. doi:10.1214/10-AAP754 ISSN 1050-5164.
Schwab, Ch. (Christoph) and Stuart, A. M. (2012) Sparse deterministic approximation of Bayesian inverse problems. Inverse Problems, Vol.28 (No.4). 045003. doi:10.1088/0266-5611/28/4/045003 ISSN 0266-5611.
Pinski, F. J., Stuart, A. M. and Theil, Florian (2012) Ξ-limit for transition paths of maximal probability. Journal of Statistical Physics, Vol.146 (No.5). pp. 955-974. doi:10.1007/s10955-012-0443-8 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. doi:10.1002/fld.2510 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. doi:10.3934/ipi.2012.6.183 ISSN 1930-8337.
Law, K. J. H. and Stuart, A. M. (2012) Evaluating data assimilation algorithms. Monthly Weather Review, Volume 140 (Number 11). pp. 3757-3782. doi:10.1175/MWR-D-11-00257.1 ISSN 0027-0644.
Pillai, Natesh S., Stuart, A. M. and ThiΓ©ry, 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. doi:10.1214/11-AAP828 ISSN 1050-5164.
Melbourne, Ian and Stuart, A. M. (2011) A note on diffusion limits of chaotic skew-product flows. Nonlinearity, Volume 24 (Number 4). pp. 1361-1367. doi:10.1088/0951-7715/24/4/018 ISSN 0951-7715.
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. doi:10.1016/j.spa.2011.06.003 ISSN 0304-4149.
Lee, Wonjung, McDougall, 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. doi:10.1088/0266-5611/27/9/095008 ISSN 0266-5611.
Hairer, Martin, Stuart, A. M. and Voss, Jochen (2011) Sampling conditioned hypoelliptic diffusions. The Annals of Applied Probability, Volume 21 (Number 2). pp. 669-698. doi:10.1214/10-AAP708 ISSN 1050-5164.
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. doi:10.1137/100814664 ISSN 0036-1429.
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. doi:10.1111/j.1467-9868.2010.00744.x ISSN 1369-7412.
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. doi:10.1063/1.3391160 ISSN 0021-9606.
Stuart, A. M. (2010) Inverse problems : a Bayesian perspective. Acta Numerica, Vol.19 . pp. 451-559. doi:10.1017/S0962492910000061 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. doi:10.1137/090770734 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. doi:10.1137/090770527 ISSN 0036-1429.
Cotter, S. L., Dashti, M., Robinson, James C. and Stuart, A. M. (2009) Bayesian inverse problems for functions and applications to fluid mechanics. Inverse Problems, Vol.25 (No.11). Article no. 115008. doi:10.1088/0266-5611/25/11/115008 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. doi:10.1016/j.spa.2009.05.003 ISSN 0304-4149.
Beskos, Alexandros, Roberts, Gareth O. and Stuart, A. M. (2009) Optimal scalings for local MetropolisβHastings chains on nonproduct targets in high dimensions. Annals of Applied Probability, Vol.19 (No.3). pp. 863-898. doi:10.1214/08-AAP563 ISSN 1050-5164.
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. doi:10.1016/j.jcp.2008.10.014 ISSN 0021-9991.
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. doi:10.1111/j.1467-9868.2008.00689.x 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. doi:10.1137/070694806 ISSN 1540-3459.
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. doi:10.1142/S0219493708002378 ISSN 0219-4937.
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. doi:10.1214/07-AAP441 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. doi:10.1093/imanum/drl032 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. doi:10.1016/j.physd.2006.06.009 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. doi:10.1007/s10955-007-9300-6 ISSN 0022-4715.
Barkley, Dwight, Kevrekidis, I. G. and Stuart, A. M. (2006) The moment map : nonlinear dynamics of density evolution via a few moments. SIAM Journal on Applied Dynamical Systems, Volume 5 (Number 3). pp. 403-434. doi:10.1137/050638667 ISSN 1536-0040.
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. doi:10.1137/S0036142901389530 ISSN 0036-1429.
Book Item
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
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
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
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
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 WeizsΓ€cker. London Mathematical Society lecture note series, Vol.353 . Cambridge, U.K. ; New York: Cambridge University Press, pp. 159-186. ISBN 9780521718219
Conference Item
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. ISBN 978-0-7354-1091-6. doi:10.1063/1.4756292 ISSN 0094-243X.
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, 3β8 Apr 2011 (Unpublished)
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)
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)
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)
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. 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 doi:10.1063/1.3241472 (Unpublished)
Beskos, Alexandros, Roberts, Gareth O., Sanz-Serna, Chus, Stuart, A. M., Pillai, Natesh S. 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 ISBN 978-0-7354-0709-1.
Stuart, A. M. (2009) A mathematical framework for data assimilation. In: Mathematical challenges in climate science, Leiden, The Netherlands, 9-13 Mar 2009 (Unpublished)
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. ISBN 978-0-7354-0709-1. doi:10.1063/1.3241472 ISSN 0094-243X.
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. ISBN 978-3-642-04106-8. doi:10.1007/978-3-642-04107-5-41
Beskos, Alexandros and Stuart, A. M. (2009) MCMC methods for sampling function space. In: 6th International Congress on Industrial and Applied Mathematics, Zurich, Switzerland, 16-20 Jul 2007. Published in: ICIAM 07: 6th International Congress on Industrial and Applied Mathematics pp. 337-364. ISBN 9783037190562.
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, MontrΓ©al, QuΓ©bec, 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, MontrΓ©al, QuΓ©bec, 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, MontrΓ©al, QuΓ©bec, 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, Jochen (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, Volume 56 (Number 8). pp. 1033-1046. doi:10.1002/fld.1698 ISSN 0271-2091.
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. doi:10.1111/j.1600-0870.2007.00295.x ISSN 0280-6495.
Working or Discussion Paper
Pillai, Natesh S., Stuart, A. M. and ThiΓ©ry, 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 (No.8).
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 (No.29).
Mattingly, Jonathan C., Pillai, Natesh S. 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 (No.19).
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 (No.11).
Book
Stuart, A. M. and Voss, Jochen (2009) Matrix analysis and algorithms. UNSPECIFIED.
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 and Stuart, A. M. (2008) A first course in continuum mechanics. Cambridge texts in applied mathematics . Cambridge: Cambridge University Press. ISBN 9780521886802
This list was generated on Thu Mar 28 09:32:17 2024 GMT.