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A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models., , , , , and . CoRR, (2021)Numerical Schemes for Effective Calibration of Elliptic and Hypo-elliptic Diffusions., , and . CoRR, (2022)Optimization Based Methods for Partially Observed Chaotic Systems., , , and . Found. Comput. Math., 19 (3): 485-559 (2019)A 4D-Var method with flow-dependent background covariances for the shallow-water equations., , , and . Stat. Comput., 32 (4): 65 (2022)Monte Carlo co-ordinate ascent variational inference., , , and . Stat. Comput., 30 (4): 887-905 (2020)The G-Wishart Weighted Proposal Algorithm: Efficient Posterior Computation for Gaussian Graphical Models., , and . J. Comput. Graph. Stat., 31 (4): 1215-1224 (October 2022)Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models., , , , and . CoRR, (2020)A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models., , , , , and . SIAM/ASA J. Uncertain. Quantification, 10 (1): 1130-1161 (March 2022)Antithetic Multilevel Methods for Elliptic and Hypo-Elliptic Diffusions with Applications., , , and . CoRR, (2024)Online Smoothing for Diffusion Processes Observed with Noise., and . J. Comput. Graph. Stat., 31 (4): 1344-1360 (October 2022)