Andrew Stuart
Warwick University
Scientific, Seminar
Stochastic PDEs for Sampling Conditioned SDEs
Abstract: There are a variety of important applications which may be formulated as inverse problems where the object of interest is the time-dependent solution of a dynamical system. Examples include the sampling of rare events in molecular dynamics...
Scientific, Seminar
Large Inverse Problems and Infinite Dimensional Sampling: Stochastic PDE for Sampling Conditioned SD
Scientific, Seminar
SCAIM Seminar: Andrew Stuart
Many problems in the physical sciences require the determination of an unknown field from a finite set of indirect measurements. Examples include oceanography, oil recovery, water resource management and weather forecasting. The Bayesian approach to...