Publications and Preprints

[12] Ergodicity and Accuracy of Optimal Particle Filters for Bayesian Data Assimilation.
Joint work with A. Stuart (2016).
arXiv

[11] Fluctuations in the heterogeneous multiscale methods for fast-slow systems.
Joint work with E. Vanden-Eijnden (2016).
arXiv

[10] Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.
Joint work with A. Majda and X. Tong.
Proceedings of the National Academy of Sciences. 112 (2015) no. 34 10589-10594.
Journal (open access)

[9] Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation.
Joint work with A. Majda and X. Tong.
To appear in Communications in Mathematical Sciences (Accepted 2015).
arXiv

[8] Nonlinear stability and ergodicity of ensemble based Kalman filters.
Joint work with A. Majda and X. Tong.
Nonlinearity. 29 (2016) vol. 2: 657–691
Journal-arXiv

[7] Deterministic homogenization for fast-slow systems with chaotic noise.
Joint work with I. Melbourne (2014). arXiv

[6] Smooth approximations of stochastic differential equations.
Joint work with I. Melbourne.
Annals of Probability. 44.1 (2016): 479-520.
Journal-arXiv

[5] Rough path recursions and diffusion approximations.
Annals of Applied Probability 26.1 (2016): 425-461.
Journal-arXiv.

[4] Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time.
Joint work with A. Stuart and K. Law.
Nonlinearity. 27 (2014), no. 10, 2579.
Journal-arXiv

[3] Geometric versus non-geometric rough paths.
Joint work with M. Hairer.
Annales de l'IHP (B). 51 (2015), no. 1, pp. 207-251.
Journal-arXiv

[2] Stochastic PDEs with multiscale structure.
Joint work with M. Hairer.
Electr. Journ. Probab. 17 (2012), no. 52, pp. 1-38.
Journal-arXiv

[1] On the topology of synchrony optimized networks.
Joint work with Georg Gottwald.
Chaos 21 025110 (2011), issue 2.
Journal-Preprint

Theses

Ito corrections in stochastic equations.
Supervised by M. Hairer.
University of Warwick library. Submitted 2012.
PDF.






 
܀