Publications and Preprints

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

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

[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).

[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

[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.

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

[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.

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

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

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


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