Publications by Jochen Voss

This is a complete list of my publications. You can click on the titles to get more information. My Google scholar page may also contain interesting information.

2011

  1. The Effect of Finite Element Discretisation on the Stationary Distribution of SPDEs
    Submitted, 2011.
    arXiv:1110.4653, more…
  2. Some Fundamental Properties of Multivariate von Mises Distributions
    Written in collaboration with K.V. Mardia.
    Submitted, 2011.
    arXiv:1109.6042, more…
  3. Statistical Computing
    Lecture notes, 2011.
    preprint:pdf, more…
  4. Approximations to the Stochastic Burgers Equation
    Written in collaboration with M. Hairer.
    Journal of Nonlinear Science, vol. 12, no. 6, pp. 897–920, 2011.
    DOI:10.1007/s00332-011-9104-3, arXiv:1005.4438, more…
  5. Signal Processing Problems on Function Space: Bayesian Formulation, Stochastic PDEs and Effective MCMC Methods
    Written in collaboration with M. Hairer and A.M. Stuart.
    Pages 833–873 in The Oxford Handbook of Nonlinear Filtering, Dan Crisan and Boris Rozovsky (editors), Oxford University Press, 2011.
    link, preprint:pdf, more…
  6. Sampling Conditioned Hypoelliptic Diffusions
    Written in collaboration with M. Hairer and A.M. Stuart.
    Annals of Applied Probability, vol. 21, no. 2, pp. 669–698, 2011.
    DOI:10.1214/10-AAP708, arXiv:0908.0162, more…

2010

  1. Separating Response-Execution Bias from Decision Bias: Arguments for an Additional Parameter in Ratcliff's Diffusion Model
    Written in collaboration with A. Voss and K.C. Klauer.
    British Journal of Mathematical and Statistical Psychology, vol. 63, no. 3, pp. 539–555, 2010.
    DOI:10.1348/000711009X477581, preprint:pdf, more…

2009

  1. Upper and Lower Bounds in Exponential Tauberian Theorems
    Tbilisi Mathematical Journal, vol. 2, pp. 41–50, 2009.
    journal, arXiv:0908.0642, more…
  2. Matrix Analysis and Algorithms
    Written in collaboration with A.M. Stuart.
    Lecture notes, 2009.
    preprint:pdf, more…
  3. Sampling Conditioned Diffusions
    Written in collaboration with M. Hairer and A.M. Stuart.
    Pages 159–186 in Trends in Stochastic Analysis, Cambridge University Press, vol. 353 of London Mathematical Society Lecture Note Series, 2009.
    link, preprint:pdf, more…

2008

  1. A Fast Numerical Algorithm for the Estimation of Diffusion-Model Parameters
    Written in collaboration with A. Voss.
    Journal of Mathematical Psychology, vol. 52, pp. 1–9, 2008.
    DOI:10.1016/j.jmp.2007.09.005, preprint:pdf, more…
  2. Large Deviations for One Dimensional Diffusions with a Strong Drift
    Electronic Journal of Probability, vol. 13, no. 53, pp. 1479–1528, 2008.
    link, preprint:pdf, more…
  3. MCMC Methods for Diffusion Bridges
    Written in collaboration with A. Beskos, G.O. Roberts and A.M. Stuart.
    Stochastics and Dynamics, vol. 8, no. 3, pp. 319–350, 2008.
    DOI:10.1142/S0219493708002378, preprint:pdf, more…
  4. Data Assimilation: Mathematical and Statistical Perspectives
    Written in collaboration with A. Apte, C.K.R.T. Jones and A.M. Stuart.
    International Journal for Numerical Methods in Fluids, vol. 56, no. 8, pp. 1033–1046, 2008.
    DOI:10.1002/fld.1698, preprint:pdf, more…

2007

  1. Fast-Dm: a Free Programm for Efficient Diffusion Model Analysis
    Written in collaboration with A. Voss.
    Behavior Research Methods, vol. 39, no. 4, pp. 767–775, 2007.
    link, preprint:pdf, more…
  2. Analysis of SPDEs Arising in Path Sampling, Part II: The Nonlinear Case
    Written in collaboration with M. Hairer and A.M. Stuart.
    Annals of Applied Probability, vol. 17, no. 5, pp. 1657–1706, 2007.
    DOI:10.1214/07-AAP441, arXiv:math/0601092, more…
  3. Sampling The Posterior: An Approach to Non-Gaussian Data Assimilation
    Written in collaboration with A. Apte, M. Hairer and A.M. Stuart.
    Physica D: Nonlinear Phenomena, vol. 230, no. 1–2, pp. 50–64, 2007.
    DOI:10.1016/j.physd.2006.06.009, preprint:pdf, more…

2005

  1. Analysis of SPDEs arising in Path Sampling, Part I: The Gaussian Case
    Written in collaboration with M. Hairer, A.M. Stuart and P. Wiberg.
    Communications in Mathematical Sciences, vol. 3, no. 4, pp. 587–603, 2005.
    link, arXiv:math/0601095, more…

2004

  1. Interpreting the Parameters of the Diffusion Model: An Empirical Validation
    Written in collaboration with A. Voss and K. Rothermund.
    Memory & Cognition, vol. 32, no. 7, pp. 1206–1220, 2004.
    link, preprint:pdf, more…
  2. Some Large Deviation Results for Diffusion Processes
    PhD thesis, University of Kaiserslautern, Germany, 2004.
    link, preprint:pdf, more…
  3. Conditional Path Sampling of SDEs and the Langevin MCMC Method
    Written in collaboration with A.M. Stuart and P. Wiberg.
    Communications in Mathematical Sciences, vol. 2, no. 4, pp. 685–697, 2004.
    link, preprint:pdf, more…

2003

  1. Übungsaufgaben zur Analysis
    Available for download from the author's homepage, 2003.
    preprint:pdf, more…

1997

  1. Über die Asymptotik des Bayesrisikos bei Diffusionsprozessen
    Diplomarbeit, Universität Kaiserslautern, 1997.
    link, preprint:ps, more…

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