Publication: The Effect of Finite Element Discretisation on the Stationary Distribution of SPDEs. How does finite element dis­cret­i­sa­tion affect the stationary distribution of an SPDE? … read more

Publication: Analysis of SPDEs arising in Path Sampling, Part I: The Gaussian Case. An article about using (linear) SPDEs in infinite dimensional MCMC methods. … read more

Publication: Data Assimilation: Mathematical and Statistical Perspectives. A concise mathematical overview of the subject of data assimilation, highlighting statistical aspects. … read more

new paper

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After taking much longer than I intended to, today I finally submitted a new paper (about a year later than planned). You can have a look at the preprint here:

This is an excerpt from Jochen's blog.
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