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

The Mathematical Theory of Juggling. Mathematical Theory of Juggling … read more

Publication: Conditional Path Sampling of SDEs and the Langevin MCMC Method. An SPDE-based approach to sampling paths of SDEs, conditional on ob­ser­va­tions. … read more

New Article!!!

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Another paper I wrote together with my brother Andreas finally has been accepted:

This paper describes the mathematical foundations which underly our fast-dm program.

This is an excerpt from Jochen's blog.
Newer entry: Shiny New Shelf

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