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
Mathematical Homepage of Jochen Voss. I am a mathematician, interested in probability, statistical computing and applied mathematics. This page gives an overview over some of my mathematical interests. … read more
By Jochen Voss, on
Today, I finally submitted the SPDE-paper I wrote with Martin Hairer and Andrew Stuart. This paper took a long time to complete (and it changed from an applied maths paper into a pure maths paper in the process). You can download a pre-print here; comments are very welcome:
This is an excerpt from Jochen's blog.
Newer entry: colorspace conversion in Python (updated)
Older entry: new paper
Copyright © 2009, Jochen Voss. All content on this website (including text, pictures, and any other original works), unless otherwise noted, is licensed under a Creative Commons Attribution-Share Alike 3.0 License.