Dan Crisan

According to our database1, Dan Crisan authored at least 32 papers between 1998 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.



In proceedings 
PhD thesis 


On csauthors.net:


Generative Modelling of Stochastic Rotating Shallow Water Noise.
CoRR, 2024

Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation.
CoRR, 2024

Theoretical and Computational Analysis of the Thermal Quasi-Geostrophic Model.
J. Nonlinear Sci., October, 2023

Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs.
Math. Oper. Res., February, 2023

Unbiased estimation using a class of diffusion processes.
J. Comput. Phys., 2023

Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models.
CoRR, 2023

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes.
CoRR, 2023

A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models.
SIAM/ASA J. Uncertain. Quantification, March, 2022

A 4D-Var method with flow-dependent background covariances for the shallow-water equations.
Stat. Comput., 2022

Bayesian inference for fluid dynamics: A case study for the stochastic rotating shallow water model.
Frontiers Appl. Math. Stat., 2022

Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model.
CoRR, 2022

Space-sequential particle filters for high-dimensional dynamical systems described by stochastic differential equations.
CoRR, 2022

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations.
CoRR, 2022

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models.
SIAM J. Sci. Comput., 2021

Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations.
CoRR, 2021

Pathwise approximations for the solution of the non-linear filtering problem.
CoRR, 2021

Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization.
Stat. Comput., 2020

Stable Approximation Schemes for Optimal Filters.
SIAM/ASA J. Uncertain. Quantification, 2020

A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation.
SIAM/ASA J. Uncertain. Quantification, 2020

Numerically Modeling Stochastic Lie Transport in Fluid Dynamics.
Multiscale Model. Simul., 2019

Solution Properties of a 3D Stochastic Euler Fluid Equation.
J. Nonlinear Sci., 2019

Optimization Based Methods for Partially Observed Chaotic Systems.
Found. Comput. Math., 2019

Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise.
CoRR, 2019

On the performance of parallelisation schemes for particle filtering.
EURASIP J. Adv. Signal Process., 2018

Particle filtering for Bayesian parameter estimation in a high dimensional state space model.
Proceedings of the 23rd European Signal Processing Conference, 2015

The stochastic filtering problem: a brief historical account.
J. Appl. Probab., 2014

On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization.
Stat. Comput., 2013

Generalised particle filters with Gaussian measures.
Proceedings of the 19th European Signal Processing Conference, 2011

A survey of convergence results on particle filtering methods for practitioners.
IEEE Trans. Signal Process., 2002

Minimal Entropy Approximations and Optimal Algorithms.
Monte Carlo Methods Appl., 2002

Particle Filters - A Theoretical Perspective.
Proceedings of the Sequential Monte Carlo Methods in Practice, 2001

Convergence of a Branching Particle Method to the Solution of the Zakai Equation.
SIAM J. Appl. Math., 1998