Dan Crisan

According to our database1, Dan Crisan authored at least 18 papers between 1998 and 2021.

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

Timeline

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Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

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

2020
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

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models.
CoRR, 2020

2019
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

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

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

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

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

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

2002
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

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

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


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