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ORCIDDan Crisan
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2020 – today
- 2024
[j20]Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
:
Sequential Discretization Schemes for a Class of Stochastic Differential Equations and their Application to Bayesian Filtering. SIAM J. Numer. Anal. 62(2): 946-973 (2024)- [i14]Colin John Cotter, Dan Crisan, Maneesh Kumar Singh:
Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation. CoRR abs/2402.06927 (2024) - [i13]Dan Crisan, Oana Lang, Alexander Lobbe:
Generative Modelling of Stochastic Rotating Shallow Water Noise. CoRR abs/2403.10578 (2024) - 2023
- [j19]Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
Unbiased estimation using a class of diffusion processes. J. Comput. Phys. 472: 111643 (2023) - [j18]Dan Crisan, Darryl D. Holm, Erwin Luesink, Prince Romeo Mensah, Wei Pan:
Theoretical and Computational Analysis of the Thermal Quasi-Geostrophic Model. J. Nonlinear Sci. 33(5): 96 (2023) - [j17]Jean-François Chassagneux, Hinesh Chotai, Dan Crisan:
Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs. Math. Oper. Res. 48(1): 463-497 (2023) - [i12]Letizia Angeli, Dan Crisan, Michela Ottobre:
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes. CoRR abs/2303.15463 (2023) - [i11]Bertrand Chapron, Dan Crisan, Darryl D. Holm, Oana Lang, Alexander Lobbe, Étienne Mémin:
Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models. CoRR abs/2304.14216 (2023) - 2022
- [j16]Oana Lang, Peter Jan van Leeuwen, Dan Crisan, Roland Potthast:
Bayesian inference for fluid dynamics: A case study for the stochastic rotating shallow water model. Frontiers Appl. Math. Stat. 8 (2022) - [j15]Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10(1): 1130-1161 (2022) - [j14]Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan:
A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. 32(4): 65 (2022) - [i10]Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre:
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. CoRR abs/2201.03283 (2022) - [i9]Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
Unbiased Estimation using a Class of Diffusion Processes. CoRR abs/2203.03013 (2022) - [i8]Deniz Akyildiz, Dan Crisan, Joaquín Míguez:
Space-sequential particle filters for high-dimensional dynamical systems described by stochastic differential equations. CoRR abs/2204.07680 (2022) - [i7]Dan Crisan, Darryl D. Holm, Oana Lang, Prince Romeo Mensah, Wei Pan:
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model. CoRR abs/2207.07457 (2022) - 2021
- [j13]Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat:
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. 43(4): A2555-A2580 (2021) - [i6]Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre:
Pathwise approximations for the solution of the non-linear filtering problem. CoRR abs/2101.03957 (2021) - [i5]Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre:
Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations. CoRR abs/2104.04773 (2021) - [i4]Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas:
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR abs/2110.00884 (2021) - [i3]Peter Jan van Leeuwen, Dan Crisan, Oana Lang, Roland Potthast:
Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model. CoRR abs/2112.15216 (2021) - 2020
- [j12]Dan Crisan, Alberto López-Yela, Joaquín Míguez:
Stable Approximation Schemes for Optimal Filters. SIAM/ASA J. Uncertain. Quantification 8(1): 483-509 (2020) - [j11]Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko:
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 8(4): 1446-1492 (2020) - [j10]Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez:
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization. Stat. Comput. 30(6): 1645-1663 (2020) - [i2]Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat:
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR abs/2008.07803 (2020)
2010 – 2019
- 2019
- [j9]Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos:
Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. 19(3): 485-559 (2019) - [j8]Dan Crisan, Franco Flandoli, Darryl D. Holm:
Solution Properties of a 3D Stochastic Euler Fluid Equation. J. Nonlinear Sci. 29(3): 813-870 (2019) - [j7]Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko:
Numerically Modeling Stochastic Lie Transport in Fluid Dynamics. Multiscale Model. Simul. 17(1): 192-232 (2019) - [i1]Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko:
Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. CoRR abs/1910.03574 (2019) - 2018
- [j6]Dan Crisan, Joaquín Míguez, Gonzalo Rios-Muñoz:
On the performance of parallelisation schemes for particle filtering. EURASIP J. Adv. Signal Process. 2018: 31 (2018) - 2015
- [c2]Joaquín Míguez, Dan Crisan, Inés P. Mariño:
Particle filtering for Bayesian parameter estimation in a high dimensional state space model. EUSIPCO 2015: 1241-1245 - 2014
- [j5]Dan Crisan:
The stochastic filtering problem: a brief historical account. J. Appl. Probab. 51(A): 13-22 (2014) - 2013
- [j4]Joaquín Míguez, Dan Crisan, Petar M. Djuric:
On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. Stat. Comput. 23(1): 91-107 (2013) - 2011
- [c1]Dan Crisan, Kai Li:
Generalised particle filters with Gaussian measures. EUSIPCO 2011: 659-663
2000 – 2009
- 2002
- [j3]Dan Crisan, Terry J. Lyons:
Minimal Entropy Approximations and Optimal Algorithms. Monte Carlo Methods Appl. 8(4): 343-356 (2002) - [j2]Dan Crisan, Arnaud Doucet:
A survey of convergence results on particle filtering methods for practitioners. IEEE Trans. Signal Process. 50(3): 736-746 (2002) - 2001
- [p1]Dan Crisan:
Particle Filters - A Theoretical Perspective. Sequential Monte Carlo Methods in Practice 2001: 17-41
1990 – 1999
- 1998
- [j1]Dan Crisan, Jessica G. Gaines, Terry J. Lyons:
Convergence of a Branching Particle Method to the Solution of the Zakai Equation. SIAM J. Appl. Math. 58(5): 1568-1590 (1998)
Coauthor Index
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