Dan Crisan - RankMe

40 papers Journal 37Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Data assimilation using a global Girsanov nudged particle filter. CoRR Maneesh Kumar Singh, Joshua Hope-Collins, Colin J. Cotter, Dan Crisan
2025	J	`jnl`	Nudging state-space models for Bayesian filtering under misspecified dynamics. Stat. Comput. Fabián González, Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
2024	J	`jnl`	Bayesian inference for geophysical fluid dynamics using generative models. CoRR Alexander Lobbe, Dan Crisan, Oana Lang
2024	J	`jnl`	Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation. CoRR Colin John Cotter, Dan Crisan, Maneesh Kumar Singh
2024	J	`jnl`	Generative Modelling of Stochastic Rotating Shallow Water Noise. CoRR Dan Crisan, Oana Lang, Alexander Lobbe
2024	J	`jnl`	Sequential Discretization Schemes for a Class of Stochastic Differential Equations and their Application to Bayesian Filtering. SIAM J. Numer. Anal. Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
2023	J	`jnl`	Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models. CoRR Bertrand Chapron, Dan Crisan, Darryl D. Holm, Oana Lang, Alexander Lobbe, Étienne Mémin
2023	J	`jnl`	Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs. Math. Oper. Res. Jean-François Chassagneux, Hinesh Chotai, Dan Crisan
2023	J	`jnl`	Theoretical and Computational Analysis of the Thermal Quasi-Geostrophic Model. J. Nonlinear Sci. Dan Crisan, Darryl D. Holm, Erwin Luesink, Prince Romeo Mensah, Wei Pan
2023	J	`jnl`	Unbiased estimation using a class of diffusion processes. J. Comput. Phys. Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2023	J	`jnl`	Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes. CoRR Letizia Angeli, Dan Crisan, Michela Ottobre
2022	J	`jnl`	A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan
2022	J	`jnl`	A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2022	J	`jnl`	An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. CoRR Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre
2022	J	`jnl`	Bayesian inference for fluid dynamics: A case study for the stochastic rotating shallow water model. Frontiers Appl. Math. Stat. Oana Lang, Peter Jan van Leeuwen, Dan Crisan, Roland Potthast
2022	J	`jnl`	Space-sequential particle filters for high-dimensional dynamical systems described by stochastic differential equations. CoRR Deniz Akyildiz, Dan Crisan, Joaquín Míguez
2022	J	`jnl`	Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model. CoRR Dan Crisan, Darryl D. Holm, Oana Lang, Prince Romeo Mensah, Wei Pan
2022	J	`jnl`	Unbiased Estimation using a Class of Diffusion Processes. CoRR Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2021	J	`jnl`	A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
2021	J	`jnl`	Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model. CoRR Peter Jan van Leeuwen, Dan Crisan, Oana Lang, Roland Potthast
2021	J	`jnl`	Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations. CoRR Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
2021	J	`jnl`	Pathwise approximations for the solution of the non-linear filtering problem. CoRR Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre
2021	J	`jnl`	Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
2020	J	`jnl`	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 Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko
2020	J	`jnl`	Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization. Stat. Comput. Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
2020	J	`jnl`	Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
2020	J	`jnl`	Stable Approximation Schemes for Optimal Filters. SIAM/ASA J. Uncertain. Quantification Dan Crisan, Alberto López-Yela, Joaquín Míguez
2019	J	`jnl`	Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. CoRR Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko
2019	J	`jnl`	Numerically Modeling Stochastic Lie Transport in Fluid Dynamics. Multiscale Model. Simul. Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko
2019	J	`jnl`	Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos
2019	J	`jnl`	Solution Properties of a 3D Stochastic Euler Fluid Equation. J. Nonlinear Sci. Dan Crisan, Franco Flandoli, Darryl D. Holm
2018	J	`jnl`	On the performance of parallelisation schemes for particle filtering. EURASIP J. Adv. Signal Process. Dan Crisan, Joaquín Míguez, Gonzalo R. Ríos-Muñoz
2015	—	`conf`	Particle filtering for Bayesian parameter estimation in a high dimensional state space model. EUSIPCO Joaquín Míguez, Dan Crisan, Inés P. Mariño
2014	J	`jnl`	The stochastic filtering problem: a brief historical account. J. Appl. Probab. Dan Crisan
2013	J	`jnl`	On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. Stat. Comput. Joaquín Míguez, Dan Crisan, Petar M. Djuric
2011	—	`conf`	Generalised particle filters with Gaussian measures. EUSIPCO Dan Crisan, Kai Li
2002	J	`jnl`	A survey of convergence results on particle filtering methods for practitioners. IEEE Trans. Signal Process. Dan Crisan, Arnaud Doucet
2002	J	`jnl`	Minimal Entropy Approximations and Optimal Algorithms. Monte Carlo Methods Appl. Dan Crisan, Terry J. Lyons
2001	—	`ch.`	Particle Filters - A Theoretical Perspective. Sequential Monte Carlo Methods in Practice Dan Crisan
1998	J	`jnl`	Convergence of a Branching Particle Method to the Solution of the Zakai Equation. SIAM J. Appl. Math. Dan Crisan, Jessica G. Gaines, Terry J. Lyons