Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups D Crisan, P Dobson, M Ottobre Transactions of the American Mathematical Society 374 (5), 3289-3330, 2021 | 18 | 2021 |
Approximations of Piecewise Deterministic Markov Processes and their convergence properties A Bertazzi, J Bierkens, P Dobson Stochastic Processes and their Applications 154, 91-153, 2022 | 17 | 2022 |
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods C Andrieu, P Dobson, AQ Wang Electronic Journal of Probability 26, 1-26, 2021 | 16 | 2021 |
Fast non-mean-field networks: Uniform in time averaging J Barré, P Dobson, M Ottobre, E Zatorska SIAM Journal on Mathematical Analysis 53 (1), 937-972, 2021 | 16 | 2021 |
Efficient Bayesian computation for low-photon imaging problems S Melidonis, P Dobson, Y Altmann, M Pereyra, K Zygalakis SIAM Journal on Imaging Sciences 16 (3), 1195-1234, 2023 | 14 | 2023 |
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes T Cass, D Crisan, P Dobson, M Ottobre Electronic Journal of Probability 26, 1-72, 2021 | 13 | 2021 |
Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability D Crisan, P Dobson, B Goddard, M Ottobre, I Souttar arXiv preprint arXiv:2204.02679, 2022 | 12 | 2022 |
Reversible and non-reversible Markov chain Monte Carlo algorithms for reservoir simulation problems P Dobson, I Fursov, G Lord, M Ottobre Computational Geosciences 24 (3), 1301-1313, 2020 | 10 | 2020 |
Infinite dimensional Piecewise Deterministic Markov Processes P Dobson, J Bierkens Stochastic Processes and their Applications 165, 337-396, 2023 | 4 | 2023 |
Accelerated Bayesian imaging by relaxed proximal-point Langevin sampling T Klatzer, P Dobson, Y Altmann, M Pereyra, JM Sanz-Serna, KC Zygalakis arXiv preprint arXiv:2308.09460, 2023 | 4 | 2023 |
On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights P Dobson, JM Sanz-Serna, K Zygalakis arXiv preprint arXiv:2305.08658, 2023 | 2 | 2023 |
Splitting schemes for second order approximations of piecewise-deterministic Markov processes A Bertazzi, P Dobson, P Monmarché arXiv preprint arXiv:2301.02537, 2023 | 2 | 2023 |
Stochastic differential equations with multiple invariant measures and related problems P Dobson Heriot-Watt University, 2019 | | 2019 |
Accelerating MCMC for imaging science by using an implicit Langevin algorithm T Klatzer, P Dobson, K Zygalakis, M Pereyra, Y Altmann | | |
Uniform in time Estimates for the weak error of the Euler method for SDEs P Dobson | | |