Nikolas Nüsken
Nikolas Nüsken
Home
Publications
Contact
Light
Dark
Automatic
N. Nüsken
Latest
Nonnegative matrix factorization for coherent set identification by direct low rank maximum likelihood estimation
From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs
Transport, Variational Inference and Diffusions: with Applications to Annealed Flows and Schrödinger Bridges
On the geometry of Stein variational gradient descent
Stein variational gradient descent: many-particle and long-time asymptotics
Interpolating between BSDEs and PINNs – deep learning for elliptic and parabolic boundary value problems
Bayesian Learning via Neural Schrödinger-Föllmer Flows
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
Solving high-dimensional parabolic PDEs using the tensor train format
VarGrad: A Low-Variance Gradient Estimator for Variational Inference
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference
Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart
State and Parameter Estimation from Observed Signal Increments
Constructing sampling schemes via coupling: Markov semigroups and optimal transport
Topics in sampling schemes based on Markov processes
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions
Cite
×