Nikolas Nüsken
Nikolas Nüsken
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Conference paper
Journal article
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Date
2021
2020
2019
2018
2017
F. Vargas
,
A. Ovsianas
,
D. Fernandes
,
M. Girolami
,
N. D. Lawrence
,
N. Nüsken
(2021).
Bayesian Learning via Neural Schrödinger-Föllmer Flows
. (submitted).
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arxiv
N. Nüsken
,
L. Richter
(2021).
Interpolating between BSDEs and PINNs – deep learning for elliptic and parabolic boundary value problems
. (submitted).
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arxiv
M. Coghi
,
T. Nilssen
,
N. Nüsken
,
S. Reich
(2021).
Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
. (submitted).
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arxiv
N. Nüsken
,
D.R.M. Renger
(2021).
Stein variational gradient descent: many-particle and long-time asymptotics
. (submitted).
Cite
arxiv
L. Richter
,
L. Sallandt
,
N. Nüsken
(2021).
Solving high-dimensional parabolic PDEs using the tensor train format
. (submitted).
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arxiv
L. Richter
,
A. Boustati
,
N. Nüsken
,
A. Akyildiz
,
F.J.R. Ruiz
(2020).
VarGrad: A Low-Variance Gradient Estimator for Variational Inference
. In
NeurIPS
.
PDF
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arxiv
N. Nüsken
,
L. Richter
(2020).
Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
. (submitted).
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arxiv
A. Garbuno-Inigo
,
N. Nüsken
,
S. Reich
(2020).
Affine Invariant Interacting Langevin Dynamics for Bayesian Inference
. In
SIAM J. Appl. Dyn. Syst.
.
PDF
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arxiv
A. Duncan
,
N. Nüsken
,
L. Szpruch
(2019).
On the geometry of Stein variational gradient descent
. (submitted).
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arxiv
N. Nüsken
,
S. Reich
(2019).
Note on Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler by Garbuno-Inigo, Hoffmann, Li and Stuart
. (unpublished).
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arxiv
N. Nüsken
,
S. Reich
,
P. Rozdeba
(2019).
State and Parameter Estimation from Observed Signal Increments
. In
Entropy
.
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arxiv
C. Andrieu
,
A. Durmus
,
N. Nüsken
,
J. Roussel
(2019).
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
. (submitted).
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arxiv
N. Nüsken
,
G.A. Pavliotis
(2019).
Constructing sampling schemes via coupling: Markov semigroups and optimal transport
. In
SIAM UQ
.
PDF
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arxiv
N. Nüsken
(2018).
Topics in sampling schemes based on Markov processes
. PhD thesis.
PDF
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A. Duncan
,
N. Nüsken
,
G.A. Pavliotis
(2017).
Using Perturbed Underdamped Langevin Dynamics to Efficiently Sample from Probability Distributions
. In
J. Stat. Phys.
.
PDF
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arxiv
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