Sequential Discretization Schemes for a Class of Stochastic Differential Equations and their Application to Bayesian Filtering. - Akyildiz, Ömer Deniz; Crisan, Dan; Míguez, Joaquín (SIAM J. Numer. Anal., 2024)

Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation. - Cotter, Colin John; Crisan, Dan; Singh, Maneesh Kumar (CoRR, 2024)

Generative Modelling of Stochastic Rotating Shallow Water Noise. - Crisan, Dan; Lang, Oana; Lobbe, Alexander (CoRR, 2024)

Bayesian inference for geophysical fluid dynamics using generative models. - Lobbe, Alexander; Crisan, Dan; Lang, Oana (CoRR, 2024)

Unbiased estimation using a class of diffusion processes. - Ruzayqat, Hamza M.; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas (J. Comput. Phys., 2023)

Theoretical and Computational Analysis of the Thermal Quasi-Geostrophic Model. - Crisan, Dan; Holm, Darryl D.; Luesink, Erwin; Mensah, Prince Romeo; Pan, Wei (J. Nonlinear Sci., 2023)

Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs. - Chassagneux, Jean-François; Chotai, Hinesh; Crisan, Dan (Math. Oper. Res., 2023)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes. - Angeli, Letizia; Crisan, Dan; Ottobre, Michela (CoRR, 2023)

Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models. - Chapron, Bertrand; Crisan, Dan; Holm, Darryl D.; Lang, Oana; Lobbe, Alexander; Mémin, Étienne (CoRR, 2023)

Bayesian inference for fluid dynamics: A case study for the stochastic rotating shallow water model. - Lang, Oana; Leeuwen, Peter Jan van; Crisan, Dan; Potthast, Roland (Frontiers Appl. Math. Stat., 2022)

A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. - Ruzayqat, Hamza M.; Er-Raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas (SIAM/ASA J. Uncertain. Quantification, 2022)

A 4D-Var method with flow-dependent background covariances for the shallow-water equations. - Paulin, Daniel; Jasra, Ajay; Beskos, Alexandros; Crisan, Dan (Stat. Comput., 2022)

An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. - Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador (CoRR, 2022)

Unbiased Estimation using a Class of Diffusion Processes. - Ruzayqat, Hamza M.; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas (CoRR, 2022)

Space-sequential particle filters for high-dimensional dynamical systems described by stochastic differential equations. - Akyildiz, Deniz; Crisan, Dan; Míguez, Joaquín (CoRR, 2022)

Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model. - Crisan, Dan; Holm, Darryl D.; Lang, Oana; Mensah, Prince Romeo; Pan, Wei (CoRR, 2022)

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. - Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza M. (SIAM J. Sci. Comput., 2021)

Pathwise approximations for the solution of the non-linear filtering problem. - Crisan, Dan; Lobbe, Alexander; Ortiz-Latorre, Salvador (CoRR, 2021)

Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations. - Crisan, Dan; Kurtz, Thomas G.; Ortiz-Latorre, Salvador (CoRR, 2021)

A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. - Ruzayqat, Hamza M.; Er-Raiy, Aimad; Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas (CoRR, 2021)

Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model. - Leeuwen, Peter Jan van; Crisan, Dan; Lang, Oana; Potthast, Roland (CoRR, 2021)

Stable Approximation Schemes for Optimal Filters. - Crisan, Dan; López-Yela, Alberto; Míguez, Joaquín (SIAM/ASA J. Uncertain. Quantification, 2020)

A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation. - Cotter, Colin J.; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor (SIAM/ASA J. Uncertain. Quantification, 2020)

Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization. - Akyildiz, Ömer Deniz; Crisan, Dan; Míguez, Joaquín (Stat. Comput., 2020)

Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. - Beskos, Alexandros; Crisan, Dan; Jasra, Ajay; Kantas, Nikolas; Ruzayqat, Hamza M. (CoRR, 2020)

Optimization Based Methods for Partially Observed Chaotic Systems. - Paulin, Daniel; Jasra, Ajay; Crisan, Dan; Beskos, Alexandros (Found. Comput. Math., 2019)

Solution Properties of a 3D Stochastic Euler Fluid Equation. - Crisan, Dan; Flandoli, Franco; Holm, Darryl D. (J. Nonlinear Sci., 2019)

Numerically Modeling Stochastic Lie Transport in Fluid Dynamics. - Cotter, Colin J.; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor (Multiscale Model. Simul., 2019)

Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. - Cotter, Colin J.; Crisan, Dan; Holm, Darryl D.; Pan, Wei; Shevchenko, Igor (CoRR, 2019)

On the performance of parallelisation schemes for particle filtering. - Crisan, Dan; Míguez, Joaquín; Rios-Muñoz, Gonzalo (EURASIP J. Adv. Signal Process., 2018)

Particle filtering for Bayesian parameter estimation in a high dimensional state space model. - Míguez, Joaquín; Crisan, Dan; Mariño, Inés P. (2015)

The stochastic filtering problem: a brief historical account. - Crisan, Dan (J. Appl. Probab., 2014)

On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. - Míguez, Joaquín; Crisan, Dan; Djuric, Petar M. (Stat. Comput., 2013)

Generalised particle filters with Gaussian measures. - Crisan, Dan; Li, Kai (2011)

Minimal Entropy Approximations and Optimal Algorithms. - Crisan, Dan; Lyons, Terry J. (Monte Carlo Methods Appl., 2002)

A survey of convergence results on particle filtering methods for practitioners. - Crisan, Dan; Doucet, Arnaud (IEEE Trans. Signal Process., 2002)

Particle Filters - A Theoretical Perspective. - Crisan, Dan (2001)

Convergence of a Branching Particle Method to the Solution of the Zakai Equation. - Crisan, Dan; Gaines, Jessica G.; Lyons, Terry J. (SIAM J. Appl. Math., 1998)