Dan Crisan

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 30

Top Topics

Diffusion Process

Stochastic Differential Equations

Top Venues

SIAM/ASA J. Uncertain. Quantification

J. Nonlinear Sci.

Publications

Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
Sequential Discretization Schemes for a Class of Stochastic Differential Equations and their Application to Bayesian Filtering. SIAM J. Numer. Anal. 62 (2) (2024)
Dan Crisan, Oana Lang, Alexander Lobbe
Generative Modelling of Stochastic Rotating Shallow Water Noise. CoRR (2024)
Colin John Cotter, Dan Crisan, Maneesh Kumar Singh
Data assimilation for the stochastic Camassa-Holm equation using particle filtering: a numerical investigation. CoRR (2024)
Letizia Angeli, Dan Crisan, Michela Ottobre
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes. CoRR (2023)
Jean-François Chassagneux, Hinesh Chotai, Dan Crisan
Modelling Multiperiod Carbon Markets Using Singular Forward-Backward SDEs. Math. Oper. Res. 48 (1) (2023)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased estimation using a class of diffusion processes. J. Comput. Phys. 472 (2023)
Dan Crisan, Darryl D. Holm, Erwin Luesink, Prince Romeo Mensah, Wei Pan
Theoretical and Computational Analysis of the Thermal Quasi-Geostrophic Model. J. Nonlinear Sci. 33 (5) (2023)
Bertrand Chapron, Dan Crisan, Darryl D. Holm, Oana Lang, Alexander Lobbe, Étienne Mémin
Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models. CoRR (2023)
Daniel Paulin, Ajay Jasra, Alexandros Beskos, Dan Crisan
A 4D-Var method with flow-dependent background covariances for the shallow-water equations. Stat. Comput. 32 (4) (2022)
Dan Crisan, Darryl D. Holm, Oana Lang, Prince Romeo Mensah, Wei Pan
Theoretical analysis and numerical approximation for the stochastic thermal quasi-geostrophic model. CoRR (2022)
Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations. CoRR (2022)
Oana Lang, Peter Jan van Leeuwen, Dan Crisan, Roland Potthast
Bayesian inference for fluid dynamics: A case study for the stochastic rotating shallow water model. Frontiers Appl. Math. Stat. 8 (2022)
Hamza M. Ruzayqat, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
Unbiased Estimation using a Class of Diffusion Processes. CoRR (2022)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Deniz Akyildiz, Dan Crisan, Joaquín Míguez
Space-sequential particle filters for high-dimensional dynamical systems described by stochastic differential equations. CoRR (2022)
Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre
Pathwise approximations for the solution of the non-linear filtering problem. CoRR (2021)
Peter Jan van Leeuwen, Dan Crisan, Oana Lang, Roland Potthast
Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model. CoRR (2021)
Hamza M. Ruzayqat, Aimad Er-Raiy, Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas
A Lagged Particle Filter for Stable Filtering of certain High-Dimensional State-Space Models. CoRR (2021)
Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
Particle representation for the solution of the filtering problem. Application to the error expansion of filtering discretizations. CoRR (2021)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. SIAM J. Sci. Comput. 43 (4) (2021)
Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko
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 8 (4) (2020)
Ömer Deniz Akyildiz, Dan Crisan, Joaquín Míguez
Parallel sequential Monte Carlo for stochastic gradient-free nonconvex optimization. Stat. Comput. 30 (6) (2020)
Dan Crisan, Alberto López-Yela, Joaquín Míguez
Stable Approximation Schemes for Optimal Filters. SIAM/ASA J. Uncertain. Quantification 8 (1) (2020)
Alexandros Beskos, Dan Crisan, Ajay Jasra, Nikolas Kantas, Hamza M. Ruzayqat
Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models. CoRR (2020)
Dan Crisan, Franco Flandoli, Darryl D. Holm
Solution Properties of a 3D Stochastic Euler Fluid Equation. J. Nonlinear Sci. 29 (3) (2019)
Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko
Numerically Modeling Stochastic Lie Transport in Fluid Dynamics. Multiscale Model. Simul. 17 (1) (2019)
Daniel Paulin, Ajay Jasra, Dan Crisan, Alexandros Beskos
Optimization Based Methods for Partially Observed Chaotic Systems. Found. Comput. Math. 19 (3) (2019)
Colin J. Cotter, Dan Crisan, Darryl D. Holm, Wei Pan, Igor Shevchenko
Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise. CoRR (2019)
Dan Crisan, Joaquín Míguez, Gonzalo Rios-Muñoz
On the performance of parallelisation schemes for particle filtering. EURASIP J. Adv. Signal Process. 2018 (2018)
Joaquín Míguez, Dan Crisan, Inés P. Mariño
Particle filtering for Bayesian parameter estimation in a high dimensional state space model. EUSIPCO (2015)
Dan Crisan
The stochastic filtering problem: a brief historical account. J. Appl. Probab. 51 (A) (2014)
Joaquín Míguez, Dan Crisan, Petar M. Djuric
On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization. Stat. Comput. 23 (1) (2013)
Dan Crisan, Kai Li
Generalised particle filters with Gaussian measures. EUSIPCO (2011)
Dan Crisan, Arnaud Doucet
A survey of convergence results on particle filtering methods for practitioners. IEEE Trans. Signal Process. 50 (3) (2002)
Dan Crisan, Terry J. Lyons
Minimal Entropy Approximations and Optimal Algorithms. Monte Carlo Methods Appl. 8 (4) (2002)
Dan Crisan, Jessica G. Gaines, Terry J. Lyons
Convergence of a Branching Particle Method to the Solution of the Zakai Equation. SIAM J. Appl. Math. 58 (5) (1998)