Han Cheng Lie

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 14

Top Topics

Diffusion Processes

Bayesian Inference

Inverse Problems

Markov Chain Monte Carlo

Top Venues

SIAM/ASA J. Uncertain. Quantification

Multiscale Model. Simul.

Publications

Nada Cvetkovic, Han Cheng Lie, Harshit Bansal, Karen Veroy
Choosing Observation Operators to Mitigate Model Error in Bayesian Inverse Problems. SIAM/ASA J. Uncertain. Quantification 12 (3) (2024)
Nada Cvetkovic, Tim Conrad, Han Cheng Lie
A Convergent Discretization Method for Transition Path Theory for Diffusion Processes. Multiscale Model. Simul. 19 (1) (2021)
Han Cheng Lie, Daniel Rudolf, Björn Sprungk, Timothy John Sullivan
Dimension-independent Markov chain Monte Carlo on the sphere. CoRR (2021)
Han Cheng Lie, Martin Stahn, Timothy John Sullivan
Randomised one-step time integration methods for deterministic operator differential equations. CoRR (2021)
Birzhan Ayanbayev, Ilja Klebanov, Han Cheng Lie, Timothy John Sullivan
Γ-convergence of Onsager-Machlup functionals. Part II: Infinite product measures on Banach spaces. CoRR (2021)
Birzhan Ayanbayev, Ilja Klebanov, Han Cheng Lie, Timothy John Sullivan
Γ-convergence of Onsager-Machlup functionals. Part I: With applications to maximum a posteriori estimation in Bayesian inverse problems. CoRR (2021)
Han Cheng Lie
Fréchet derivatives of expected functionals of solutions to stochastic differential equations. CoRR (2021)
Nada Cvetkovic, Tim O. F. Conrad, Han Cheng Lie
Convergent discretisation schemes for transition path theory for diffusion processes. CoRR (2019)
Han Cheng Lie, Andrew M. Stuart, Timothy John Sullivan
Strong convergence rates of probabilistic integrators for ordinary differential equations. Stat. Comput. 29 (6) (2019)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Error bounds for some approximate posterior measures in Bayesian inference. CoRR (2019)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Error Bounds for Some Approximate Posterior Measures in Bayesian Inference. ENUMATH (2019)
Onur Teymur, Han Cheng Lie, Tim Sullivan, Ben Calderhead
Implicit Probabilistic Integrators for ODEs. NeurIPS (2018)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems. SIAM/ASA J. Uncertain. Quantification 6 (4) (2018)
Han Cheng Lie, Timothy John Sullivan, Aretha L. Teckentrup
Random forward models and log-likelihoods in Bayesian inverse problems. CoRR (2017)
Han Cheng Lie, Konstantin Fackeldey, Marcus Weber
A Square Root Approximation of Transition Rates for a Markov State Model. SIAM J. Matrix Anal. Appl. 34 (2) (2013)