Kody J. H. Law

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 38

Top Topics

Inverse Problems

Kalman Filtering

Variational Bayesian

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Sci. Comput.

Publications

Xinzhu Liang, Sanjaya Lohani, Joseph M. Lukens, Brian T. Kirby, Thomas A. Searles, Kody J. H. Law
SMC Is All You Need: Parallel Strong Scaling. CoRR (2024)
Ajay Jasra, Kody J. H. Law, Neil Walton, Shangda Yang
Multi-index Sequential Monte Carlo Ratio Estimators for Bayesian Inverse problems. Found. Comput. Math. 24 (4) (2024)
Shangda Yang, Vitaly Zankin, Maximilian Balandat, Stefan Scherer, Kevin Carlberg, Neil Walton, Kody J. H. Law
Accelerating Look-ahead in Bayesian Optimization: Multilevel Monte Carlo is All you Need. CoRR (2024)
Clement Etienam, Kody J. H. Law, Sara Wade, Vitaly Zankin
Fast deep mixtures of Gaussian process experts. Mach. Learn. 113 (3) (2024)
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
On Unbiased Estimation for Discretized Models. SIAM/ASA J. Uncertain. Quantification 11 (2) (2023)
Xinzhu Liang, Shangda Yang, Simon L. Cotter, Kody J. H. Law
A randomized multi-index sequential Monte Carlo method. Stat. Comput. 33 (5) (2023)
Teemu Härkönen, Sara Wade, Kody J. H. Law, Lassi Roininen
. CoRR (2022)
Michael D. White, Alexander Tarakanov, Christopher P. Race, Philip J. Withers, Kody J. H. Law
Digital Fingerprinting of Microstructures. CoRR (2022)
Olivier Zahm, Tiangang Cui, Kody J. H. Law, Alessio Spantini, Youssef M. Marzouk
Certified dimension reduction in nonlinear Bayesian inverse problems. Math. Comput. 91 (336) (2022)
Neil K. Chada, Ajay Jasra, Kody J. H. Law, Sumeetpal S. Singh
Multilevel Bayesian Deep Neural Networks. CoRR (2022)
Kody J. H. Law, Vitaly Zankin
Sparse Online Variational Bayesian Regression. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Kody J. H. Law, Neil S. Walton, Shangda Yang
Convergence Rates for Stochastic Approximation on a Boundary. CoRR (2022)
Simon L. Cotter, Kody J. H. Law, Xinzhu Liang, Shangda Yang
A randomized Multi-index sequential Monte Carlo method. CoRR (2022)
Joseph M. Lukens, Ali Passian, Srikanth B. Yoginath, Kody J. H. Law, Joel A. Dawson
Bayesian Estimation of Oscillator Parameters: Toward Anomaly Detection and Cyber-Physical System Security. Sensors 22 (16) (2022)
Kody J. H. Law, Neil Walton, Shangda Yang, Ajay Jasra
Multi-index Sequential Monte Carlo ratio estimators for Bayesian Inverse problems. CoRR (2022)
Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone
Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik 147 (1) (2021)
Ajay Jasra, Kody J. H. Law, Alexander Tarakanov, Fangyuan Yu
Randomized Multilevel Monte Carlo for Embarrassingly Parallel Inference. SMC (2021)
Adam Spannaus, Kody J. H. Law, Piotr Luszczek, Farzana Nasrin, Cassie Putman Micucci, Peter K. Liaw, Louis Joseph Santodonato, David J. Keffer, Vasileios Maroulas
Materials Fingerprinting Classification. CoRR (2021)
Adam Spannaus, Kody J. H. Law, Piotr Luszczek, Farzana Nasrin, Cassie Putman Micucci, Peter K. Liaw, Louis Joseph Santodonato, David J. Keffer, Vasileios Maroulas
Materials Fingerprinting Classification. Comput. Phys. Commun. 266 (2021)
Kody J. H. Law, Vitaly Zankin
Sparse online variational Bayesian regression. CoRR (2021)
Ajay Jasra, Kody J. H. Law, Deng Lu
Unbiased estimation of the gradient of the log-likelihood in inverse problems. Stat. Comput. 31 (3) (2021)
Jeremy Heng, Ajay Jasra, Kody J. H. Law, Alexander Tarakanov
On Unbiased Estimation for Discretized Models. CoRR (2021)
Neil K. Chada, Jordan Franks, Ajay Jasra, Kody J. H. Law, Matti Vihola
Unbiased Inference for Discretely Observed Hidden Markov Model Diffusions. SIAM/ASA J. Uncertain. Quantification 9 (2) (2021)
Ajay Jasra, Kody J. H. Law, Fangyuan Yu
Randomized multilevel Monte Carlo for embarrassingly parallel inference. CoRR (2021)
Ajay Jasra, Kody J. H. Law, Fangyuan Yu
Unbiased Filtering of a Class of Partially Observed Diffusions. CoRR (2020)
Clement Etienam, Kody J. H. Law, Sara Wade
Ultra-fast Deep Mixtures of Gaussian Process Experts. CoRR (2020)
Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
Correction to: Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. 29 (4) (2019)
David E. Bernholdt, Mark R. Cianciosa, Clement Etienam, David L. Green, Kody J. H. Law, Jin Myung Park
Cluster, Classify, Regress: A General Method For Learning Discountinous Functions. CoRR (2019)
Ajay Jasra, Kody J. H. Law, Prince Peprah Osei
Multilevel particle filters for Lévy-driven stochastic differential equations. Stat. Comput. 29 (4) (2019)
Michal Branicki, Andrew J. Majda, Kody J. H. Law
Accuracy of Some Approximate Gaussian Filters for the Navier-Stokes Equation in the Presence of Model Error. Multiscale Model. Simul. 16 (4) (2018)
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo. SIAM J. Sci. Comput. 40 (2) (2018)
Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Youssef M. Marzouk, Yan Zhou
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals. SIAM/ASA J. Uncertain. Quantification 6 (2) (2018)
Pierre Del Moral, Ajay Jasra, Kody J. H. Law, Yan Zhou
Multilevel Sequential Monte Carlo Samplers for Normalizing Constants. ACM Trans. Model. Comput. Simul. 27 (3) (2017)
Ajay Jasra, Kengo Kamatani, Kody J. H. Law, Yan Zhou
Multilevel Particle Filters. SIAM J. Numer. Anal. 55 (6) (2017)
Håkon Hoel, Kody J. H. Law, Raúl Tempone
Multilevel ensemble Kalman filtering. SIAM J. Numer. Anal. 54 (3) (2016)
Yuxin Chen, David E. Keyes, Kody J. H. Law, Hatem Ltaief
Accelerated Dimension-Independent Adaptive Metropolis. SIAM J. Sci. Comput. 38 (5) (2016)
Kody J. H. Law, Hamidou Tembine, Raúl Tempone
Deterministic Mean-Field Ensemble Kalman Filtering. SIAM J. Sci. Comput. 38 (3) (2016)
Tiangang Cui, Kody J. H. Law, Youssef M. Marzouk
Dimension-independent likelihood-informed MCMC. J. Comput. Phys. 304 (2016)
Kody J. H. Law
Proposals which speed up function-space MCMC. J. Comput. Appl. Math. 262 (2014)
Kody J. H. Law, Andrew M. Stuart
Evaluating Data Assimilation Algorithms CoRR (2011)
Todd Kapitula, Kody J. H. Law, Panayotis G. Kevrekidis
Interaction of Excited States in Two-Species Bose-Einstein Condensates: A Case Study. SIAM J. Appl. Dyn. Syst. 9 (1) (2010)