Edit Profile (opens in new tab) Duncan, Andrew B. Co-Author Distance Author ID: duncan.andrew-b Published as: Duncan, Andrew B.; Duncan, A. B.; Duncan, Andrew more...less Documents Indexed: 23 Publications since 2004, including 6 Additional arXiv Preprints Co-Authors: 36 Co-Authors with 17 Joint Publications 1,529 Co-Co-Authors all top 5 Co-Authors 1 single-authored 5 Pavliotis, Grigorios A. 4 Vollmer, Sebastian J. 2 Bierkens, Joris 2 Cockayne, Jon 2 Kasprzak, Mikołaj J. 2 Stuart, Andrew M. 2 Zygalakis, Konstantinos C. 1 Al-Juburie, Abdulsatar 1 Bouchard-Côté, Alexandre 1 Briol, François-Xavier 1 Carin, Lawrence 1 Doucet, Arnaud 1 Dunbar, Oliver R. A. 1 Duong, Manh Hong 1 Elliott, Charles M. 1 Erban, Radek 1 Fearnhead, Paul 1 Frenkel, Elizaveta 1 Fulthorp, Steven 1 Gilman, Robert H. 1 Girolami, Mark A. 1 Gorham, Jackson 1 Hasenclever, Leonard Q. 1 Kalliadasis, Serafim 1 Kevrekidis, Ioannis George 1 Lelièvre, Tony 1 Lienart, Thibaut 1 Mackey, Lester 1 Nagapetyan, Tigran 1 Nüsken, Nikolas 1 Oates, Chris J. 1 Papandreou, Yanni 1 Pozharskiy, Dmitry 1 Pradas, Marc 1 Roberts, Gareth O. 1 Si, Shijing 1 Szpruch, Lukasz 1 Vdovina, Alina A. 1 Wichrowski, Noah J. 1 Wolfram, Marie-Therese 1 Wynne, George all top 5 Serials 3 Journal of Statistical Physics 1 Advances in Applied Probability 1 Journal of Computational Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Statistics & Probability Letters 1 The Annals of Applied Probability 1 Journal of Nonlinear Science 1 Electronic Communications in Probability 1 SIAM Journal on Applied Dynamical Systems 1 Multiscale Modeling & Simulation 1 Groups, Geometry, and Dynamics 1 International Journal of Group Theory 1 Journal of Computational Dynamics 1 SIAM/ASA Journal on Uncertainty Quantification all top 5 Fields 9 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 5 Partial differential equations (35-XX) 4 Group theory and generalizations (20-XX) 2 Statistics (62-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 157 times in 137 Documents Cited by ▼ Year ▼ Variance reduction using nonreversible Langevin samplers. Zbl 1343.82036 Duncan, A. B.; Lelièvre, T.; Pavliotis, G. A. 51 2016 Word hyperbolic semigroups. Zbl 1064.20055 Duncan, Andrew; Gilman, Robert H. 28 2004 Measuring sample quality with diffusions. Zbl 1439.60073 Gorham, Jackson; Duncan, Andrew B.; Vollmer, Sebastian J.; Mackey, Lester 28 2019 Hybrid framework for the simulation of stochastic chemical kinetics. Zbl 1373.92041 Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos 19 2016 Limit theorems for the zig-zag process. Zbl 1433.65008 Bierkens, Joris; Duncan, Andrew 18 2017 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215 Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 16 2018 Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions. Zbl 1387.35580 Duncan, A. B.; Nüsken, N.; Pavliotis, G. A. 14 2017 Note on A. Barbour’s paper on Stein’s method for diffusion approximations. Zbl 1381.60014 Kasprzak, Mikołaj J.; Duncan, Andrew B.; Vollmer, Sebastian J. 5 2017 A multiscale analysis of diffusions on rapidly varying surfaces. Zbl 1311.35324 Duncan, A. B.; Elliott, C. M.; Pavliotis, G. A.; Stuart, A. M. 2 2015 Manifold learning for accelerating coarse-grained optimization. Zbl 1450.37082 Pozharskiy, Dmitry; Wichrowski, Noah J.; Duncan, Andrew B.; Pavliotis, Grigorios A.; Kevrekidis, Ioannis G. 2 2020 Brownian motion in an \(N\)-scale periodic potential. Zbl 1512.35039 Duncan, A. B.; Duong, M. H.; Pavliotis, G. A. 1 2023 Ensemble inference methods for models with noisy and expensive likelihoods. Zbl 1493.62124 Dunbar, Oliver R. A.; Duncan, Andrew B.; Stuart, Andrew M.; Wolfram, Marie-Therese 1 2022 Brownian motion in an \(N\)-scale periodic potential. Zbl 1512.35039 Duncan, A. B.; Duong, M. H.; Pavliotis, G. A. 1 2023 Ensemble inference methods for models with noisy and expensive likelihoods. Zbl 1493.62124 Dunbar, Oliver R. A.; Duncan, Andrew B.; Stuart, Andrew M.; Wolfram, Marie-Therese 1 2022 Manifold learning for accelerating coarse-grained optimization. Zbl 1450.37082 Pozharskiy, Dmitry; Wichrowski, Noah J.; Duncan, Andrew B.; Pavliotis, Grigorios A.; Kevrekidis, Ioannis G. 2 2020 Measuring sample quality with diffusions. Zbl 1439.60073 Gorham, Jackson; Duncan, Andrew B.; Vollmer, Sebastian J.; Mackey, Lester 28 2019 Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains. Zbl 1463.62215 Bierkens, Joris; Bouchard-Côté, Alexandre; Doucet, Arnaud; Duncan, Andrew B.; Fearnhead, Paul; Lienart, Thibaut; Roberts, Gareth; Vollmer, Sebastian J. 16 2018 Limit theorems for the zig-zag process. Zbl 1433.65008 Bierkens, Joris; Duncan, Andrew 18 2017 Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions. Zbl 1387.35580 Duncan, A. B.; Nüsken, N.; Pavliotis, G. A. 14 2017 Note on A. Barbour’s paper on Stein’s method for diffusion approximations. Zbl 1381.60014 Kasprzak, Mikołaj J.; Duncan, Andrew B.; Vollmer, Sebastian J. 5 2017 Variance reduction using nonreversible Langevin samplers. Zbl 1343.82036 Duncan, A. B.; Lelièvre, T.; Pavliotis, G. A. 51 2016 Hybrid framework for the simulation of stochastic chemical kinetics. Zbl 1373.92041 Duncan, Andrew; Erban, Radek; Zygalakis, Konstantinos 19 2016 A multiscale analysis of diffusions on rapidly varying surfaces. Zbl 1311.35324 Duncan, A. B.; Elliott, C. M.; Pavliotis, G. A.; Stuart, A. M. 2 2015 Word hyperbolic semigroups. Zbl 1064.20055 Duncan, Andrew; Gilman, Robert H. 28 2004 all cited Publications top 5 cited Publications all top 5 Cited by 251 Authors 9 Pavliotis, Grigorios A. 8 Bierkens, Joris 6 Roberts, Gareth O. 5 Duncan, Andrew B. 5 Ottobre, Michela 4 Fearnhead, Paul 4 Oates, Chris J. 4 Sharma, Upanshu 4 Spiliopoulos, Konstantinos V. 4 Stoltz, Gabriel 3 Briol, François-Xavier 3 Dobson, Paul W. 3 Erban, Radek 3 Fathi, Max 3 Gaunt, Robert Edward 3 Girolami, Mark A. 3 Gupta, Ankit 3 Kasprzak, Mikołaj J. 3 Khammash, Mustafa H. 3 Lelièvre, Tony 3 Lu, Jianfeng 3 Nüsken, Nikolas 3 Reinert, Gesine D. 3 Ross, Nathan 3 Vilmart, Gilles 2 Anderson, David Frederick 2 Aristoff, David 2 Arras, Benjamin 2 Barp, Alessandro 2 Bressloff, Paul C. 2 Chak, Martin 2 Fang, Zhou 2 Ferré, Grégoire 2 Gan, Han L. 2 Garbuno-Inigo, Alfredo 2 Gomes, Susana N. 2 Gorham, Jackson 2 Guillin, Arnaud 2 Hartmann, Carsten 2 Houdré, Christian 2 Huang, Lu-Jing 2 Kamatani, Kengo 2 Kantas, Nikolas 2 King, Peter R. 2 Laurent, Adrien 2 Lee, Jungkyoung 2 Levien, Ethan 2 Mackey, Lester 2 Mao, Yonghua 2 Mijatović, Aleksandar 2 Mikulincer, Dan 2 Monmarché, Pierre 2 Neureither, Lara 2 Ouled Said, A. 2 Reich, Sebastian 2 Seo, Insuk 2 Stuart, Andrew M. 2 Sutton, Matthew William 2 Swan, Yvik C. 2 Vasdekis, Giorgos 2 Vvedensky, Dimitri D. 2 Wang, Lihan 2 Westbroek, Marise J. E. 2 Zhang, Wei 1 Abdulle, Assyr 1 Akhmatskaya, Elena 1 Albi, Giacomo 1 Allen, Linda J. S. 1 Alrachid, Houssam 1 Altıntan, Derya 1 Anastasiou, Andreas 1 Andrieu, Christophe 1 Ba, Yuming 1 Bangerth, Wolfgang 1 Barbour, Andrew David 1 Bartlett, Peter L. 1 Bastide, Paul 1 Bernard, Étienne 1 Bertazzi, Andrea 1 Bouchard-Côté, Alexandre 1 Bouguet, Florian 1 Braverman, Anton 1 Breiten, Tobias 1 Carin, Lawrence 1 Cass, Thomas Richard 1 Chada, Neil K. 1 Chafaï, Djalil 1 Chen, Tianqi 1 Chevallier, Augustin 1 Chignola, Roberto 1 Cloez, Bertrand 1 Coche, Gil-Arnaud 1 Cockayne, Jon 1 Corbella, Alice 1 Cotter, Simon L. 1 Crisan, Dan O. 1 Cucuringu, Mihai 1 Da Costa, Lancelot 1 De Gregorio, Alessandro 1 de Wiljes, Jana ...and 151 more Authors all top 5 Cited in 61 Serials 11 The Annals of Applied Probability 8 Statistics and Computing 7 Electronic Journal of Probability 6 Bernoulli 6 Multiscale Modeling & Simulation 5 Journal of Computational Physics 5 Journal of Statistical Physics 5 Journal of Physics A: Mathematical and Theoretical 4 Bulletin of Mathematical Biology 4 SIAM Journal on Scientific Computing 4 SIAM/ASA Journal on Uncertainty Quantification 3 Advances in Applied Probability 3 Statistics & Probability Letters 3 Stochastic Processes and their Applications 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Journal of Computational and Graphical Statistics 2 Nonlinearity 2 Journal of the American Statistical Association 2 SIAM Journal on Numerical Analysis 2 Probability Theory and Related Fields 2 Statistical Science 2 SIAM Journal on Mathematical Analysis 2 Journal of Nonlinear Science 2 Computational Geosciences 2 SIAM Journal on Applied Dynamical Systems 2 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Journal of Mathematical Physics 1 Reports on Mathematical Physics 1 Mathematics of Computation 1 The Annals of Statistics 1 Applied Mathematics and Optimization 1 BIT 1 International Journal for Numerical Methods in Engineering 1 Journal of Applied Probability 1 Mathematics and Computers in Simulation 1 Numerische Mathematik 1 Probability and Mathematical Statistics 1 Physica D 1 Journal of Scientific Computing 1 Applied Mathematical Modelling 1 Communications in Statistics. Theory and Methods 1 SIAM Review 1 Test 1 Calculus of Variations and Partial Differential Equations 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 Annales Henri Poincaré 1 Foundations of Computational Mathematics 1 Stochastic Models 1 Journal of Machine Learning Research (JMLR) 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V 1 Acta Numerica 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The Annals of Applied Statistics 1 Stochastic Systems 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Journal of the Japan Statistical Society. Japanese Issue 1 SMAI Journal of Computational Mathematics 1 Annales Henri Lebesgue all top 5 Cited in 28 Fields 85 Probability theory and stochastic processes (60-XX) 60 Numerical analysis (65-XX) 34 Statistics (62-XX) 28 Partial differential equations (35-XX) 24 Statistical mechanics, structure of matter (82-XX) 17 Biology and other natural sciences (92-XX) 8 Dynamical systems and ergodic theory (37-XX) 6 Operator theory (47-XX) 5 Systems theory; control (93-XX) 4 Ordinary differential equations (34-XX) 4 Operations research, mathematical programming (90-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Fluid mechanics (76-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Computer science (68-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year