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Author ID: pokern.yvo Recent zbMATH articles by "Pokern, Yvo"
Published as: Pokern, Yvo; Pokern, Y.
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

8 Publications have been cited 94 times in 75 Documents Cited by Year
Nonparametric estimation of diffusions: a differential equations approach. Zbl 1437.62575
Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M.
25
2012
Parameter estimation for partially observed hypoelliptic diffusions. Zbl 1231.62152
Pokern, Yvo; Stuart, Andrew M.; Wiberg, Petter
23
2009
Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs. Zbl 1256.62047
Pokern, Y.; Stuart, A. M.; van Zanten, J. H.
17
2013
Iterative numerical methods for sampling from high dimensional Gaussian distributions. Zbl 1325.65020
Aune, Erlend; Eidsvik, Jo; Pokern, Yvo
8
2013
Gibbs flow for approximate transport with applications to Bayesian computation. Zbl 07555260
Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo
8
2021
Remarks on drift estimation for diffusion processes. Zbl 1183.62145
Pokern, Yvo; Stuart, Andrew M.; Vanden-Eijnden, Eric
5
2009
Energetics and switching of quasi-uniform states in small ferromagnetic particles. Zbl 1085.82015
Alouges, François; Conti, Sergio; DeSimone, Antonio; Pokern, Yvo
5
2004
Parameter estimation for multiscale diffusions: an overview. Zbl 1375.62022
Pavliotis, Grigorios A.; Pokern, Yvo; Stuart, Andrew M.
3
2012
Gibbs flow for approximate transport with applications to Bayesian computation. Zbl 07555260
Heng, Jeremy; Doucet, Arnaud; Pokern, Yvo
8
2021
Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs. Zbl 1256.62047
Pokern, Y.; Stuart, A. M.; van Zanten, J. H.
17
2013
Iterative numerical methods for sampling from high dimensional Gaussian distributions. Zbl 1325.65020
Aune, Erlend; Eidsvik, Jo; Pokern, Yvo
8
2013
Nonparametric estimation of diffusions: a differential equations approach. Zbl 1437.62575
Papaspiliopoulos, Omiros; Pokern, Yvo; Roberts, Gareth O.; Stuart, Andrew M.
25
2012
Parameter estimation for multiscale diffusions: an overview. Zbl 1375.62022
Pavliotis, Grigorios A.; Pokern, Yvo; Stuart, Andrew M.
3
2012
Parameter estimation for partially observed hypoelliptic diffusions. Zbl 1231.62152
Pokern, Yvo; Stuart, Andrew M.; Wiberg, Petter
23
2009
Remarks on drift estimation for diffusion processes. Zbl 1183.62145
Pokern, Yvo; Stuart, Andrew M.; Vanden-Eijnden, Eric
5
2009
Energetics and switching of quasi-uniform states in small ferromagnetic particles. Zbl 1085.82015
Alouges, François; Conti, Sergio; DeSimone, Antonio; Pokern, Yvo
5
2004
all top 5

Cited by 153 Authors

6 Samson, Adeline
5 Stuart, Andrew M.
4 Pavliotis, Grigorios A.
3 Agapiou, Sergios
3 León, José Rafael R.
3 Marzouk, Youssef M.
3 Prieur, Clémentine
3 Schauer, Moritz
3 van der Meulen, Frank Henri
3 van Zanten, Harry
3 Ye, Xuguo
3 Zhao, Yanyong
2 Abdulle, Assyr
2 Alouges, François
2 Cattiaux, Patrick
2 Chorin, Alexandre Joel
2 Clairon, Quentin
2 Dashti, Masoumeh
2 Forman, Julie Lyng
2 Gugushvili, Shota
2 Helin, Tapio
2 Jenkins, Paul A.
2 Lu, Fei
2 Nickl, Richard
2 Nüsken, Nikolas
2 Ray, Kolyan
2 Sorensen, Michael
2 Spantini, Alessio
2 Spreij, Peter
2 Zanoni, Andrea
1 Abraham, Kweku
1 Aeckerle-Willems, Cathrine
1 An, Qingci
1 Aune, Erlend
1 Azencott, Robert
1 Baptista, Ricardo
1 Bartels, Sören
1 Bebendorf, Mario
1 Bierkens, Joris
1 Bigoni, Daniele
1 Borggaard, Jeff T.
1 Bratsch, Michael
1 Brujić, Jasna
1 Buckwar, Evelyn
1 Burger, Martin
1 Capasso, Vincenzo
1 Chae, Minwoo
1 Chainais, Pierre
1 Coghi, Michele
1 Comte, Fabienne
1 Culliford, Richard
1 Dai, Chenguang
1 Dektor, Alec
1 Di Fratta, Giovanni
1 Ditlevsen, Susanne
1 Dobigeon, Nicolas
1 Dolgov, Sergey V.
1 Duan, Jinqiao
1 Duan, Leo L.
1 Egger, Jan
1 Eidsvik, Jo
1 El Moselhy, Tarek A.
1 Everitt, Richard Geoffrey
1 Fan, Ruzong
1 Garegnani, Giacomo
1 Giordano, Matteo
1 Glatt-Holtz, Nathan E.
1 Grasedyck, Lars
1 Hartmann, Carsten
1 Heng, Jeremy
1 Holzapfel, Gerhard Alfred
1 Houssineau, Jeremie
1 Jacob, Pierre E.
1 Jäger, Willi
1 Jasra, Ajay
1 Kahale, Nabil
1 Kevrekidis, Ioannis George
1 Kim, Eugenia
1 Koskela, Jere
1 Kritsikis, Evaggelos
1 Krometis, Justin A.
1 Kupferman, Raz
1 Kurths, Jürgen
1 Larsson, Stig
1 Lin, Jinguan
1 Lin, Kevin K.
1 Lorenz, Lindsey
1 Maggioni, Mauro
1 Manikas, Theodoros
1 Medina-Aguayo, Felipe J.
1 Melnykova, Anna
1 Merlet, Benoît
1 Miller, Robert N.
1 Morale, Daniela
1 Morzfeld, Matthias
1 Mühlau, Mark
1 Neureither, Lara
1 Nilssen, Torstein K.
1 Opper, Manfred
1 Papavasiliou, Anastasia
...and 53 more Authors
all top 5

Cited in 47 Serials

5 Stochastic Processes and their Applications
4 Statistics and Computing
3 Journal of Computational Physics
3 The Annals of Statistics
3 Journal of the American Statistical Association
3 The Annals of Applied Probability
3 Bernoulli
2 Journal of Statistical Physics
2 Physica D
2 SIAM Journal on Mathematical Analysis
2 SIAM Review
2 Computational Statistics and Data Analysis
2 Journal of Nonparametric Statistics
2 Statistical Inference for Stochastic Processes
2 Brazilian Journal of Probability and Statistics
2 Multiscale Modeling & Simulation
2 SIAM/ASA Journal on Uncertainty Quantification
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Computer Methods in Applied Mechanics and Engineering
1 Inverse Problems
1 Lithuanian Mathematical Journal
1 Linear and Multilinear Algebra
1 Mathematical Biosciences
1 Physica A
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Numerische Mathematik
1 Quarterly of Applied Mathematics
1 SIAM Journal on Numerical Analysis
1 Applied Numerical Mathematics
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Calculus of Variations and Partial Differential Equations
1 Discrete and Continuous Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of the European Mathematical Society (JEMS)
1 Communications in Nonlinear Science and Numerical Simulation
1 Methodology and Computing in Applied Probability
1 Foundations of Computational Mathematics
1 Journal of Machine Learning Research (JMLR)
1 AStA. Advances in Statistical Analysis
1 Electronic Journal of Statistics
1 The Annals of Applied Statistics
1 Annalen der Physik
1 Foundations of Data Science

Citations by Year