Edit Profile (opens in new tab) Pokern, Yvo Co-Author Distance Author ID: pokern.yvo Published as: Pokern, Yvo; Pokern, Y. External Links: MGP Documents Indexed: 8 Publications since 2004 1 Contribution as Editor Co-Authors: 16 Co-Authors with 9 Joint Publications 863 Co-Co-Authors all top 5 Co-Authors 0 single-authored 5 Stuart, Andrew M. 1 Alouges, François 1 Aune, Erlend 1 Conti, Sergio 1 DeSimone, Antonio 1 Doucet, Arnaud 1 Eidsvik, Jo 1 Heng, Jeremy 1 Huckemann, Stephan F. 1 Papaspiliopoulos, Omiros 1 Pavliotis, Grigorios A. 1 Roberts, Gareth O. 1 Sturm, Anja K. 1 van Zanten, J. H. 1 Vanden-Eijnden, Eric 1 Wiberg, Petter all top 5 Serials 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Biometrika 1 Stochastic Processes and their Applications 1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics 1 Multiscale Modeling & Simulation 1 Oberwolfach Reports 1 Statistics and Computing all top 5 Fields 8 Statistics (62-XX) 5 Numerical analysis (65-XX) 3 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 22 Fields 55 Statistics (62-XX) 42 Probability theory and stochastic processes (60-XX) 26 Numerical analysis (65-XX) 10 Partial differential equations (35-XX) 6 Mechanics of deformable solids (74-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Biology and other natural sciences (92-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Optics, electromagnetic theory (78-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Systems theory; control (93-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) Citations by Year