Update (July 2022) For a chronological index, please visit my google scholar webpage
Stability bounds and almost sure convergence of improved particle swarm optimization methods (with K. P. Choi, T. Lai and W. Wong) (2020)
On Stationary-Point Hitting Time and Ergodicity of Stochastic Gradient Langevin Dynamics ( with X. Chen and S. S. Du) Journal of Machine Learning Research, 21(68):1−41, 2020 [ arXiv]
Statistical Inference for Model Parameters in Stochastic Gradient Descent, 2016, with with X. Chen, J. Lee and Y. Zhang. Ann. of Stat. 48 (1), 251-273 (2020) [ arXiv]
A unified performance analysis of likelihood-informed subspace methods (with T. Cui). (2022) [arXiv]
MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure (with M. Morzfeld, Y. Marzouk). (2020) [arXiv]
Localization for MCMC: sampling high-dimensional posterior distributions with banded structure (with M. Morzfeld, Y. Marzouk) Journal of computational physics. (2018) 33 pages [arXiv]
A unified performance analysis of likelihood-informed subspace methods (with T. Cui). (2022) [arXiv]
MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure (with M. Morzfeld, Y. Marzouk). (2020) [arXiv]
Localization for MCMC: sampling high-dimensional posterior distributions with banded structure (with M. Morzfeld, Y. Marzouk) Journal of computational physics. (2018) 33 pages [arXiv]
Consistency analysis of bilevel Data-driven learning in inverse problems (with N. Chada, C. Schillings and S. Weissmann)[ arXiv]
Convergence Acceleration of Ensemble Kalman Inversion in Nonlinear Settings (with N. K. Chada) [ arXiv]
Tikhonov Regularization within Ensemble Kalman Inversion (with N. K. Chada, A. M. Stuart) [ arXiv]
Analysis of a localised nonlinear Ensemble Kalman Bucy Filter with complete and accurate observations, (with J. de Wiljes ) [ arXiv]
Performance analysis of local ensemble Kalman filter, 2018 J. Nonlinear. Sci., 28(4), 1397-1442, 40 pages [ arXiv]
Rigorous accuracy and robustness analysis for two-scale reduced random Kalman filters in high dimensions, 2018. With A.J. Majda. Comm. Pure Appl. Math., 71(5), 892-937 [ arXiv]
Robustness and Accuracy of finite Ensemble Kalman filters in large dimensions, 2018, with A. Majda. 42 pages. [ arXiv]
Nonlinear stability and ergodicity of ensemble based Kalman filters, 2016, with A. Majda and D. Kelly. Nonlinearity, 29(2), 657-691 [ arXiv][ Journal]
Concrete ensemble Kalman filters with rigorous catastrophic filter divergence, 2015, with D. Kelly and A. Majda. Proc. Natl. Acad. Sci. USA., vol 112, no. 34, 10589-10594. (2015) [ Journal]
Nonlinear stability of ensemble Kalman filters with adaptive covariance inflation, 2016, with A. Majda and D. Kelly. Commun. Math. Sci. 14(5),1283-1313 [ arXiv]
Noisy Lagrangian Tracers for Filtering Random Rotating Compressible Flows, 2015, with N. Chen and A. Majda. J. Nonlinear Sci. V25, Issue 3, 451-488[ Journal]
Information Barriers for Noisy Lagrangian Tracers in Filtering Random Incompressible Flows, 2014, with N. Chen and A. Majda. Nonlinearity. V27, No. 9 [ Journal]
Thesis: Filter Stability in Infinite Dimensional Systems, 2013. Supervised by R. van Handel [ PDF]
Conditional ergodicity in infinite dimension, 2014, with R. van Handel. Ann. Probab. V42, No. 6, 2243-2313 [ arXiv][ Journal]
Ergodicity and stability of the conditional distributions of nondegenerate Markov chains, 2012, with R. van Handel. Ann. Appl. Probab. V22, No. 4, 1495-1540 [ arXiv][ Journal]
Spatial localization for nonlinear dynamical stochastic models for excitable media (with N. Chen and A. J. Majda) Chinese Annals of Mathematicatcs Series B, Volume 40, Number 6, 2019 [arXiv]
Rigorous Analysis for efficient statistically accurate algorithms for solving Fokker-Plank Equations in Large dimensions, 2018. (with N. Chen and A. J. Majda) SIAM/ASA Journal on Uncertainty Quantification 6 (3), 1198-1223
Simple Nonlinear Models with Rigorous Extreme Events and Heavy Tails, 2018, with A. Majda. Accepted by Nonlinearity. [arXiv]
Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates, 2016 with A.J. Majda. Res. Math. Sci. 3(41), 2016 [Journal]
Intermittency in Turbulent Diffusion Models with a Mean Gradient, 2016, with A. Majda. Nonlinearity, 28(11), 4171-4208 [ Journal]
Ergodicity of Truncated Stochastic Navier Stokes with Deterministic Forcing and Dispersion, 2016, with A. Majda. J. Nonlinear Sci., In press [ Journal]
Geometric Ergodicity for Piecewise Contracting Processes with Applications for Tropical Stochastic Lattice Models, 2016, with A. Majda. Comm. Pure Appl. Math. 69(6), 1110-1153 [ Journal]