Massimiliano Tamborrino
@mtamborrino.bsky.social
Reader in Statistics at the University of Warwick | Inference for Stochastic processes | Simulation-based inference| Stochastic Numerics | Parallel-in-time numerical methods| Stochastic Modelling | Neuroscience | www.warwick.ac.uk/tamborrino
It is! Especially when combined with splitting 😅
In the paper we illustrate (on a univariate cubic SDE) how Euler-Muryama-based cSMC may still explode, even when having several intermediate bridges.
Splitting-based cSMC methods don't have this problem as such...
In the paper we illustrate (on a univariate cubic SDE) how Euler-Muryama-based cSMC may still explode, even when having several intermediate bridges.
Splitting-based cSMC methods don't have this problem as such...
July 23, 2025 at 8:39 PM
It is! Especially when combined with splitting 😅
In the paper we illustrate (on a univariate cubic SDE) how Euler-Muryama-based cSMC may still explode, even when having several intermediate bridges.
Splitting-based cSMC methods don't have this problem as such...
In the paper we illustrate (on a univariate cubic SDE) how Euler-Muryama-based cSMC may still explode, even when having several intermediate bridges.
Splitting-based cSMC methods don't have this problem as such...
New work on inference for partially observed (hypoelliptic) SDEs in frequentist/Bayesian regimes.
Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535
Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social
Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535
Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social
July 22, 2025 at 3:09 PM
New work on inference for partially observed (hypoelliptic) SDEs in frequentist/Bayesian regimes.
Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535
Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social
Splitting schemes & controlled SMC (+ bridges) to recover the (pseudo)likelihood of interest
arxiv.org/abs/2507.14535
Work led by Shu, with @adamjohansen.bsky.social and @bayesianstats.bsky.social
BioInference goes overseas! Join us in Bardonecchia,Turin, 28-30 May 2025.
3 day residential conference in the Alps on mathematical modelling and inference for (broadly defined) biological problems.
Call for abstract is open till Jan 31.
More info on bioinference.github.io/2025/
3 day residential conference in the Alps on mathematical modelling and inference for (broadly defined) biological problems.
Call for abstract is open till Jan 31.
More info on bioinference.github.io/2025/
December 16, 2024 at 4:22 PM
BioInference goes overseas! Join us in Bardonecchia,Turin, 28-30 May 2025.
3 day residential conference in the Alps on mathematical modelling and inference for (broadly defined) biological problems.
Call for abstract is open till Jan 31.
More info on bioinference.github.io/2025/
3 day residential conference in the Alps on mathematical modelling and inference for (broadly defined) biological problems.
Call for abstract is open till Jan 31.
More info on bioinference.github.io/2025/
Hi all!
Interested on Parallel-in-Time solvers for PDEs with Random NNs?
Have a chat with Guglielmo Gattiglio on RandNet-Parareal at @neuripsconf.bsky.social #NeurIPS2024.
Poster today 4.30-7.30pm PST (very soon!)
Paper: openreview.net/pdf?id=974oj...
Code: github.com/Parallel-in-...
Interested on Parallel-in-Time solvers for PDEs with Random NNs?
Have a chat with Guglielmo Gattiglio on RandNet-Parareal at @neuripsconf.bsky.social #NeurIPS2024.
Poster today 4.30-7.30pm PST (very soon!)
Paper: openreview.net/pdf?id=974oj...
Code: github.com/Parallel-in-...
December 13, 2024 at 11:48 PM
Hi all!
Interested on Parallel-in-Time solvers for PDEs with Random NNs?
Have a chat with Guglielmo Gattiglio on RandNet-Parareal at @neuripsconf.bsky.social #NeurIPS2024.
Poster today 4.30-7.30pm PST (very soon!)
Paper: openreview.net/pdf?id=974oj...
Code: github.com/Parallel-in-...
Interested on Parallel-in-Time solvers for PDEs with Random NNs?
Have a chat with Guglielmo Gattiglio on RandNet-Parareal at @neuripsconf.bsky.social #NeurIPS2024.
Poster today 4.30-7.30pm PST (very soon!)
Paper: openreview.net/pdf?id=974oj...
Code: github.com/Parallel-in-...