publications

[12] Ergodicity and Accuracy of Optimal Particle Filters for Bayesian Data Assimilation.
Joint work with Andrew Stuart.
Chinese Annals of Mathematics. Series B volume 40, pages 811–842 (2019).
Journal, arXiv

[11] Fluctuations in the heterogeneous multiscale methods for fast-slow systems.
Joint work with Eric Vanden-Eijnden.
Research in the Mathematical Sciences. Volume 4, Article number: 23 (2017).
Journal, arXiv.

[10] Deterministic homogenization for fast-slow systems with chaotic noise.
Joint work with Ian Melbourne.
Journal of Functional Analysis. Volume 272, Issue 10 (2017).
Journal, arXiv.

[9] Rough path recursions and diffusion approximations.
Annals of Applied Probability. Volume 26, No. 1, February (2016).
Journal, arXiv.

[8] Nonlinear stability and ergodicity of ensemble based Kalman filters.
Joint work with A. Majda and X. Tong.
Nonlineary. Volume 29, no. 2 (2016).
Journal, arXiv.

[7] Smooth approximation of stochastic differential equations.
Joint work with Ian Melbourne.
Annals of Probability. Volume 44, Issue 1 (2016).
Journal, arXiv.

[6] Concrete ensemble Kalman filters with rigorous catastrophic filter divergence.
Joint work with Andy Majda and Xin Tong.
Proceedings of the National Academy of Sciences. Vol 112 no. 34 10589-10594 (2015).
Journal (open access).

[5] Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation.
Joint work with Andy Majda and Xin Tong.
Communications in Mathematical Sciences. Volume 14, no. 5 (2016).
Journal, arXiv.

[4] Geometric vs non-geometric rough paths.
Joint work with Martin Hairer.
Annales de l'Institut Henri Poincaré (B). Volume 51, no. 1 (2015).
Journal (open access), arXiv.

[3] Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time. Joint work with Kody Law and Andrew Stuart.
Nonlinearity. Volume 27, no 10. (2014).
Journal, arXiv.

[2] Stochastic PDEs with multiscale structure.
Joint work with Martin Hairer.
Electronic Journal of Probability. Volume 17 no. 52 (2012).
Journal, arxiv.

[1] On the topology of synchrony optimized networks of a Kuramoto-model with non-identical oscillators.
Joint work with Georg Gottwald.
Chaos. Volume 21 no. 2 (2011). Journal, arXiv.

[Thesis] Ito corrections is stochastic equations.
Advised by Martin Hairer.
University of Warick PhD Thesis. Completed (2012).
arXiv.