Glatt-Holtz, Nathan E.

1. Local and global existence of smooth solutions for the stochastic Euler equations with multiplicative noise
   2011/11/06 by Glatt-Holtz, Nathan E., Vicol, Vlad C. · 2 citations
   #35Q35 #60H15 #76B03 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
2. Parallel MCMC Algorithms: Theoretical Foundations, Algorithm Design, Case Studies
   2022/09/10 by Nathan Glatt-Holtz, Andrew J. Holbrook, Glatt-Holtz, Nathan E. +5 · 3 citations
   Mathematics · #60J22 #62D05 #65C05 #65Y05 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
3. Scaling and Saturation in Infinite-Dimensional Control Problems with\n Applications to Stochastic Partial Differential Equations
   2017/06/06 by Nathan Glatt-Holtz, David P. Herzog, Glatt-Holtz, Nathan E. +3 · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications
4. Mixing Rates for Hamiltonian Monte Carlo Algorithms in Finite and Infinite Dimensions
   2020/03/17 by Glatt-Holtz, Nathan E., Mondaini, Cecilia F. · 1 citation
   #11K45 #37K99 #62C10 #Analysis of PDEs (math.AP) #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
5. On the accept-reject mechanism for Metropolis-Hastings algorithms
   2020/11/09 by Nathan Glatt-Holtz, Glatt-Holtz, Nathan E., Justin Krometis +3 · 1 citation
   Computer Science · Mathematics · #65C05 #65P10 #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Numerical Analysis (math.NA) #Probability (math.PR) #Statistics Theory (math.ST)
6. Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm
   2023/02/02 by Nathan Glatt-Holtz, Glatt-Holtz, Nathan E., Cecilia F. Mondaini +1 · 1 citation
   Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Markov Chains and Monte Carlo Methods #Stochastic processes and financial applications #Probabilistic and Robust Engineering Design
7. On the surprising effectiveness of a simple matrix exponential derivative approximation, with application to global SARS-CoV-2
   2023/06/28 by Gustavo Didier, Didier, Gustavo, Nathan Glatt-Holtz +7 · 1 citation
   Biochemistry, Genetics and Molecular Biology · #Computation (stat.CO) #Evolution and Genetic Dynamics #FOS: Computer and information sciences #FOS: Mathematics #Gene Regulatory Network Analysis #Probability (math.PR) #Protein Structure and Dynamics
8. The short memory limit for long time statistics in a stochastic Coleman-Gurtin model of heat conduction
   2022/12/12 by Nathan Glatt-Holtz, Glatt-Holtz, Nathan E., Vincent R. Martinez +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications