Nathan Glatt-Holtz
- On the long-time statistical behavior of smooth solutions of the weakly damped, stochastically-driven KdV equation
2021/03/24 by Nathan Glatt-Holtz, Glatt-Holtz, Nathan, Vincent R. Martinez +3 · 3 citations
Mathematics · Economics, Econometrics and Finance · Engineering · #Advanced Mathematical Physics Problems #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows
- 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)
- Time Discrete Approximation of Weak Solutions for Stochastic Equations of Geophysical Fluid Dynamics and Applications
2014/04/11 by Nathan Glatt-Holtz, Glatt-Holtz, Nathan, Roger Témam +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · Social Sciences · #35Q35 #35Q86 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Navier-Stokes equation solutions #Stochastic processes and financial applications
- Notes on Statistically Invariant States in Stochastically Driven Fluid Flows
2014/10/31 by Nathan Glatt-Holtz, Glatt-Holtz, Nathan · 1 citation
Computer Science · Economics, Econometrics and Finance · Engineering · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Probability (math.PR) #Stochastic processes and financial applications
- 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
- 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)
- Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm
2023/02/02 by Nathan Glatt-Holtz, Cecilia F. Mondaini, Glatt-Holtz, Nathan E. +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
- 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
- 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