Knut Sølna
- Conditional score-based diffusion models for Bayesian inference in infinite dimensions
2023/05/28 by Lorenzo Baldassari, Baldassari, Lorenzo, Ali Siahkoohi +7 · 11 citations
Computer Science · Mathematics · #60Hxx #60Jxx #62F15 #65N21 #68Q32 #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Statistical Methods and Inference
- Correction to Black-Scholes formula due to fractional stochastic\n volatility
2015/09/03 by Josselin Garnier, Garnier, Josselin, Knut Sølna +1 · 1 citation
Economics, Econometrics and Finance · #60G22 #60H10 #60K37 #91G80 #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications
- Speckle Memory Effect in the Frequency Domain and Stability in Time-Reversal Experiments
2022/01/14 by Josselin Garnier, Knut Sølna, Garnier, Josselin +1 · 1 citation
Engineering · Mathematics · #Microwave Imaging and Scattering Analysis #Ultrasonics and Acoustic Wave Propagation #Numerical methods in inverse problems
- Imaging through rough interfaces: The shower curtain effect
2026/07/21 by Cristophe Gomez, Knut Sølna
Mathematics · Physics and Astronomy · #math-ph #math.MP #physics.class-ph