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David Kelly
David Kelly
The Voleon Group
Verified email at voleon.com - Homepage
Title
Cited by
Cited by
Year
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
DTB Kelly, KJH Law, AM Stuart
Nonlinearity 27 (10), 2579, 2014
1352014
Smooth approximation of stochastic differential equations
D Kelly, I Melbourne
1102016
Geometric versus non-geometric rough paths
M Hairer, D Kelly
Annales de l'IHP ProbabilitÚs et statistiques 51 (1), 207-251, 2015
1062015
Nonlinear stability and ergodicity of ensemble based Kalman filters
XT Tong, AJ Majda, D Kelly
Nonlinearity 29 (2), 657, 2016
942016
Deterministic homogenization for fast–slow systems with chaotic noise
D Kelly, I Melbourne
Journal of Functional Analysis 272 (10), 4063-4102, 2017
89*2017
Nonlinear stability of the ensemble Kalman filter with adaptive covariance inflation
XT Tong, AJ Majda, D Kelly
arXiv preprint arXiv:1507.08319, 2015
712015
Concrete ensemble Kalman filters with rigorous catastrophic filter divergence
D Kelly, AJ Majda, XT Tong
Proceedings of the National Academy of Sciences 112 (34), 10589-10594, 2015
642015
On the topology of synchrony optimized networks of a Kuramoto-model with non-identical oscillators
D Kelly, GA Gottwald
Chaos: An Interdisciplinary Journal of Nonlinear Science 21 (2), 2011
352011
Rough path recursions and diffusion approximations
D Kelly
222016
Fluctuations in the heterogeneous multiscale methods for fast–slow systems
D Kelly, E Vanden-Eijnden
Research in the Mathematical Sciences 4 (1), 23, 2017
102017
It˘ corrections in stochastic equations
D Kelly
University of Warwick, 2012
72012
Stochastic PDEs with multiscale structure
M Hairer, D Kelly
Electronic Journal of Probability 17 (52), 1-38, 2012
52012
Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
D Kelly, AM Stuart
Chinese Annals of Mathematics, Series B 40 (5), 811-842, 2019
32019
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Articles 1–13