Publications by Jochen Voss

This is a complete list of my publications. You can click on the titles to get more information.

2009

1. Separating Response-Execution Bias from Decision Bias: Arguments for an Additional Parameter in Ratcliff's Diffusion Model
   Written in collaboration with A. Voss and K.C. Klauer.
   To appear in the British Journal of Mathematical and Statistical Psychology, 2009.
   preprint, more…
2. Upper and Lower Bounds in Exponential Tauberian Theorems
   Tbilisi Mathematical Journal, vol. 2, pp. 41–50, 2009.
   online, preprint, more…
3. Matrix Analysis and Algorithms
   Written in collaboration with A.M. Stuart.
   Lecture notes, 2009.
   preprint, more…
4. Signal Processing Problems on Function Space: Bayesian Formulation, Stochastic PDEs and Effective MCMC Methods
   Written in collaboration with M. Hairer and A.M. Stuart.
   To appear in The Oxford Handbook of Nonlinear Filtering (editors Dan Crisan and Boris Rozovsky), 2009.
   preprint, more…
5. Sampling Conditioned Hypoelliptic Diffusions
   Written in collaboration with M. Hairer and A.M. Stuart.
   Submitted, 2009.
   preprint, more…
6. Sampling Conditioned Diffusions
   Written in collaboration with M. Hairer and A.M. Stuart.
   Pages 159–186 in Trends in Stochastic Analysis, Cambridge University Press, vol. 353 of London Mathematical Society Lecture Note Series, 2009.
   link, preprint, more…

2008

7. A Fast Numerical Algorithm for the Estimation of Diffusion-Model Parameters
   Written in collaboration with A. Voss.
   Journal of Mathematical Psychology, vol. 52, pp. 1–9, 2008.
   online, preprint, more…
8. Large Deviations for One Dimensional Diffusions with a Strong Drift
   Electronic Journal of Probability, vol. 13, no. 53, pp. 1479–1526, 2008.
   link, preprint, more…
9. MCMC Methods for Diffusion Bridges
   Written in collaboration with A. Beskos, G.O. Roberts and A.M. Stuart.
   Stochastics and Dynamics, vol. 8, no. 3, pp. 319–350, 2008.
   online, preprint, more…
10. Data Assimilation: Mathematical and Statistical Perspectives
    Written in collaboration with A. Apte, C.K.R.T. Jones and A.M. Stuart.
    International Journal for Numerical Methods in Fluids, vol. 56, no. 8, pp. 1033–1046, 2008.
    online, preprint, more…

2007

11. Fast-Dm: a Free Programm for Efficient Diffusion Model Analysis
    Written in collaboration with A. Voss.
    Behavior Research Methods, vol. 39, no. 4, pp. 767–775, 2007.
    link, preprint, more…
12. Analysis of SPDEs Arising in Path Sampling, Part II: The Nonlinear Case
    Written in collaboration with M. Hairer and A.M. Stuart.
    Annals of Applied Probability, vol. 17, no. 5, pp. 1657–1706, 2007.
    online, preprint, more…
13. Sampling The Posterior: An Approach to Non-Gaussian Data Assimilation
    Written in collaboration with A. Apte, M. Hairer and A.M. Stuart.
    Physica D: Nonlinear Phenomena, vol. 230, no. 1–2, pp. 50–64, 2007.
    online, preprint, more…

2005

14. Analysis of SPDEs arising in Path Sampling, Part I: The Gaussian Case
    Written in collaboration with M. Hairer, A.M. Stuart and P. Wiberg.
    Communications in Mathematical Sciences, vol. 3, no. 4, pp. 587–603, 2005.
    link, preprint, more…

2004

15. Interpreting the Parameters of the Diffusion Model: An Empirical Validation
    Written in collaboration with A. Voss and K. Rothermund.
    Memory & Cognition, vol. 32, no. 7, pp. 1206–1220, 2004.
    link, preprint, more…
16. Some Large Deviation Results for Diffusion Processes
    PhD thesis, University of Kaiserslautern, Germany, 2004.
    link, preprint, more…
17. Conditional Path Sampling of SDEs and the Langevin MCMC Method
    Written in collaboration with A.M. Stuart and P. Wiberg.
    Communications in Mathematical Sciences, vol. 2, no. 4, pp. 685–697, 2004.
    link, preprint, more…

2003

18. Übungsaufgaben zur Analysis
    Available for download from the author's homepage, 2003.
    preprint, more…

1997

19. Über die Asymptotik des Bayesrisikos bei Diffusionsprozessen
    Diplomarbeit, Universität Kaiserslautern, 1997.
    link, preprint, more…

Copyright © 2009, Jochen Voss. All content on this website (including text, pictures, and any other original works), unless otherwise noted, is licensed under a Creative Commons Attribution-Share Alike 3.0 License.