A first order scheme for backward doubly stochastic differential equations F Bao, Y Cao, A Meir, W Zhao SIAM/ASA Journal on Uncertainty Quantification 4 (1), 413-445, 2016 | 35 | 2016 |
A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations F Bao, Y Cao, C Webster, G Zhang SIAM/ASA Journal on Uncertainty Quantification 2 (1), 784-804, 2014 | 34 | 2014 |
Improved distributed particle filters for tracking in a wireless sensor network K Kang, V Maroulas, I Schizas, F Bao Computational Statistics & Data Analysis 117, 90-108, 2018 | 33 | 2018 |
Adaptive meshfree backward SDE filter F Bao, V Maroulas SIAM Journal on Scientific Computing 39 (6), A2664-A2683, 2017 | 31 | 2017 |
Forward backward doubly stochastic differential equations and the optimal filtering of diffusion processes F Bao, Y Cao, X Han arXiv preprint arXiv:1509.06352, 2015 | 28 | 2015 |
Numerical solutions for forward backward doubly stochastic differential equations and zakai equations F Bao, Y Cao, W Zhao Visualization of Mechanical Processes: An International Online Journal 1 (4), 2011 | 25 | 2011 |
A backward doubly stochastic differential equation approach for nonlinear filtering problems F Bao, Y Cao, W Zhao Commun. Comput. Phys. 23 (5), 1573-1601, 2018 | 24 | 2018 |
An efficient numerical algorithm for solving data driven feedback control problems R Archibald, F Bao, J Yong, T Zhou Journal of Scientific Computing 85, 1-27, 2020 | 20 | 2020 |
A stochastic gradient descent approach for stochastic optimal control R Archibald East Asian Journal on Applied Mathematics 10 (4), 2020 | 20 | 2020 |
Fast and efficient stochastic optimization for analytic continuation F Bao, Y Tang, M Summers, G Zhang, C Webster, V Scarola, TA Maier Physical Review B 94 (12), 125149, 2016 | 20 | 2016 |
A first order semi-discrete algorithm for backward doubly stochastic differential equations F Bao, Y Cao, W Zhao Discrete Contin. Dyn. Syst. Ser. B 5 (2), 1297-1313, 2015 | 20 | 2015 |
A direct filter method for parameter estimation R Archibald, F Bao, X Tu Journal of Computational Physics 398, 108871, 2019 | 16 | 2019 |
Adjoint forward backward stochastic differential equations driven by jump diffusion processes and its application to nonlinear filtering problems F Bao, Y Cao, H Chi International Journal for Uncertainty Quantification 9 (2), 2019 | 15 | 2019 |
A fully computable a posteriori error estimate for the Stokes equations on polytopal meshes F Bao, L Mu, J Wang SIAM Journal on Numerical Analysis 57 (1), 458-477, 2019 | 15 | 2019 |
Probing potential energy landscapes via electron-beam-induced single atom dynamics O Dyck, M Ziatdinov, S Jesse, F Bao, AY Nobakht, A Maksov, BG Sumpter, ... Acta Materialia 203, 116508, 2021 | 13 | 2021 |
Lévy backward SDE filter for jump diffusion processes and its applications in material sciences F Bao Communications in Computational Physics 27 (2), 2019 | 13 | 2019 |
Robust charge-density-wave correlations in the electron-doped single-band Hubbard model P Mai, NS Nichols, S Karakuzu, F Bao, A Del Maestro, TA Maier, ... Nature Communications 14 (1), 2889, 2023 | 11 | 2023 |
Data assimilation of synthetic data as a novel strategy for predicting disease progression in alopecia areata NG Cogan, F Bao, R Paus, A Dobreva Mathematical Medicine and Biology: A Journal of the IMA 38 (3), 314-332, 2021 | 10 | 2021 |
A backward SDE method for uncertainty quantification in deep learning R Archibald, F Bao, Y Cao, H Zhang arXiv preprint arXiv:2011.14145, 2020 | 10 | 2020 |
A multi-scale cholera model linking between-host and within-host dynamics C Yang, D Posny, F Bao, J Wang International Journal of Biomathematics 11 (03), 1850034, 2018 | 9 | 2018 |