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2020 – today
- 2024
[i3]Nadhir Ben Rached, Erik von Schwerin, Gaukhar Shaimerdenova, Raúl Tempone:
Importance sampling for rare event tracking within the ensemble Kalman filtering framework. CoRR abs/2403.12793 (2024)- 2022
- [i2]Joakim Beck, Yang Liu, Erik von Schwerin, Raúl Tempone:
Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates. CoRR abs/2206.10314 (2022) - 2020
- [i1]Marco Ballesio, Ajay Jasra
, Erik von Schwerin, Raúl Tempone:
A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR abs/2004.03981 (2020)
2010 – 2019
- 2014
- [j4]Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, Raúl Tempone:
Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations. Found. Comput. Math. 14(3): 419-456 (2014) - [j3]Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone:
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Methods Appl. 20(1): 1-41 (2014) - [j2]Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone:
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations. SIAM J. Sci. Comput. 36(2) (2014) - 2013
- [j1]Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, Raúl Tempone:
Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L2 Projection on Polynomial Spaces. SIAM J. Sci. Comput. 35(3) (2013)
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