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Journal Articles
- 2024
[j62]Chiheb Ben Hammouda
, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert:
Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection-based approach. J. Comput. Appl. Math. 446: 115853 (2024)- [j61]Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum:
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method. J. Comput. Phys. 503: 112854 (2024) - [j60]Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone:
Double-loop importance sampling for McKean-Vlasov stochastic differential equation. Stat. Comput. 34(6): 197 (2024) - [j59]Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone:
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. SIAM J. Sci. Comput. 46(3): 1514- (2024) - 2023
- [j58]Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone:
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings. SIAM/ASA J. Uncertain. Quantification 11(1): 91-138 (2023) - [j57]Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone:
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables. Stat. Comput. 33(2): 40 (2023) - [j56]Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert:
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks. Stat. Comput. 33(3): 58 (2023) - 2022
- [j55]Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone:
Multi-index ensemble Kalman filtering. J. Comput. Phys. 470: 111561 (2022) - 2021
- [j54]Julio Enrique Castrillón-Candás, Fabio Nobile, Raúl Tempone:
A hybrid collocation-perturbation approach for PDEs with random domains. Adv. Comput. Math. 47(3): 40 (2021) - [j53]Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone:
Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik 147(1): 71-125 (2021) - [j52]Renzo Caballero, Ahmed Kebaier, Marco Scavino, Raúl Tempone:
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. Stat. Comput. 31(5): 64 (2021) - [j51]Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone:
Generalized parallel tempering on Bayesian inverse problems. Stat. Comput. 31(5): 67 (2021) - [j50]Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone:
Efficient importance sampling for large sums of independent and identically distributed random variables. Stat. Comput. 31(6): 79 (2021) - [j49]Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone:
Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms. IEEE Wirel. Commun. Lett. 10(3): 527-531 (2021) - 2020
- [j48]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining. IEEE Open J. Commun. Soc. 1: 1022-1034 (2020) - [j47]Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone:
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. Stat. Comput. 30(6): 1665-1689 (2020) - [j46]Nadhir Ben Rached, Daniel MacKinlay, Zdravko I. Botev, Raúl Tempone, Mohamed-Slim Alouini:
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems. IEEE Trans. Wirel. Commun. 19(7): 4353-4362 (2020) - 2018
- [j45]Mohamed-Slim Alouini, Nadhir Ben Rached, Abla Kammoun, Raúl Tempone:
On the efficient simulation of the left-tail of the sum of correlated log-normal variates. Monte Carlo Methods Appl. 24(1): 101-115 (2018) - [j44]Fabio Nobile, Raúl Tempone, Sören Wolfers:
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Numerische Mathematik 139(1): 247-280 (2018) - [j43]Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
On the generalization of the hazard rate twisting-based simulation approach. Stat. Comput. 28(1): 61-75 (2018) - [j42]Abdul-Lateef Haji-Ali, Raúl Tempone:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. Stat. Comput. 28(4): 923-935 (2018) - [j41]Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone:
On the Fast and Precise Evaluation of the Outage Probability of Diversity Receivers Over -αμ, κ-μ, and η-μ Fading Channels. IEEE Trans. Wirel. Commun. 17(2): 1255-1268 (2018) - [j40]Nadhir Ben Rached, Zdravko I. Botev, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances. IEEE Trans. Wirel. Commun. 17(11): 7801-7813 (2018) - 2017
- [j39]Chiheb Ben Hammouda, Alvaro Moraes, Raúl Tempone:
Multilevel hybrid split-step implicit tau-leap. Numer. Algorithms 74(2): 527-560 (2017) - [j38]Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels. IEEE Trans. Commun. 65(4): 1839-1848 (2017) - [j37]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment. IEEE Trans. Commun. 65(6): 2583-2593 (2017) - [j36]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference. IEEE Trans. Wirel. Commun. 16(2): 1012-1023 (2017) - 2016
- [j35]Julio Enrique Castrillón-Candás, Fabio Nobile, Raúl Tempone:
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations. Comput. Math. Appl. 71(6): 1173-1197 (2016) - [j34]Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone:
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity. Found. Comput. Math. 16(6): 1555-1605 (2016) - [j33]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity Over Generalized Fading Channels. IEEE J. Sel. Top. Signal Process. 10(2): 376-388 (2016) - [j32]Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raúl Tempone:
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty. SIAM/ASA J. Uncertain. Quantification 4(1): 1084-1110 (2016) - [j31]Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone:
Multi-index Monte Carlo: when sparsity meets sampling. Numerische Mathematik 132(4): 767-806 (2016) - [j30]Fabio Nobile, Lorenzo Tamellini, Raúl Tempone:
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs. Numerische Mathematik 134(2): 343-388 (2016) - [j29]Håkon Hoel, Kody J. H. Law, Raúl Tempone:
Multilevel ensemble Kalman filtering. SIAM J. Numer. Anal. 54(3): 1813-1839 (2016) - [j28]Kody J. H. Law, Hamidou Tembine, Raúl Tempone:
Deterministic Mean-Field Ensemble Kalman Filtering. SIAM J. Sci. Comput. 38(3) (2016) - [j27]Alvaro Moraes, Raúl Tempone, Pedro Vilanova:
A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks. SIAM J. Sci. Comput. 38(4) (2016) - [j26]Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raúl Tempone:
Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data. SIAM J. Sci. Comput. 38(6) (2016) - 2015
- [j25]Mohammad Motamed, Fabio Nobile, Raúl Tempone:
Analysis and computation of the elastic wave equation with random coefficients. Comput. Math. Appl. 70(10): 2454-2473 (2015) - [j24]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates. IEEE Commun. Lett. 19(1): 14-17 (2015) - [j23]Giovanni Migliorati, Fabio Nobile, Raúl Tempone:
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points. J. Multivar. Anal. 142: 167-182 (2015) - [j22]Jesper Karlsson, Stig Larsson, Mattias Sandberg, Anders Szepessy, Raúl Tempone:
An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems. SIAM J. Sci. Comput. 37(2) (2015) - [j21]Boualem Djehiche, Hamidou Tembine, Raúl Tempone:
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. IEEE Trans. Autom. Control. 60(10): 2640-2649 (2015) - 2014
- [j20]Joakim Beck, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone:
Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients. Comput. Math. Appl. 67(4): 732-751 (2014) - [j19]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) - [j18]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) - [j17]Alvaro Moraes, Fabrizio Ruggeri, Raúl Tempone, Pedro Vilanova:
Multiscale Modeling of Wear Degradation in Cylinder Liners. Multiscale Model. Simul. 12(1): 396-409 (2014) - [j16]Alvaro Moraes, Raúl Tempone, Pedro Vilanova:
Hybrid Chernoff Tau-Leap. Multiscale Model. Simul. 12(2): 581-615 (2014) - [j15]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
- [j14]Mohammad Motamed, Fabio Nobile, Raúl Tempone:
A stochastic collocation method for the second order wave equation with a discontinuous random speed. Numerische Mathematik 123(3): 493-536 (2013) - [j13]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) - 2011
- [j12]Jonas Kiessling, Raúl Tempone:
Diffusion approximation of Lévy processes with a view towards finance. Monte Carlo Methods Appl. 17(1): 11-45 (2011) - [j11]Jesper Karlsson, Raúl Tempone:
Towards automatic global error control: Computable weak error expansion for the tau-leap method. Monte Carlo Methods Appl. 17(3): 233-278 (2011) - 2010
- [j10]Christian Bayer, Anders Szepessy, Raúl Tempone:
Adaptive weak approximation of reflected and stopped diffusions. Monte Carlo Methods Appl. 16(1): 1-67 (2010) - [j9]Ivo Babuska, Fabio Nobile, Raúl Tempone:
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data. SIAM Rev. 52(2): 317-355 (2010) - 2008
- [j8]Ernesto Mordecki, Anders Szepessy, Raúl Tempone, Georgios E. Zouraris:
Adaptive Weak Approximation of Diffusions with Jumps. SIAM J. Numer. Anal. 46(4): 1732-1768 (2008) - [j7]Fabio Nobile, Raúl Tempone, Clayton G. Webster:
A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM J. Numer. Anal. 46(5): 2309-2345 (2008) - [j6]Fabio Nobile, Raúl Tempone, Clayton G. Webster:
An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM J. Numer. Anal. 46(5): 2411-2442 (2008) - 2007
- [j5]Ivo Babuska, Fabio Nobile, Raúl Tempone:
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data. SIAM J. Numer. Anal. 45(3): 1005-1034 (2007) - 2005
- [j4]Ivo Babuska, Fabio Nobile, Raúl Tempone:
Worst case scenario analysis for elliptic problems with uncertainty. Numerische Mathematik 101(2): 185-219 (2005) - 2004
- [j3]Ivo Babuska, Raúl Tempone, Georgios E. Zouraris:
Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations. SIAM J. Numer. Anal. 42(2): 800-825 (2004) - 2003
- [j2]Kyoung-Sook Moon, Anders Szepessy, Raúl Tempone, Georgios E. Zouraris:
Convergence rates for adaptive approximation of ordinary differential equations. Numerische Mathematik 96(1): 99-129 (2003) - [j1]Kyoung-Sook Moon, Anders Szepessy, Raúl Tempone, Georgios E. Zouraris:
A variational principle for adaptive approximation of ordinary differential equations. Numerische Mathematik 96(1): 131-152 (2003)
Conference and Workshop Papers
- 2018
- [c15]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
Accurate Outage Probability Evaluation of Equal Gain Combining Receivers. GLOBECOM 2018: 1-7 - [c14]Nadhir Ben Rached, Zdravko I. Botev, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model. ICASSP 2018: 3909-3913 - [c13]Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone:
Efficient outage probability evaluation of diversity receivers over α-μ fading channels. WCNC 2018: 1-6 - 2016
- [c12]Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels. GlobalSIP 2016: 25-29 - [c11]Chaouki Ben Issaid, Ki-Hong Park, Mohamed-Slim Alouini, Raúl Tempone:
Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model. GLOBECOM 2016: 1-7 - [c10]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
An exact power series formula of the outage probability with noise and interference over generalized fading channels. PIMRC 2016: 1-5 - 2015
- [c9]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference. GLOBECOM 2015: 1-5 - [c8]Nadhir Ben Rached, Fatma Benkhelifa, Mohamed-Slim Alouini, Raúl Tempone:
A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique. ICC 2015: 4259-4264 - [c7]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
A unified simulation approach for the fast outage capacity evaluation over generalized fading channels. ISIT 2015: 346-350 - 2014
- [c6]Boualem Djehiche, Hamidou Tembine, Raúl Tempone:
A stochastic maximum principle for risk-sensitive mean-field-type control. CDC 2014: 3481-3486 - [c5]Håkon Hoel, Juho Häppölä, Raúl Tempone:
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. MCQMC 2014: 29-86 - 2013
- [c4]Hamidou Tembine, Raúl Tempone, Pedro Vilanova:
Mean-field learning for satisfactory solutions. CDC 2013: 4871-4876 - 2012
- [c3]Hamidou Tembine, Raúl Tempone, Pedro Vilanova:
Mean field games for cognitive radio networks. ACC 2012: 6388-6393 - 2011
- [c2]Hamidou Tembine, Raúl Tempone, Pedro Vilanova:
Mean field interaction in biochemical reaction networks. Allerton 2011: 991-997 - 2004
- [c1]J. Tinsley Oden, James C. Browne, Ivo Babuska, Chandrajit L. Bajaj, Leszek F. Demkowicz, L. Gray, Jon Bass, Yusheng Feng, Serge Prudhomme, Fabio Nobile, Raúl Tempone:
A Dynamic Data Driven Computational Infrastructure for Reliable Computer Simulations. International Conference on Computational Science 2004: 756-763
Informal and Other Publications
- 2024
- [i48]Aku Kammonen, Lisi Liang, Anamika Pandey, Raúl Tempone:
Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features. CoRR abs/2402.00332 (2024) - [i47]Eya Ben Amar, Nadhir Ben Rached, Raúl Tempone, Mohamed-Slim Alouini:
Stochastic differential equations for performance analysis of wireless communication systems. CoRR abs/2402.09462 (2024) - [i46]Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone:
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR abs/2403.02832 (2024) - [i45]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) - [i44]Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum:
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method. CoRR abs/2403.17018 (2024) - [i43]Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Gabriel Wittum:
Estimation of uncertainties in the density driven flow in fractured porous media using MLMC. CoRR abs/2404.18003 (2024) - [i42]Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone, Leon Wilkosz:
Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC. CoRR abs/2409.09821 (2024) - 2023
- [i41]Alexander Litvinenko, Dmitry Logashenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum:
Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method. CoRR abs/2302.07804 (2023) - [i40]Luis Espath, Pouria Behnoudfar, Raúl Tempone:
Physics-informed Spectral Learning: the Discrete Helmholtz-Hodge Decomposition. CoRR abs/2302.11061 (2023) - [i39]Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raúl Tempone:
Double-loop quasi-Monte Carlo estimator for nested integration. CoRR abs/2302.14119 (2023) - [i38]Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert:
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach. CoRR abs/2306.02660 (2023) - [i37]Vinh Hoang, Luis Espath, Sebastian Krumscheid, Raúl Tempone:
Scalable method for Bayesian experimental design without integrating over posterior distribution. CoRR abs/2306.17615 (2023) - [i36]Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone:
Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR abs/2307.05149 (2023) - [i35]Owen Davis, Mohammad Motamed, Raúl Tempone:
Residual Multi-Fidelity Neural Network Computing. CoRR abs/2310.03572 (2023) - [i34]Arved Bartuska, Luis Espath, Raúl Tempone:
Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty. CoRR abs/2310.10783 (2023) - [i33]Yang Liu, Raúl Tempone:
Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings. CoRR abs/2310.14351 (2023) - [i32]Felix Terhag, Philipp Knechtges, Achim Basermann, Raúl Tempone:
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI. CoRR abs/2312.02167 (2023) - 2022
- [i31]Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone:
Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation. CoRR abs/2201.01340 (2022) - [i30]Eike Cramer, Felix Rauh, Alexander Mitsos, Raúl Tempone, Manuel Dahmen:
Nonlinear Isometric Manifold Learning for Injective Normalizing Flows. CoRR abs/2203.03934 (2022) - [i29]Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone:
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. CoRR abs/2203.08196 (2022) - [i28]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) - [i27]Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone:
Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR abs/2207.06926 (2022) - [i26]Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone:
Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR abs/2208.03225 (2022) - [i25]Hamed Saidaoui, Luis Espath, Raúl Tempone:
Deep nurbs - admissible neural networks. CoRR abs/2210.13900 (2022) - 2021
- [i24]Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone:
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. CoRR abs/2101.00886 (2021) - [i23]Jonas Kiessling, Emanuel Ström, Raúl Tempone:
Wind Field Reconstruction with Adaptive Random Fourier Features. CoRR abs/2102.02365 (2021) - [i22]Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone:
Multi-index ensemble Kalman filtering. CoRR abs/2104.07263 (2021) - [i21]Eike Cramer, Alexander Mitsos, Raúl Tempone, Manuel Dahmen:
Principal Component Density Estimation for Scenario Generation Using Normalizing Flows. CoRR abs/2104.10410 (2021) - [i20]Juan Pablo Madrigal-Cianci, Fabio Nobile, Raúl Tempone:
Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings. CoRR abs/2105.02035 (2021) - [i19]Truong-Vinh Hoang, Sebastian Krumscheid, Hermann G. Matthies, Raúl Tempone:
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation. CoRR abs/2106.07908 (2021) - [i18]Luis Espath, Sebastian Krumscheid, Raúl Tempone, Pedro Vilanova:
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods. CoRR abs/2109.10933 (2021) - [i17]Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert:
Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks. CoRR abs/2110.14335 (2021) - [i16]Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone:
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing. CoRR abs/2111.01874 (2021) - [i15]Arved Bartuska, Luis Espath, Raúl Tempone:
Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty. CoRR abs/2112.06794 (2021) - 2020
- [i14]Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone:
Multilevel Ensemble Kalman Filtering with local-level Kalman gains. CoRR abs/2002.00480 (2020) - [i13]Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone:
Generalized Parallel Tempering on Bayesian Inverse Problems. CoRR abs/2003.03341 (2020) - [i12]Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone:
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. CoRR abs/2003.05708 (2020) - [i11]Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone:
A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR abs/2004.03981 (2020) - [i10]Christian Bayer, Eric Joseph Hall, Raúl Tempone:
Weak error rates for option pricing under the rough Bergomi model. CoRR abs/2009.01219 (2020) - [i9]Aku Kammonen, Jonas Kiessling, Petr Plechác, Mattias Sandberg, Anders Szepessy, Raúl Tempone:
Smaller generalization error derived for deep compared to shallow residual neural networks. CoRR abs/2010.01887 (2020) - 2019
- [i8]Alexander Litvinenko, Dmitriy Logashenko, Raúl Tempone, Gabriel Wittum, David E. Keyes:
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability. CoRR abs/1906.01632 (2019) - [i7]Nadhir Ben Rached, Daniel MacKinlay, Zdravko I. Botev, Raúl Tempone, Mohamed-Slim Alouini:
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems. CoRR abs/1908.10616 (2019) - [i6]Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone:
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. CoRR abs/1911.06286 (2019) - 2014
- [i5]Boualem Djehiche, Hamidou Tembine, Raúl Tempone:
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. CoRR abs/1404.1441 (2014) - [i4]Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raúl Tempone:
Mean-Field Games for Marriage. CoRR abs/1404.3389 (2014) - [i3]Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
A Fast Simulation Method for the Sum of Subexponential Distributions. CoRR abs/1406.4689 (2014) - [i2]Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone:
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version). CoRR abs/1411.4281 (2014) - 2012
- [i1]Hamidou Tembine, Raúl Tempone, Pedro Vilanova:
Mean-Field Learning: a Survey. CoRR abs/1210.4657 (2012)
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Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
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Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
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Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
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OpenAlex data
Load additional information about publications from 
.
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last updated on 2024-10-22 21:18 CEST by the dblp team
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