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A function approximation algorithm using multilevel active subspaces
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2025
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Fabio Nobile
Matteo Raviola
Raúl Tempone
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Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI
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2025
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Felix Terhag
Philipp Knechtges
Achim Basermann
Raúl Tempone
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Multilevel randomized quasi-Monte Carlo estimator for nested integration
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2024
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Arved Bartuska
André Gustavo Carlon
Luis Espath
Sebastian Krumscheid
Raúl Tempone
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Parameter Estimation for Partially Observed McKean-Vlasov Diffusions
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2024
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Ajay Jasra
Mohamed Maama
Raúl Tempone
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Adaptive Random Fourier Features Training Stabilized By Resampling With
Applications in Image Regression
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2024
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Aku Kammonen
Anamika Pandey
Erik von Schwerin
Raúl Tempone
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Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics:
From QMC to MLQMC
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2024
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Raúl Tempone
Leon Wilkosz
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Continuous time Stochastic optimal control under discrete time partial
observations
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2024
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Christian Bayer
Boualem Djehiche
Eliza Rezvanova
Raúl Tempone
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Lagrangian relaxation for continuous‐time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays
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2024
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Chiheb Ben Hammouda
Eliza Rezvanova
Erik von Schwerin
Raúl Tempone
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Estimation of uncertainties in the density driven flow in fractured porous media using MLMC
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2024
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Dmitry Logashenko
Alexander Litvinenko
Raúl Tempone
Gabriel Wittum
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Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
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2024
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
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2024
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André Gustavo Carlon
Luis Espath
Raúl Tempone
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Estimation of uncertainties in the density driven flow in fractured
porous media using MLMC
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2024
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Dmitry Logashenko
Alexander Litvinenko
Raúl Tempone
Gabriel Wittum
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Modeling Metallic Fatigue Data Using the Birnbaum–Saunders Distribution
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2024
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Zaid Sawlan
Marco Scavino
Raúl Tempone
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Importance sampling for rare event tracking within the ensemble Kalman
filtering framework
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2024
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Nadhir Ben Rached
Erik von Schwerin
Gaukhar Shaimerdenova
Raúl Tempone
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Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options
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2024
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Christian Bayer
Chiheb Ben Hammouda
Antonis Papapantoleon
Michael G. Samet
Raúl Tempone
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Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method
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2024
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Dmitry Logashenko
Alexander Litvinenko
Raúl Tempone
Ekaterina Vasilyeva
Gabriel Wittum
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Stochastic differential equations for performance analysis of wireless
communication systems
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2024
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Eya Ben Amar
Nadhir Ben Rached
Raúl Tempone
Mohamed‐Slim Alouini
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Comparing Spectral Bias and Robustness For Two-Layer Neural Networks:
SGD vs Adaptive Random Fourier Features
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2024
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Aku Kammonen
Lisi Liang
Anamika Pandey
Raúl Tempone
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Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method
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2023
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Ekaterina Vasilyeva
Gabriel Wittum
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Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
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2023
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Juan P. Madrigal-Cianci
Fabio Nobile
Raúl Tempone
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Uncertainty Quantification in Coastal Aquifers Using the Multilevel Monte Carlo Method
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2023
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Ekaterina Vasilyeva
Gabriel Wittum
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State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
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2023
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Eya Ben Amar
Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Raúl Tempone
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Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method
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2023
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Ekaterina Vasilyeva
Gabriel Wittum
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Physics-informed Spectral Learning: the Discrete Helmholtz--Hodge Decomposition
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2023
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Luis Espath
Pouria Behnoudfar
Raúl Tempone
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Data-driven uncertainty quantification for constrained stochastic differential equations and application to solar photovoltaic power forecast data
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2023
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Khaoula Ben Chaabane
Ahmed Kebaier
Marco Scavino
Raúl Tempone
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Double-loop quasi-Monte Carlo estimator for nested integration
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2023
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Arved Bartuska
André Gustavo Carlon
Luis Espath
Sebastian Krumscheid
Raúl Tempone
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Modeling metallic fatigue data using the Birnbaum--Saunders distribution
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2023
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Zaid Sawlan
Marco Scavino
Raúl Tempone
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Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach
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2023
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
Sophia Wiechert
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Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates
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2023
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Joakim Beck
Yongchao Liu
Erik von Schwerin
Raúl Tempone
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Scalable method for Bayesian experimental design without integrating over posterior distribution
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2023
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Vinh Truong Hoang
Luis Espath
Sebastian Krumscheid
Raúl Tempone
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Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation
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2023
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Shyam Mohan Subbiah Pillai
Raúl Tempone
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Uncertainty Quantification in the Henry Problem Using the Multilevel Monte Carlo Method
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2023
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Ekaterina Vasilyeva
Gabriel Wittum
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Residual Multi-Fidelity Neural Network Computing
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2023
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Owen K. Davis
Mohammad Motamed
Raúl Tempone
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Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty
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2023
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Arved Bartuska
Luis Espath
Raúl Tempone
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Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings
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2023
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Yang Liu
Raúl Tempone
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MULTILEVEL AND MULTIGRID METHODS FOR SOLVING HENRY PROBLEM WITH UNCERTAIN COEFFICIENTS
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2023
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Ekaterina Vasilyeva
Gabriel Wittum
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Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays
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2023
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Chiheb Ben Hammouda
Eliza Rezvanova
Erik von Schwerin
Raúl Tempone
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+
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Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI
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2023
|
Felix Terhag
Philipp Knechtges
Achim Basermann
Raúl Tempone
|
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PDF
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Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
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2023
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Christian Bayer
Chiheb Ben Hammouda
Antonis Papapantoleon
Michael G. Samet
Raúl Tempone
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WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY
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2022
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Christian Bayer
Eric Joseph Hall
Raúl Tempone
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Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
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2022
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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PDF
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Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates
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2022
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Joakim Beck
Yang Liu
Erik von Schwerin
Raúl Tempone
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Machine learning-based conditional mean filter: A generalization of the ensemble Kalman filter for nonlinear data assimilation
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2022
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Truong‐Vinh Hoang
Sebastian Krumscheid
Hermann G. Matthies
Raúl Tempone
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PDF
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Multi-index ensemble Kalman filtering
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2022
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Håkon Hoel
Gaukhar Shaimerdenova
Raúl Tempone
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+
PDF
Chat
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Smaller generalization error derived for a deep residual neural network compared with shallow networks
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2022
|
Aku Kammonen
Jonas Kiessling
Petr Plecháč
Mattias Sandberg
Anders Szepessy
Raúl Tempone
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PDF
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Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty
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2022
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Arved Bartuska
Luis Espath
Raúl Tempone
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+
PDF
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A Wasserstein coupled particle filter for multilevel estimation
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2022
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Marco Ballesio
Ajay Jasra
Erik von Schwerin
Raúl Tempone
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PDF
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Efficient Importance Sampling for Large Sums of IID Random Variables
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2022
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Gerardo Rubino
Raúl Tempone
|
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Efficient Importance Sampling Algorithm Applied to the Performance
Analysis of Wireless Communication Systems Estimation
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2022
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Eya Ben Amar
Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Raúl Tempone
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PDF
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Principal component density estimation for scenario generation using normalizing flows
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2022
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Eike Cramer
Alexander Mitsos
Raúl Tempone
Manuel Dahmen
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Nonlinear Isometric Manifold Learning for Injective Normalizing Flows
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2022
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Eike Cramer
Felix Rauh
Alexander Mitsos
Raúl Tempone
Manuel Dahmen
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Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models
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2022
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Michael Samet
Christian Bayer
Chiheb Ben Hammouda
Antonis Papapantoleon
Raúl Tempone
|
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Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates
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2022
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Joakim Beck
Yang Liu
Erik von Schwerin
Raúl Tempone
|
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+
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Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation
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2022
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Shyam Mohan
Raúl Tempone
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Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization
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2022
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André Gustavo Carlon
Luis Espath
Raúl Tempone
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+
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Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation
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2022
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Shyam Mohan
Raúl Tempone
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State-dependent Importance Sampling for Estimating Expectations of Functionals of Sums of Independent Random Variables
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2022
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Eya Ben Amar
Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Raúl Tempone
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Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing.
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2021
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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PDF
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Numerical Smoothing with Hierarchical Adaptive Sparse Grids and
Quasi-Monte Carlo Methods for Efficient Option Pricing
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2021
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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Wind field reconstruction with adaptive random Fourier features
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2021
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Jonas Kiessling
Emanuel Ström
Raúl Tempone
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Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
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2021
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
Sophia Wiechert
|
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+
PDF
Chat
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Efficient Importance Sampling via Stochastic Optimal Control for
Stochastic Reaction Networks
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2021
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
Sophia Wiechert
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PDF
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Efficient importance sampling for large sums of independent and identically distributed random variables
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2021
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Gerardo Rubino
Raúl Tempone
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On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods
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2021
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Luis Espath
Sebastian Krumscheid
Raúl Tempone
Pedro Vilanova
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PDF
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Statistical learning for fluid flows: Sparse Fourier divergence-free approximations
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2021
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Luis Espath
Dmitry Kabanov
Jonas Kiessling
Raúl Tempone
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PDF
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Generalized parallel tempering on Bayesian inverse problems
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2021
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Jonas Latz
Juan P. Madrigal-Cianci
Fabio Nobile
Raúl Tempone
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Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data
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2021
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Renzo Caballero
Ahmed Kebaier
Marco Scavino
Raúl Tempone
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Statistical Learning for Fluid Flows: Sparse Fourier divergence-free approximations
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2021
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Luis Espath
Dmitry Kabanov
Jonas Kiessling
Raúl Tempone
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MATHICSE Technical Report : Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
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2021
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Juan Pablo Madrigal Cianci
Fabio Nobile
Raúl Tempone
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A hybrid collocation-perturbation approach for PDEs with random domains
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2021
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Julio E. Castrillón-Candás
Fabio Nobile
Raúl Tempone
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Wind Field Reconstruction with Adaptive Random Fourier Features
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2021
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Jonas Kiessling
Emanuel Ström
Raúl Tempone
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+
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Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables
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2021
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Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Gerardo Rubino
Raúl Tempone
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+
PDF
Chat
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Propagation of Uncertainties in Density-Driven Flow
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2021
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Gabriel Wittum
David E. Keyes
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A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations
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2021
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Abdul-Lateef Haji-Ali
Håkon Hoel
Raúl Tempone
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Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
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2021
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Juan P. Madrigal-Cianci
Fabio Nobile
Raúl Tempone
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+
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Principal Component Density Estimation for Scenario Generation Using Normalizing Flows
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2021
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Eike Cramer
Alexander Mitsos
Raúl Tempone
Manuel Dahmen
|
|
+
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Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables
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2021
|
Nadhir Ben Rached
Abdul-Lateef Haji-Ali
Gerardo Rubino
Raúl Tempone
|
|
+
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Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
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2021
|
Truong‐Vinh Hoang
Sebastian Krumscheid
Hermann G. Matthies
Raúl Tempone
|
|
+
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Multi-index ensemble Kalman filtering
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2021
|
Håkon Hoel
Gaukhar Shaimerdenova
Raúl Tempone
|
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+
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Learning-Based Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks
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2021
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
Sophia Wiechert
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+
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On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods
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2021
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Luis Espath
Sebastian Krumscheid
Raúl Tempone
Pedro Vilanova
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PDF
Chat
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Multilevel ensemble Kalman filtering for spatio-temporal processes
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2020
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Alexey Chernov
Håkon Hoel
Kody J. H. Law
Fabio Nobile
Raúl Tempone
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A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology
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2020
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Chiara Piazzola
Lorenzo Tamellini
Raúl Tempone
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PDF
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Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms
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2020
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Chaouki Ben Issaid
Mohamed‐Slim Alouini
Raúl Tempone
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Smaller generalization error derived for deep compared to shallow residual neural networks
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2020
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Aku Kammonen
Jonas Kiessling
Petr Plecháč
Mattias Sandberg
Anders Szepessy
Raúl Tempone
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+
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Weak error rates for option pricing under the rough Bergomi model
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2020
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Christian Bayer
Eric Joseph Hall
Raúl Tempone
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PDF
Chat
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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
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2020
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
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+
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Importance sampling for a robust and efficient multilevel Monte Carlo estimator
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2020
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
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+
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A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology
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2020
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Chiara Piazzola
Lorenzo Tamellini
Raúl Tempone
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PDF
Chat
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Pricing American options by exercise rate optimization
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2020
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Christian Bayer
Raúl Tempone
Sören Wolfers
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+
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A Derivative Tracking Model for Wind Power Forecast Error
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2020
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Renzo Caballero
Ahmed Kebaier
Marco Scavino
Raúl Tempone
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+
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Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data
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2020
|
Renzo Caballero
Ahmed Kebaier
Marco Scavino
Raúl Tempone
|
|
+
PDF
Chat
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Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model
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2020
|
Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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+
PDF
Chat
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Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
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2020
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Joakim Beck
Ben Mansour Dia
Luis Espath
Raúl Tempone
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PDF
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A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
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2020
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Nadhir Ben Rached
Daniel MacKinlay
Zdravko I. Botev
Raúl Tempone
Mohamed‐Slim Alouini
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+
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Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation
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2020
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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+
PDF
Chat
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Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
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2020
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Gabriel Wittum
David E. Keyes
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PDF
Chat
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Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization
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2020
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André Gustavo Carlon
Ben Mansour Dia
Luis Espath
Rafael Holdorf Lopez
Raúl Tempone
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Multilevel Ensemble Kalman Filtering with local-level Kalman gains.
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2020
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Håkon Hoel
Gaukhar Shaimerdenova
Raúl Tempone
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Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
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2020
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Håkon Hoel
Gaukhar Shaimerdenova
Raúl Tempone
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+
PDF
Chat
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Multilevel weighted least squares polynomial approximation
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2020
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Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
Sören Wolfers
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+
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Multi-Iteration Stochastic Optimizers
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2020
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André Gustavo Carlon
Luis Espath
Rafael Holdorf Lopez
Raúl Tempone
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+
PDF
Chat
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Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
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2020
|
Håkon Hoel
Gaukhar Shaimerdenova
Raúl Tempone
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+
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Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation
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2020
|
Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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+
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Weak error rates for option pricing under linear rough volatility
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2020
|
Christian Bayer
Eric Joseph Hall
Raúl Tempone
|
|
+
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A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology
|
2020
|
Chiara Piazzola
Lorenzo Tamellini
Raúl Tempone
|
|
+
|
Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data
|
2020
|
Renzo Caballero
Ahmed Kebaier
Marco Scavino
Raúl Tempone
|
|
+
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A Wasserstein Coupled Particle Filter for Multilevel Estimation
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2020
|
Marco Ballesio
Ajay Jasra
Erik von Schwerin
Raúl Tempone
|
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+
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Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
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2020
|
Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
|
|
+
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Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
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2020
|
Håkon Hoel
Gaukhar Shaimerdenova
Raúl Tempone
|
|
+
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Smaller generalization error derived for a deep residual neural network compared to shallow networks
|
2020
|
Aku Kammonen
Jonas Kiessling
Petr Plecháč
Mattias Sandberg
Anders Szepessy
Raúl Tempone
|
|
+
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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks.
|
2019
|
Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
|
|
+
PDF
Chat
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Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty
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2019
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Marco Ballesio
Joakim Beck
Anamika Pandey
Laura Parisi
Erik von Schwerin
Raúl Tempone
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A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
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2019
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Nadhir Ben Rached
Daniel MacKinlay
Zdravko I. Botev
Raúl Tempone
Mohamed‐Slim Alouini
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Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
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2019
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Gabriel Wittum
David E. Keyes
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PDF
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IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
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2019
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Joakim Beck
Lorenzo Tamellini
Raúl Tempone
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+
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An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers
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2019
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Nadhir Ben Rached
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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PDF
Chat
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Multilevel Monte Carlo in approximate Bayesian computation
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2019
|
Ajay Jasra
Seongil Jo
David J. Nott
Christine A. Shoemaker
Raúl Tempone
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+
PDF
Chat
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Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method
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2019
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Alexander Litvinenko
Abdulkadir C. Yücel
Hakan Bağcı
Jesper Oppelstrup
Eric Michielssen
Raúl Tempone
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Eficient Monte Carlo Simulation of the Left Tail of Positive Gaussian Quadratic Forms
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2019
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Chaouki Ben Issaid
Mohamed‐Slim Alouini
Raúl Tempone
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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
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2019
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Chiheb Ben Hammouda
Nadhir Ben Rached
Raúl Tempone
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+
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Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
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2019
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Gabriel Wittum
David E. Keyes
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Propagation of Uncertainties in Density-Driven Flow
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2019
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Alexander Litvinenko
Dmitry Logashenko
Raúl Tempone
Gabriel Wittum
David E. Keyes
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+
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An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers
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2019
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Nadhir Ben Rached
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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+
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A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
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2019
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Nadhir Ben Rached
Daniel MacKinlay
Zdravko I. Botev
Raúl Tempone
Mohamed‐Slim Alouini
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+
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Hierarchical adaptive sparse grids for option pricing under the rough Bergomi model
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2018
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
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PDF
Chat
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Accurate Outage Probability Evaluation of Equal Gain Combining Receivers
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2018
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Nadhir Ben Rached
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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+
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Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design
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2018
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Joakim Beck
Ben Mansour Dia
Luis Espath
Raúl Tempone
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PDF
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Spatial Poisson processes for fatigue crack initiation
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2018
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Ivo Babuška
Zaid Sawlan
Marco Scavino
Barna Szabó
Raúl Tempone
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+
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Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty
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2018
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Marco Ballesio
Joakim Beck
Anamika Pandey
Laura Parisi
Erik von Schwerin
Raúl Tempone
|
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+
PDF
Chat
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Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under
Uncertainty
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2018
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Marco Ballesio
Joakim Beck
Anamika Pandey
Laura Parisi
Erik von Schwerin
Raúl Tempone
|
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+
PDF
Chat
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On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances
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2018
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Nadhir Ben Rached
Zdravko I. Botev
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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+
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Pricing American Options by Exercise Rate Optimization
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2018
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Christian Bayer
Raúl Tempone
Sören Wolfers
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+
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Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method
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2018
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Alexander Litvinenko
Abdulkadir C. Yücel
Hakan Bağcı
Jesper Oppelstrup
Eric Michielssen
Raúl Tempone
|
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+
PDF
Chat
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Implied stopping rules for American basket options from Markovian projection
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2018
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Christian Bayer
Juho Häppölä
Raúl Tempone
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+
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Nesterov-aided Stochastic Gradient Methods using Laplace Approximation for Bayesian Design Optimization.
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2018
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André Gustavo Carlon
Ben Mansour Dia
Luis Fr Espath
Rafael Holdorf Lopez
Raúl Tempone
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PDF
Chat
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Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls
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2018
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Marco Iglesias
Zaid Sawlan
Marco Scavino
Raúl Tempone
Christopher J. Wood
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PDF
Chat
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Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model
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2018
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Nadhir Ben Rached
Zdravko I. Botev
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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+
PDF
Chat
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On the efficient simulation of the left-tail of the sum of correlated log-normal variates
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2018
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Mohamed‐Slim Alouini
Nadhir Ben Rached
Abla Kammoun
Raúl Tempone
|
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+
PDF
Chat
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Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
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2018
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Joakim Beck
Ben Mansour Dia
Luis Espath
Quan Long
Raúl Tempone
|
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+
PDF
Chat
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Smolyak’s Algorithm: A Powerful Black Box for the Acceleration of Scientific Computations
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2018
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Raúl Tempone
Sören Wolfers
|
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+
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Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
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2018
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Christian Bayer
Chiheb Ben Hammouda
Raúl Tempone
|
|
+
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Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design
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2018
|
Joakim Beck
Ben Mansour Dia
Luis Espath
Raúl Tempone
|
|
+
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Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty
|
2018
|
Marco Ballesio
Joakim Beck
Anamika Pandey
Laura Parisi
Erik von Schwerin
Raúl Tempone
|
|
+
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Pricing American Options by Exercise Rate Optimization
|
2018
|
Christian Bayer
Raúl Tempone
Sören Wolfers
|
|
+
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Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method
|
2018
|
Alexander Litvinenko
Abdulkadir C. Yücel
Hakan Bağcı
Jesper Oppelstrup
Eric Michielssen
Raúl Tempone
|
|
+
|
Nesterov-aided Stochastic Gradient Methods using Laplace Approximation for Bayesian Design Optimization
|
2018
|
André Gustavo Carlon
Ben Mansour Dia
Luis FR Espath
Rafael Holdorf Lopez
Raúl Tempone
|
|
+
PDF
Chat
|
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
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2017
|
Fabio Nobile
Raúl Tempone
Sören Wolfers
|
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+
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On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances
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2017
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Nadhir Ben Rached
Zdravko I. Botev
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
|
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+
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Multilevel ensemble Kalman filtering for spatio-temporal processes
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2017
|
Alexey Chernov
Håkon Hoel
Kody J. H. Law
Fabio Nobile
Raúl Tempone
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+
PDF
Chat
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Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements
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2017
|
Marco Iglesias
Zaid Sawlan
Marco Scavino
Raúl Tempone
Christopher J. Wood
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+
PDF
Chat
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Smoothing the payoff for efficient computation of Basket option prices
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2017
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Christian Bayer
Markus Siebenmorgen
Raúl Tempone
|
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+
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Multilevel weighted least squares polynomial approximation
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2017
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Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
Soeren Wolfers
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+
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Multilevel weighted least squares polynomial approximation
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2017
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Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
Sören Wolfers
|
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+
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On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
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2017
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Mohamed‐Slim Alouini
Nadhir Ben Rached
Abla Kammoun
Raúl Tempone
|
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+
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Implied Stopping Rules for American Basket Options from Markovian Projection
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2017
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Christian Bayer
Juho Häppölä
Raúl Tempone
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+
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Hybrid collocation perturbation for PDEs with random domains
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2017
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Julio E. Castrillón-Candás
Fabio Nobile
Raúl Tempone
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+
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Multilevel Monte Carlo in Approximate Bayesian Computation
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2017
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Ajay Jasra
Seongil Jo
David J. Nott
Christine A. Shoemaker
Raúl Tempone
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+
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Implied Stopping Rules for American Basket Options from Markovian Projection
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2017
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Christian Bayer
Juho Häppölä
Raúl Tempone
|
|
+
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On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
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2017
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Mohamed‐Slim Alouini
Nadhir Ben Rached
Abla Kammoun
Raúl Tempone
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+
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Hybrid collocation perturbation for PDEs with random domains
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2017
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Julio E. Castrillón-Candás
Fabio Nobile
Raúl Tempone
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+
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Multilevel ensemble Kalman filtering for spatio-temporal processes
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2017
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Alexey Chernov
Håkon Hoel
Kody J. H. Law
Fabio Nobile
Raúl Tempone
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+
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Multilevel Monte Carlo in Approximate Bayesian Computation
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2017
|
Ajay Jasra
Seongil Jo
David J. Nott
Christine A. Shoemaker
Raúl Tempone
|
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+
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On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances
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2017
|
Nadhir Ben Rached
Zdravko I. Botev
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
|
|
+
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Multilevel weighted least squares polynomial approximation
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2017
|
Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
Sören Wolfers
|
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+
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Smolyak's algorithm: A powerful black box for the acceleration of scientific computations
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2017
|
Raúl Tempone
Soeren Wolfers
|
|
+
PDF
Chat
|
Error analysis in Fourier methods for option pricing
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2016
|
Fabián Crocce
Juho Häppölä
Jonas Kiessling
Raúl Tempone
|
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+
PDF
Chat
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On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels
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2016
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Chaouki Ben Issaid
Nadhir Ben Rached
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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+
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Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
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2016
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Abdul-Lateef Haji-Ali
Raúl Tempone
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+
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Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
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2016
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Fabio Nobile
Raúl Tempone
Soeren Wolfers
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+
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Multilevel sequential Monte Carlo samplers
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2016
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Alexandros Beskos
Ajay Jasra
Kody J. H. Law
Raúl Tempone
Yan Zhou
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PDF
Chat
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Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity
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2016
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Abdul-Lateef Haji-Ali
Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
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+
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Smoothing the payoff for efficient computation of basket option prices
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2016
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Christian Bayer
Markus Siebenmorgen
Raúl Tempone
|
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+
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Smoothing the payoff for efficient computation of Basket option prices
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2016
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Christian Bayer
Markus Siebenmorgen
Raúl Tempone
|
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+
PDF
Chat
|
Multilevel hybrid split-step implicit tau-leap
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2016
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Chiheb Ben Hammouda
Alvaro Moraes
Raúl Tempone
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+
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A Hierarchical Bayesian Setting for an Inverse Problem in Linear Parabolic PDEs with Noisy Boundary Conditions
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2016
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Fabrizio Ruggeri
Zaid Sawlan
Marco Scavino
Raúl Tempone
|
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PDF
Chat
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Multi-Index Stochastic Collocation for random PDEs
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2016
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Abdul-Lateef Haji-Ali
Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
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+
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Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
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2016
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Julio E. Castrillón-Candás
Fabio Nobile
Raúl Tempone
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+
PDF
Chat
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Bayesian inference and model comparison for metallic fatigue data
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2016
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Ivo Babuška
Zaid Sawlan
Marco Scavino
Barna Szabó
Raúl Tempone
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+
PDF
Chat
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An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks
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2016
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Christian Bayer
Alvaro Moraes
Raúl Tempone
Pedro Vilanova
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Multi-Index Monte Carlo and stochastic collocation methods for random PDEs
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2016
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Fabio Nobile
Abdul Lateef Haji Ali
Lorenzo Tamellini
Raúl Tempone
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An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
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2016
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Fabio Nobile
Lorenzo Tamellini
Francesco Tesei
Raúl Tempone
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+
PDF
Chat
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Multilevel ensemble Kalman filtering
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2016
|
Håkon Hoel
Kody J. H. Law
Raúl Tempone
|
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+
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Deterministic Mean-Field Ensemble Kalman Filtering
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2016
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Kody J. H. Law
Hamidou Tembiné
Raúl Tempone
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+
PDF
Chat
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Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data
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2016
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Eric Joseph Hall
Håkon Hoel
Mattias Sandberg
Anders Szepessy
Raúl Tempone
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PDF
Chat
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A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
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2016
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Gabriela Malenova
Mohammad Motamed
Olof Runborg
Raúl Tempone
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Multilevel ensemble Kalman filtering for spatially extended models
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2016
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Alexey Chernov
Haakon Hoel
Kody J. H. Law
Fabio Nobile
Raúl Tempone
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+
PDF
Chat
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A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks
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2016
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Alvaro Moraes
Raúl Tempone
Pedro Vilanova
|
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PDF
Chat
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Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo
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2016
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Håkon Hoel
Juho Häppölä
Raúl Tempone
|
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+
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Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
|
2016
|
Fabio Nobile
Raúl Tempone
Soeren Wolfers
|
|
+
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Smoothing the payoff for efficient computation of Basket option prices
|
2016
|
Christian Bayer
Markus Siebenmorgen
Raúl Tempone
|
|
+
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Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
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2016
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Abdul-Lateef Haji-Ali
Raúl Tempone
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+
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Multilevel Drift-Implicit Tau-Leap
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2015
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Chiheb Ben Hammouda
Alvaro Moraes
Raúl Tempone
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+
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Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
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2015
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Abdul-Lateef Haji-Ali
Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
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+
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Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs
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2015
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Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
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Analysis and computation of the elastic wave equation with random coefficients
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2015
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Mohammad Motamed
Fabio Nobile
Raúl Tempone
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+
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Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
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2015
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Giovanni Migliorati
Fabio Nobile
Raúl Tempone
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+
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A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
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2015
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Gabriela Malenova
Mohammad Motamed
Olof Runborg
Raúl Tempone
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PDF
Chat
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Multi-index Monte Carlo: when sparsity meets sampling
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2015
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Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
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+
PDF
Chat
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Optimization of mesh hierarchies in multilevel Monte Carlo samplers
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2015
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Abdul-Lateef Haji-Ali
Fabio Nobile
Erik von Schwerin
Raúl Tempone
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+
PDF
Chat
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A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique
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2015
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Nadhir Ben Rached
Fatma Benkhelifa
Mohamed‐Slim Alouini
Raúl Tempone
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An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks
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2015
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Christian Bayer
Alvaro Moraes
Raúl Tempone
Pedro Vilanova
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PDF
Chat
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Multilevel hybrid Chernoff tau-leap
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2015
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Alvaro Moraes
Raúl Tempone
Pedro Vilanova
|
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+
PDF
Chat
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Fast Bayesian optimal experimental design for seismic source inversion
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2015
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Quan Long
Mohammad Motamed
Raúl Tempone
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+
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MATHICSE Technical Report : Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
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2015
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Giovanni Migliorati
Fabio Nobile
Raúl Tempone
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MATHICSE Technical Report : An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
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2015
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Fabio Nobile
Lorenzo Tamellini
Francesco Tesei
Raúl Tempone
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Error analysis in Fourier methods for option pricing
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2015
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Fabián Crocce
Juho Häppölä
Jonas Kiessling
Raúl Tempone
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+
PDF
Chat
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A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
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2015
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Boualem Djehiche
Hamidou Tembiné
Raúl Tempone
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+
PDF
Chat
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An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems
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2015
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Jesper Karlsson
Stig Larsson
Mattias Sandberg
Anders Szepessy
Raúl Tempone
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Fast Bayesian Optimal Experimental Design for Seismic Source Inversion
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2015
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Quan Long
Mohammad Motamed
Raúl Tempone
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+
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Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
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2015
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Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
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An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks
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2015
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Christian Bayer
Álvaro Moraes
Raúl Tempone
Pedro Vilanova
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+
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Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
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2015
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Abdul-Lateef Haji-Ali
Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
|
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+
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A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
|
2015
|
Gabriela Malenova
Mohammad Motamed
Olof Runborg
Raúl Tempone
|
|
+
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Error analysis in Fourier methods for option pricing
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2015
|
Fabián Crocce
Juho Häppölä
Jonas Kiessling
Raúl Tempone
|
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+
PDF
Chat
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A stochastic maximum principle for risk-sensitive mean-field-type control
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2014
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Boualem Djehiche
Hamidou Tembiné
Raúl Tempone
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Construction of a Mean Square Error Adaptive Euler--Maruyama Method with Applications in Multilevel Monte Carlo
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2014
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Håkon Hoel
Juho Häppölä
Raúl Tempone
|
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An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates
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2014
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Nadhir Ben Rached
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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+
PDF
Chat
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A continuation multilevel Monte Carlo algorithm
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2014
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Nathan Collier
Abdul-Lateef Haji-Ali
Fabio Nobile
Erik von Schwerin
Raúl Tempone
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+
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Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering
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2014
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Kody J. H. Law
Hamidou Tembiné
Raúl Tempone
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Deterministic Methods for Filtering, part I: Mean-field Ensemble Kalman Filtering
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2014
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Kody J. H. Law
Hamidou Tembiné
Raúl Tempone
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+
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A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
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2014
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Alvaro Moraes
Raúl Tempone
Pedro Vilanova
|
|
+
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Multi Index Monte Carlo: When Sparsity Meets Sampling
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2014
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Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
|
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+
PDF
Chat
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Mean-Field Games for Marriage
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2014
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Dario Bauso
Ben Mansour Dia
Boualem Djehiche
Hamidou Tembiné
Raúl Tempone
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+
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Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models
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2014
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Jonas Kiessling
Raúl Tempone
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+
PDF
Chat
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A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites
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2014
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Ivo Babuška
Mohammad Motamed
Raúl Tempone
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+
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MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers
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2014
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Abdul Lateef Haji Ali
Fabio Nobile
Erik Gustaf Bogislaw Von Schwerin
Raúl Tempone
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+
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Multilevel Hybrid Chernoff Tau-leap
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2014
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Alvaro Moraes
Raúl Tempone
Pedro Vilanova
|
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+
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Multi Level Monte Carlo methods with Control Variate for elliptic SPDEs
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2014
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Fabio Nobile
Erik von Schwerin
Raúl Tempone
Francesco Tesei
|
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+
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A Bayesian setting for an inverse problem in heat transfer
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2014
|
Fabrizio Ruggeri
Zaid Sawlan
Marco Scavino
Raúl Tempone
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Non-asymptotic Optimal Stopping Criteria for Monte Carlo
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2014
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Christian Bayer
Håkon Hoel
Erik von Schwerin
Raúl Tempone
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A Fast Simulation Method for the Sum of Subexponential Distributions
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2014
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Nadhir Ben Rached
Fatma Benkhelifa
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version)
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2014
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Nadhir Ben Rached
Abla Kammoun
Mohamed‐Slim Alouini
Raúl Tempone
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Hybrid Chernoff Tau-Leap
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2014
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Alvaro Moraes
Raúl Tempone
Pedro Vilanova
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On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
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2014
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Mario Annunziato
Alfio Borzı̀
Fabio Nobile
Raúl Tempone
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On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations
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2014
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Christian Bayer
Håkon Hoel
Erik von Schwerin
Raúl Tempone
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Multi-Index Monte Carlo: When Sparsity Meets Sampling
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2014
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Abdul-Lateef Haji-Ali
Fabio Nobile
Raúl Tempone
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A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
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2014
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Álvaro Moraes
Raúl Tempone
Pedro Vilanova
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Multilevel Hybrid Chernoff Tau-leap
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2014
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Álvaro Moraes
Raúl Tempone
Pedro Vilanova
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A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
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2014
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Boualem Djehiche
Hamidou Tembiné
Raúl Tempone
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Construction of a Mean Square Error Adaptive Euler--Maruyama Method with Applications in Multilevel Monte Carlo
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2014
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Håkon Hoel
Juho Häppölä
Raúl Tempone
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Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
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2013
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Håkon Hoel
Erik von Schwerin
Anders Szepessy
Raúl Tempone
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A Quasi-optimal Sparse Grids Procedure for Groundwater Flows
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2013
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Joakim Beck
Fabio Nobile
Lorenzo Tamellini
Raúl Tempone
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Monte Carlo Euler approximations of HJM term structure financial models
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2012
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Thomas Björk
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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Mean-Field Learning: a Survey
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2012
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Hamidou Tembiné
Raúl Tempone
Pedro Vilanova
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Mean field games for cognitive radio networks
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2012
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Hamidou Tembiné
Raúl Tempone
Pedro Vilanova
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ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
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2012
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Joakim Beck
Raúl Tempone
Fabio Nobile
Lorenzo Tamellini
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Monte Carlo Euler approximations of HJM term structure financial models
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2012
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Thomas Björk
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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Mean-Field Learning: a Survey
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2012
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Hamidou Tembiné
Raúl Tempone
Pedro Vilanova
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MATHICSE Technical Report : Analysis of the discrete $L^2$ projection on polynomial spaces with random evaluations
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2011
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Giovanni Migliorati
Fabio Nobile
Erik Gustaf Bogislaw Von Schwerin
Raúl Tempone
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Adaptive Multilevel Monte Carlo Simulation
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2011
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Håkon Hoel
Erik von Schwerin
Anders Szepessy
Raúl Tempone
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How accurate is molecular dynamics?
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2011
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Christian Bayer
Håkon Hoel
Ashraful Kadir
Petr Plecháč
Mattias Sandberg
Anders Szepessy
Raúl Tempone
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Diffusion approximation of Lévy processes with a view towards finance
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2011
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Jonas Kiessling
Raúl Tempone
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Towards automatic global error control: Computable weak error expansion for the tau-leap method
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2011
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Jesper Karlsson
Raúl Tempone
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Adaptive weak approximation of reflected and stopped diffusions
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2010
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Christian Bayer
Anders Szepessy
Raúl Tempone
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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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2010
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Ivo Babuška
Fabio Nobile
Raúl Tempone
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Adaptive Weak Approximation of Diffusions with Jumps
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2008
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Ernesto Mordecki
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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2008
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Fabio Nobile
Raúl Tempone
Clayton Webster
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The analysis of a sparse grid stochastic collocation method for partial differential equations with high-dimensional random input data.
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2007
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Clayton Webster
Raúl Tempone
Fabio Nobile
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Adaptive Weak Approximation of Diffusions with Jumps
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2006
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Ernesto Mordecki
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
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2005
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Kyoung-Sook Moon
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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Adaptive Monte Carlo Algorithms for Stopped Diffusion
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2005
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Anna Dzougoutov
Kyoung-Sook Moon
Erik von Schwerin
Anders Szepessy
Raúl Tempone
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An adaptive algorithm for ordinary, stochastic and partial differential equations
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2005
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Kyoung-Sook Moon
Erik von Schwerin
Anders Szepessy
Raúl Tempone
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Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
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2004
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Ivo Babuška
Raúl Tempone
Georgios E. Zouraris
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A variational principle for adaptive approximation of ordinary differential equations
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2003
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Kyoung-Sook Moon
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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Convergence rates for adaptive approximation of ordinary differential equations
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2003
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Kyoung-Sook Moon
Anders Szepessy
Raúl Tempone
Georgios E. Zouraris
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