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Total result(s) found: 15
  • Haji-Ali, Abdul-Lateef, and Raúl Tempone. "Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation." Statistics and Computing 28, no. 4 (2018): 923-935.​​​
Keywords:
Multi-index Monte Carlo, Multilevel Monte Carlo, Monte Carlo Particle systems, McKean–Vlasov Mean-field, Stochastic differential equations, Weak approximation, Sparse approximation, Combination technique.
Refereed Journals
  • Hoel, Hakon, Alexey Chernov, Kody Law, Fabio Nobile, and Raul Tempone. "Multilevel ensemble Kalman filtering for spatio-temporal processes." (2018)
Keywords:
Monte Carlo, multilevel, filtering, Kalman filter, ensemble Kalman filter, partial differential equations (PDE)
  • Litvinenko, Alexander, David Keyes, Venera Khoromskaia, Boris N. Khoromskij, and Hermann G. Matthies. "Tucker Tensor analysis of Matern functions in spatial statistics." arXiv preprint arXiv:1711.06874 (2017).
Keywords:
Fourier transform, low-rank tensor approximation, geostatistical optimal design, kriging, Matern covariance, Hilbert tensor, Kalman filter, Bayesian update, loglikelihood surrogate.
  • Francisco, Ezequiel P., L. F. R. Espath, and J. H. Silvestrini. "Direct numerical simulation of bi-disperse particle-laden gravity currents in the channel configuration." Applied Mathematical Modelling 49 (2017): 739-752.
Keywords:
Bi-disperse flows, Particle-laden gravity currents, Direct numerical simulation, Energy budget
Refereed Journals
  • Espath, L. F. R., A. F. Sarmiento, Lisandro Dalcin, and V. M. Calo. "On the thermodynamics of the Swift–Hohenberg theory." Continuum Mechanics and Thermodynamics 29, no. 6 (2017): 1335-1345.
Keywords:
Phase-field, Gradient theory, Thermodynamics of continua, Swift–Hohenberg theory
Refereed Journals
  • ​A. Litvinenko, HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification, https://arxiv.org/abs/1709.08625, 2017
Keywords:
HLIBPro, HLIBCov, parallel hierarchical matrices, approximating large covariance matrice, parameter estimation, Gaussian likelihood
  • ​R. Tempone, S. Wolfers, Smolyak’s algorithm: A powerful black box for the acceleration of scientific computations, submitted arXiv:1703.08872 Apr. 2017​​​​
Keywords:
Smolyak algorithm, sparse grids, hyperbolic cross approximation, combination technique, multilevel methods
  • ​​F. Nobile, R. Tempone, S. Wolfers, Multilevel weighted least squares polynomial approximation​, submitted arXiv:1707.00026 Oct. 2017​​
Keywords:
Multilevel methods, least squares approximation, multivariate approximation, polynomial approximation, error analysis
  • N. Rached, A. Kammoun, M. Alouini, R.Tempone, On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
Keywords:
On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
  • Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone , On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment,IEEE Transactions on Communications  65 Issue: 6  , 2017​

Keywords:
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
Refereed Journals
  • F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone, A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions, Bayesian Analysis, Advance Publication, 12 May 2016. doi: 10.1214/16-BA1007​​​​​​
Keywords:
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Refereed Journals
  • ​A. Litvinenko, M. Genton, Y. Sun, D. Keyes, ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters, arXiv:1611.09293, 2017 
Keywords:
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
  • ​H. G. Matthies, A. Litvinenko, B. V. Rosic, E. Zander, Bayesian Parameter Estimation via Filtering and Functional Approximations, arXiv:1611.09293 ​, 2017
Keywords:
Bayesian Parameter Estimation via Filtering and Functional Approximations
  • C. Bayer, J Happola, R. Tempone, Implied Stopping Rules for American Basket Options from Markovian  Projection,  arXiv:1705.00558v1May 2017 
Keywords:
Implied Stopping Rules for American Basket Options from Markovian Projection
  • ​A. Haji-Ali, R. Tempone, "Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation", has been accepted for publication in Statistics and Computing. 2017
Keywords:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Refereed Journals