The following pages link to Raúl Tempone (Q264115):
Displaying 50 items.
- Multi-index Monte Carlo: when sparsity meets sampling (Q264116) (← links)
- Multilevel hybrid Chernoff tau-leap (Q285281) (← links)
- (Q315714) (redirect page) (← links)
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs (Q315715) (← links)
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients (Q316548) (← links)
- Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations (Q404295) (← links)
- Computable error estimates of a finite difference scheme for option pricing in exponential Lévy models (Q486710) (← links)
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity (Q506615) (← links)
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- Multilevel hybrid split-step implicit tau-leap (Q509646) (← links)
- Multilevel sequential Monte Carlo samplers (Q529423) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points (Q893175) (← links)
- (Q929019) (redirect page) (← links)
- Validation challenge workshop (Q929020) (← links)
- A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria (Q929041) (← links)
- Static frame challenge problem: Summary (Q929048) (← links)
- Convergence rates for adaptive approximation of ordinary differential equations (Q1434048) (← links)
- A variational principle for adaptive approximation of ordinary differential equations (Q1434050) (← links)
- On the efficient simulation of the left-tail of the sum of correlated log-normal variates (Q1637513) (← links)
- A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites (Q1667239) (← links)
- A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions (Q1699664) (← links)
- On the generalization of the hazard rate twisting-based simulation approach (Q1702282) (← links)
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
- Smolyak's algorithm: a powerful black box for the acceleration of scientific computations (Q1716026) (← links)
- Fast Bayesian optimal experimental design for seismic source inversion (Q1734492) (← links)
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442) (← links)
- Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty (Q1777102) (← links)
- A Laplace method for under-determined Bayesian optimal experimental designs (Q1798603) (← links)
- A stochastic collocation method for the second-order wave equation with a discontinuous random speed (Q1939649) (← links)
- Spatial Poisson processes for fatigue crack initiation (Q1986802) (← links)
- Multilevel ensemble Kalman filtering for spatio-temporal processes (Q1996221) (← links)
- Analysis and computation of the elastic wave equation with random coefficients (Q2006526) (← links)
- Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations (Q2006661) (← links)
- A hybrid collocation-perturbation approach for PDEs with random domains (Q2044098) (← links)
- Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882) (← links)
- Generalized parallel tempering on Bayesian inverse problems (Q2058888) (← links)
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- Multi-index ensemble Kalman filtering (Q2083644) (← links)
- Propagation of uncertainties in density-driven flow (Q2091293) (← links)
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains (Q2173588) (← links)
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability (Q2176414) (← links)
- Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks (Q2209728) (← links)
- A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology (Q2240230) (← links)
- Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty (Q2300508) (← links)
- Multi-index stochastic collocation for random PDEs (Q2309190) (← links)
- Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization (Q2309392) (← links)
- Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain (Q2310927) (← links)
- A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
- Monte Carlo Euler approximations of HJM term structure financial models (Q2376868) (← links)
