Raúl Tempone

According to our database1, Raúl Tempone authored at least 89 papers between 2003 and 2022.

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Bibliography

2022
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
CoRR, 2022

Nonlinear Isometric Manifold Learning for Injective Normalizing Flows.
CoRR, 2022

Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation.
CoRR, 2022

2021
Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms.
IEEE Wirel. Commun. Lett., 2021

Efficient importance sampling for large sums of independent and identically distributed random variables.
Stat. Comput., 2021

Generalized parallel tempering on Bayesian inverse problems.
Stat. Comput., 2021

Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data.
Stat. Comput., 2021

Multilevel ensemble Kalman filtering for spatio-temporal processes.
Numerische Mathematik, 2021

Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty.
CoRR, 2021

Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing.
CoRR, 2021

Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks.
CoRR, 2021

On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods.
CoRR, 2021

Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation.
CoRR, 2021

Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings.
CoRR, 2021

Principal Component Density Estimation for Scenario Generation Using Normalizing Flows.
CoRR, 2021

Multi-index ensemble Kalman filtering.
CoRR, 2021

Wind Field Reconstruction with Adaptive Random Fourier Features.
CoRR, 2021

A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.
CoRR, 2021

A hybrid collocation-perturbation approach for PDEs with random domains.
Adv. Comput. Math., 2021

2020
A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems.
IEEE Trans. Wirel. Commun., 2020

Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks.
Stat. Comput., 2020

An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining.
IEEE Open J. Commun. Soc., 2020

Smaller generalization error derived for deep compared to shallow residual neural networks.
CoRR, 2020

Weak error rates for option pricing under the rough Bergomi model.
CoRR, 2020

A Wasserstein Coupled Particle Filter for Multilevel Estimation.
CoRR, 2020

Multilevel Ensemble Kalman Filtering with local-level Kalman gains.
CoRR, 2020

2019
Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability.
CoRR, 2019

2018
On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances.
IEEE Trans. Wirel. Commun., 2018

On the Fast and Precise Evaluation of the Outage Probability of Diversity Receivers Over $\alpha -\mu $ , $\kappa -\mu $ , and $\eta -\mu $ Fading Channels.
IEEE Trans. Wirel. Commun., 2018

On the generalization of the hazard rate twisting-based simulation approach.
Stat. Comput., 2018

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation.
Stat. Comput., 2018

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ.
Numerische Mathematik, 2018

On the efficient simulation of the left-tail of the sum of correlated log-normal variates.
Monte Carlo Methods Appl., 2018

Efficient outage probability evaluation of diversity receivers over α-μ fading channels.
Proceedings of the 2018 IEEE Wireless Communications and Networking Conference, 2018

Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model.
Proceedings of the 2018 IEEE International Conference on Acoustics, 2018

Accurate Outage Probability Evaluation of Equal Gain Combining Receivers.
Proceedings of the IEEE Global Communications Conference, 2018

2017
A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference.
IEEE Trans. Wirel. Commun., 2017

On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment.
IEEE Trans. Commun., 2017

On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels.
IEEE Trans. Commun., 2017

Multilevel hybrid split-step implicit tau-leap.
Numer. Algorithms, 2017

2016
A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks.
SIAM J. Sci. Comput., 2016

Deterministic Mean-Field Ensemble Kalman Filtering.
SIAM J. Sci. Comput., 2016

Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data.
SIAM J. Sci. Comput., 2016

Multilevel ensemble Kalman filtering.
SIAM J. Numer. Anal., 2016

Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs.
Numerische Mathematik, 2016

Multi-index Monte Carlo: when sparsity meets sampling.
Numerische Mathematik, 2016

A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty.
SIAM/ASA J. Uncertain. Quantification, 2016

Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity Over Generalized Fading Channels.
IEEE J. Sel. Top. Signal Process., 2016

Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity.
Found. Comput. Math., 2016

Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations.
Comput. Math. Appl., 2016

An exact power series formula of the outage probability with noise and interference over generalized fading channels.
Proceedings of the 27th IEEE Annual International Symposium on Personal, 2016

Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model.
Proceedings of the 2016 IEEE Global Communications Conference, 2016

On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels.
Proceedings of the 2016 IEEE Global Conference on Signal and Information Processing, 2016

2015
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.
IEEE Trans. Autom. Control., 2015

An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems.
SIAM J. Sci. Comput., 2015

Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points.
J. Multivar. Anal., 2015

An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates.
IEEE Commun. Lett., 2015

Analysis and computation of the elastic wave equation with random coefficients.
Comput. Math. Appl., 2015

A unified simulation approach for the fast outage capacity evaluation over generalized fading channels.
Proceedings of the IEEE International Symposium on Information Theory, 2015

A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique.
Proceedings of the 2015 IEEE International Conference on Communications, 2015

An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference.
Proceedings of the 2015 IEEE Global Communications Conference, 2015

2014
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations.
SIAM J. Sci. Comput., 2014

Hybrid Chernoff Tau-Leap.
Multiscale Model. Simul., 2014

Multiscale Modeling of Wear Degradation in Cylinder Liners.
Multiscale Model. Simul., 2014

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm.
Monte Carlo Methods Appl., 2014

Analysis of Discrete L<sup>2</sup> Projection on Polynomial Spaces with Random Evaluations.
Found. Comput. Math., 2014

An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version).
CoRR, 2014

A Fast Simulation Method for the Sum of Subexponential Distributions.
CoRR, 2014

Mean-Field Games for Marriage.
CoRR, 2014

Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients.
Comput. Math. Appl., 2014

Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014

2013
Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L<sup>2</sup> Projection on Polynomial Spaces.
SIAM J. Sci. Comput., 2013

A stochastic collocation method for the second order wave equation with a discontinuous random speed.
Numerische Mathematik, 2013

Mean-field learning for satisfactory solutions.
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012
Mean-Field Learning: a Survey
CoRR, 2012

Mean field games for cognitive radio networks.
Proceedings of the American Control Conference, 2012

2011
Diffusion approximation of Lévy processes with a view towards finance.
Monte Carlo Methods Appl., 2011

Towards automatic global error control: Computable weak error expansion for the tau-leap method.
Monte Carlo Methods Appl., 2011

Mean field interaction in biochemical reaction networks.
Proceedings of the 49th Annual Allerton Conference on Communication, 2011

2010
Adaptive weak approximation of reflected and stopped diffusions.
Monte Carlo Methods Appl., 2010

2008
An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data.
SIAM J. Numer. Anal., 2008

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data.
SIAM J. Numer. Anal., 2008

Adaptive Weak Approximation of Diffusions with Jumps.
SIAM J. Numer. Anal., 2008

2007
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data.
SIAM J. Numer. Anal., 2007

2005
Worst case scenario analysis for elliptic problems with uncertainty.
Numerische Mathematik, 2005

2004
Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations.
SIAM J. Numer. Anal., 2004

A Dynamic Data Driven Computational Infrastructure for Reliable Computer Simulations.
Proceedings of the Computational Science, 2004

2003
A variational principle for adaptive approximation of ordinary differential equations.
Numerische Mathematik, 2003

Convergence rates for adaptive approximation of ordinary differential equations.
Numerische Mathematik, 2003


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