Raúl Tempone
Orcid: 0000-0003-1967-4446
According to our database1,
Raúl Tempone
authored at least 111 papers
between 2003 and 2024.
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Bibliography
2024
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method.
CoRR, 2024
Importance sampling for rare event tracking within the ensemble Kalman filtering framework.
CoRR, 2024
Stochastic differential equations for performance analysis of wireless communication systems.
CoRR, 2024
Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features.
CoRR, 2024
2023
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks.
Stat. Comput., June, 2023
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables.
Stat. Comput., April, 2023
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings.
SIAM/ASA J. Uncertain. Quantification, March, 2023
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI.
CoRR, 2023
Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings.
CoRR, 2023
Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty.
CoRR, 2023
CoRR, 2023
Scalable method for Bayesian experimental design without integrating over posterior distribution.
CoRR, 2023
Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach.
CoRR, 2023
CoRR, 2023
Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method.
CoRR, 2023
2022
CoRR, 2022
Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation.
CoRR, 2022
CoRR, 2022
Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.
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
Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data.
Stat. Comput., 2021
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
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.
CoRR, 2021
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
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
Stat. Comput., 2018
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
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
2016
A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks.
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
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs.
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
IEEE Trans. Autom. Control., 2015
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
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
SIAM J. Sci. Comput., 2014
Multiscale Model. Simul., 2014
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
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
Proceedings of the 52nd IEEE Conference on Decision and Control, 2013
2012
Proceedings of the American Control Conference, 2012
2011
Monte Carlo Methods Appl., 2011
Towards automatic global error control: Computable weak error expansion for the tau-leap method.
Monte Carlo Methods Appl., 2011
Proceedings of the 49th Annual Allerton Conference on Communication, 2011
2010
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
2007
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data.
SIAM J. Numer. Anal., 2007
2005
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
Numerische Mathematik, 2003