% csauthors.net - beta - BibTeX bibliography of Raúl Tempone
@article{journals/nm/MoonSTZ03,
title = {Convergence rates for adaptive approximation of ordinary differential equations.},
year = {2003},
journal = {Numerische Mathematik},
author = {{Kyoung-Sook Moon} and {Anders Szepessy} and {Raúl Tempone} and {Georgios E. Zouraris}}
}
@article{journals/nm/MoonSTZ03a,
title = {A variational principle for adaptive approximation of ordinary differential equations.},
year = {2003},
journal = {Numerische Mathematik},
author = {{Kyoung-Sook Moon} and {Anders Szepessy} and {Raúl Tempone} and {Georgios E. Zouraris}}
}
@inproceedings{conf/iccS/OdenBBBDGBFPNT04,
title = {A Dynamic Data Driven Computational Infrastructure for Reliable Computer Simulations.},
year = {2004},
booktitle = {International Conference on Computational Science},
author = {{J. Tinsley Oden} and {James C. Browne} and {Ivo Babuska} and {Chandrajit L. Bajaj} and {Leszek F. Demkowicz} and {L. Gray} and {Jon Bass} and {Yusheng Feng} and {Serge Prudhomme} and {Fabio Nobile} and {Raúl Tempone}},
publisher = {Springer},
booktitle = {Computational Science - ICCS 2004, 4th International Conference, Kraków, Poland, June 6-9, 2004, Proceedings, Part III}
}
@article{journals/siamnum/BabuskaTZ04,
title = {Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations.},
year = {2004},
journal = {SIAM J. Numer. Anal.},
author = {{Ivo Babuska} and {Raúl Tempone} and {Georgios E. Zouraris}}
}
@article{journals/nm/BabuskaNT05,
title = {Worst case scenario analysis for elliptic problems with uncertainty.},
year = {2005},
journal = {Numerische Mathematik},
author = {{Ivo Babuska} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/siamnum/BabuskaNT07,
title = {A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data.},
year = {2007},
journal = {SIAM J. Numer. Anal.},
author = {{Ivo Babuska} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/siamnum/MordeckiSTZ08,
title = {Adaptive Weak Approximation of Diffusions with Jumps.},
year = {2008},
journal = {SIAM J. Numer. Anal.},
author = {{Ernesto Mordecki} and {Anders Szepessy} and {Raúl Tempone} and {Georgios E. Zouraris}}
}
@article{journals/siamnum/NobileTW08,
title = {A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data.},
year = {2008},
journal = {SIAM J. Numer. Anal.},
author = {{Fabio Nobile} and {Raúl Tempone} and {Clayton G. Webster}}
}
@article{journals/siamnum/NobileTW08a,
title = {An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data.},
year = {2008},
journal = {SIAM J. Numer. Anal.},
author = {{Fabio Nobile} and {Raúl Tempone} and {Clayton G. Webster}}
}
@article{journals/mcma/BayerST10,
title = {Adaptive weak approximation of reflected and stopped diffusions.},
year = {2010},
journal = {Monte Carlo Methods Appl.},
author = {{Christian Bayer 001} and {Anders Szepessy} and {Raúl Tempone}}
}
@inproceedings{conf/allerton/TembineTV11,
title = {Mean field interaction in biochemical reaction networks.},
year = {2011},
booktitle = {Allerton},
author = {{Hamidou Tembine} and {Raúl Tempone} and {Pedro Vilanova}},
publisher = {IEEE},
booktitle = {49th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2011, Allerton Park & Retreat Center, Monticello, IL, USA, 28-30 September, 2011}
}
@article{journals/mcma/KarlssonT11,
title = {Towards automatic global error control: Computable weak error expansion for the tau-leap method.},
year = {2011},
journal = {Monte Carlo Methods Appl.},
author = {{Jesper Karlsson} and {Raúl Tempone}}
}
@article{journals/mcma/KiesslingT11,
title = {Diffusion approximation of Lévy processes with a view towards finance.},
year = {2011},
journal = {Monte Carlo Methods Appl.},
author = {{Jonas Kiessling} and {Raúl Tempone}}
}
@inproceedings{conf/amcc/TembineTV12,
title = {Mean field games for cognitive radio networks.},
year = {2012},
booktitle = {ACC},
author = {{Hamidou Tembine} and {Raúl Tempone} and {Pedro Vilanova}},
publisher = {IEEE},
booktitle = {American Control Conference, ACC 2012, Montreal, QC, Canada, June 27-29, 2012}
}
@article{journals/corr/abs-1210-4657,
title = {Mean-Field Learning: a Survey},
year = {2012},
journal = {CoRR},
author = {{Hamidou Tembine} and {Raúl Tempone} and {Pedro Vilanova}}
}
@inproceedings{conf/cdc/TembineTV13,
title = {Mean-field learning for satisfactory solutions.},
year = {2013},
booktitle = {CDC},
author = {{Hamidou Tembine} and {Raúl Tempone} and {Pedro Vilanova}},
publisher = {IEEE},
booktitle = {Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, Florence, Italy, December 10-13, 2013}
}
@article{journals/nm/MotamedNT13,
title = {A stochastic collocation method for the second order wave equation with a discontinuous random speed.},
year = {2013},
journal = {Numerische Mathematik},
author = {{Mohammad Motamed} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/siamsc/MiglioratiNST13,
title = {Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L2 Projection on Polynomial Spaces.},
year = {2013},
journal = {SIAM J. Sci. Comput.},
author = {{Giovanni Migliorati} and {Fabio Nobile} and {Erik von Schwerin} and {Raúl Tempone}}
}
@inproceedings{conf/mcqmc/HoelHT14,
title = {Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo.},
year = {2014},
booktitle = {MCQMC},
author = {{Håkon Hoel} and {Juho Häppölä} and {Raúl Tempone}},
publisher = {Springer},
booktitle = {Monte Carlo and Quasi-Monte Carlo Methods, MCQMC 2014, Leuven, Belgium, April 2014}
}
@article{journals/cma/BeckNTT14,
title = {Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients.},
year = {2014},
journal = {Comput. Math. Appl.},
author = {{Joakim Beck} and {Fabio Nobile} and {Lorenzo Tamellini} and {Raúl Tempone}}
}
@article{journals/corr/BausoDDTT14,
title = {Mean-Field Games for Marriage.},
year = {2014},
journal = {CoRR},
author = {{Dario Bauso} and {Ben Mansour Dia} and {Boualem Djehiche} and {Hamidou Tembine} and {Raúl Tempone}}
}
@article{journals/corr/RachedBKAT14,
title = {A Fast Simulation Method for the Sum of Subexponential Distributions.},
year = {2014},
journal = {CoRR},
author = {{Nadhir Ben Rached} and {Fatma Benkhelifa} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/corr/RachedKAT14,
title = {An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version).},
year = {2014},
journal = {CoRR},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/focm/MiglioratiNST14,
title = {Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations.},
year = {2014},
journal = {Found. Comput. Math.},
author = {{Giovanni Migliorati} and {Fabio Nobile} and {Erik von Schwerin} and {Raúl Tempone}}
}
@article{journals/mcma/HoelSST14,
title = {Implementation and analysis of an adaptive multilevel Monte Carlo algorithm.},
year = {2014},
journal = {Monte Carlo Methods Appl.},
author = {{Håkon Hoel} and {Erik von Schwerin} and {Anders Szepessy} and {Raúl Tempone}}
}
@article{journals/mmas/MoraesRTV14,
title = {Multiscale Modeling of Wear Degradation in Cylinder Liners.},
year = {2014},
journal = {Multiscale Model. Simul.},
author = {{Alvaro Moraes} and {Fabrizio Ruggeri 001} and {Raúl Tempone} and {Pedro Vilanova}}
}
@article{journals/mmas/MoraesTV14,
title = {Hybrid Chernoff Tau-Leap.},
year = {2014},
journal = {Multiscale Model. Simul.},
author = {{Alvaro Moraes} and {Raúl Tempone} and {Pedro Vilanova}}
}
@article{journals/siamsc/BayerHST14,
title = {On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations.},
year = {2014},
journal = {SIAM J. Sci. Comput.},
author = {{Christian Bayer 001} and {Håkon Hoel} and {Erik von Schwerin} and {Raúl Tempone}}
}
@inproceedings{conf/globecom/RachedKAT15,
title = {An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference.},
year = {2015},
booktitle = {GLOBECOM},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {2015 IEEE Global Communications Conference, GLOBECOM 2015, San Diego, CA, USA, December 6-10, 2015}
}
@inproceedings{conf/icc/RachedBAT15,
title = {A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique.},
year = {2015},
booktitle = {ICC},
author = {{Nadhir Ben Rached} and {Fatma Benkhelifa} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {2015 IEEE International Conference on Communications, ICC 2015, London, United Kingdom, June 8-12, 2015}
}
@inproceedings{conf/isit/RachedKAT15,
title = {A unified simulation approach for the fast outage capacity evaluation over generalized fading channels.},
year = {2015},
booktitle = {ISIT},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {IEEE International Symposium on Information Theory, ISIT 2015, Hong Kong, China, June 14-19, 2015}
}
@article{journals/cma/MotamedNT15,
title = {Analysis and computation of the elastic wave equation with random coefficients.},
year = {2015},
journal = {Comput. Math. Appl.},
author = {{Mohammad Motamed} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/icl/RachedKAT15,
title = {An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates.},
year = {2015},
journal = {IEEE Commun. Lett.},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/ma/MiglioratiNT15,
title = {Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points.},
year = {2015},
journal = {J. Multivar. Anal.},
author = {{Giovanni Migliorati} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/siamsc/KarlssonLSST15,
title = {An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems.},
year = {2015},
journal = {SIAM J. Sci. Comput.},
author = {{Jesper Karlsson} and {Stig Larsson 001} and {Mattias Sandberg} and {Anders Szepessy} and {Raúl Tempone}}
}
@article{journals/tac/DjehicheTT15,
title = {A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.},
year = {2015},
journal = {IEEE Trans. Autom. Control.},
author = {{Boualem Djehiche} and {Hamidou Tembine} and {Raúl Tempone}}
}
@inproceedings{conf/globalsip/IssaidRKAT16,
title = {On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels.},
year = {2016},
booktitle = {GlobalSIP},
author = {{Chaouki Ben Issaid} and {Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {2016 IEEE Global Conference on Signal and Information Processing, GlobalSIP 2016, Washington, DC, USA, December 7-9, 2016}
}
@inproceedings{conf/globecom/IssaidPAT16,
title = {Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model.},
year = {2016},
booktitle = {GLOBECOM},
author = {{Chaouki Ben Issaid} and {Ki-Hong Park} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {2016 IEEE Global Communications Conference, GLOBECOM 2016, Washington, DC, USA, December 4-8, 2016}
}
@inproceedings{conf/pimrc/RachedKAT16,
title = {An exact power series formula of the outage probability with noise and interference over generalized fading channels.},
year = {2016},
booktitle = {PIMRC},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {27th IEEE Annual International Symposium on Personal, Indoor, and Mobile Radio Communications, PIMRC 2016, Valencia, Spain, September 4-8, 2016}
}
@article{journals/cma/Castrillon-Candas16,
title = {Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations.},
year = {2016},
journal = {Comput. Math. Appl.},
author = {{Julio Enrique Castrillón-Candás} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/focm/Haji-AliNTT16,
title = {Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity.},
year = {2016},
journal = {Found. Comput. Math.},
author = {{Abdul-Lateef Haji-Ali} and {Fabio Nobile} and {Lorenzo Tamellini} and {Raúl Tempone}}
}
@article{journals/jstsp/RachedKAT16,
title = {Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity Over Generalized Fading Channels.},
year = {2016},
journal = {IEEE J. Sel. Top. Signal Process.},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/juq/MalenovaMRT16,
title = {A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty.},
year = {2016},
journal = {SIAM/ASA J. Uncertain. Quantification},
author = {{Gabriela Malenova} and {Mohammad Motamed} and {Olof Runborg} and {Raúl Tempone}}
}
@article{journals/nm/Haji-AliNT16,
title = {Multi-index Monte Carlo: when sparsity meets sampling.},
year = {2016},
journal = {Numerische Mathematik},
author = {{Abdul-Lateef Haji-Ali} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/nm/NobileTT16,
title = {Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs.},
year = {2016},
journal = {Numerische Mathematik},
author = {{Fabio Nobile} and {Lorenzo Tamellini} and {Raúl Tempone}}
}
@article{journals/siamnum/HoelLT16,
title = {Multilevel ensemble Kalman filtering.},
year = {2016},
journal = {SIAM J. Numer. Anal.},
author = {{Håkon Hoel} and {Kody J. H. Law} and {Raúl Tempone}}
}
@article{journals/siamsc/HallHSST16,
title = {Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data.},
year = {2016},
journal = {SIAM J. Sci. Comput.},
author = {{Eric Joseph Hall} and {Håkon Hoel} and {Mattias Sandberg} and {Anders Szepessy} and {Raúl Tempone}}
}
@article{journals/siamsc/LawTT16,
title = {Deterministic Mean-Field Ensemble Kalman Filtering.},
year = {2016},
journal = {SIAM J. Sci. Comput.},
author = {{Kody J. H. Law} and {Hamidou Tembine} and {Raúl Tempone}}
}
@article{journals/siamsc/MoraesTV16,
title = {A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks.},
year = {2016},
journal = {SIAM J. Sci. Comput.},
author = {{Alvaro Moraes} and {Raúl Tempone} and {Pedro Vilanova}}
}
@article{journals/na/HammoudaMT17,
title = {Multilevel hybrid split-step implicit tau-leap.},
year = {2017},
journal = {Numer. Algorithms},
author = {{Chiheb Ben Hammouda} and {Alvaro Moraes} and {Raúl Tempone}}
}
@article{journals/tcom/IssaidRKAT17,
title = {On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels.},
year = {2017},
journal = {IEEE Trans. Commun.},
author = {{Chaouki Ben Issaid} and {Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/tcom/RachedKAT17,
title = {On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment.},
year = {2017},
journal = {IEEE Trans. Commun.},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/twc/RachedKAT17,
title = {A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference.},
year = {2017},
journal = {IEEE Trans. Wirel. Commun.},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@inproceedings{conf/globecom/RachedKAT18,
title = {Accurate Outage Probability Evaluation of Equal Gain Combining Receivers.},
year = {2018},
booktitle = {GLOBECOM},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {IEEE Global Communications Conference, GLOBECOM 2018, Abu Dhabi, United Arab Emirates, December 9-13, 2018}
}
@inproceedings{conf/icassp/RachedBKAT18,
title = {Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model.},
year = {2018},
booktitle = {ICASSP},
author = {{Nadhir Ben Rached} and {Zdravko I. Botev} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {2018 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2018, Calgary, AB, Canada, April 15-20, 2018}
}
@inproceedings{conf/wcnc/IssaidAT18,
title = {Efficient outage probability evaluation of diversity receivers over α-μ fading channels.},
year = {2018},
booktitle = {WCNC},
author = {{Chaouki Ben Issaid} and {Mohamed-Slim Alouini} and {Raúl Tempone}},
publisher = {IEEE},
booktitle = {2018 IEEE Wireless Communications and Networking Conference, WCNC 2018, Barcelona, Spain, April 15-18, 2018}
}
@article{journals/mcma/AlouiniRKT18,
title = {On the efficient simulation of the left-tail of the sum of correlated log-normal variates.},
year = {2018},
journal = {Monte Carlo Methods Appl.},
author = {{Mohamed-Slim Alouini} and {Nadhir Ben Rached} and {Abla Kammoun} and {Raúl Tempone}}
}
@article{journals/nm/NobileTW18,
title = {Sparse approximation of multilinear problems with applications to kernel-based methods in UQ.},
year = {2018},
journal = {Numerische Mathematik},
author = {{Fabio Nobile} and {Raúl Tempone} and {Sören Wolfers}}
}
@article{journals/sac/Haji-AliT18,
title = {Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation.},
year = {2018},
journal = {Stat. Comput.},
author = {{Abdul-Lateef Haji-Ali} and {Raúl Tempone}}
}
@article{journals/sac/RachedBKAT18,
title = {On the generalization of the hazard rate twisting-based simulation approach.},
year = {2018},
journal = {Stat. Comput.},
author = {{Nadhir Ben Rached} and {Fatma Benkhelifa} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/twc/IssaidAT18,
title = {On the Fast and Precise Evaluation of the Outage Probability of Diversity Receivers Over \$\\alpha -\\mu \$ , \$\\kappa -\\mu \$ , and \$\\eta -\\mu \$ Fading Channels.},
year = {2018},
journal = {IEEE Trans. Wirel. Commun.},
author = {{Chaouki Ben Issaid} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/twc/RachedBKAT18,
title = {On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances.},
year = {2018},
journal = {IEEE Trans. Wirel. Commun.},
author = {{Nadhir Ben Rached} and {Zdravko I. Botev} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/corr/abs-1906-01632,
title = {Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability.},
year = {2019},
journal = {CoRR},
author = {{Alexander Litvinenko} and {Dmitriy Logashenko} and {Raúl Tempone} and {Gabriel Wittum} and {David E. Keyes}}
}
@article{journals/corr/abs-2002-00480,
title = {Multilevel Ensemble Kalman Filtering with local-level Kalman gains.},
year = {2020},
journal = {CoRR},
author = {{Håkon Hoel} and {Gaukhar Shaimerdenova} and {Raúl Tempone}}
}
@article{journals/corr/abs-2004-03981,
title = {A Wasserstein Coupled Particle Filter for Multilevel Estimation.},
year = {2020},
journal = {CoRR},
author = {{Marco Ballesio} and {Ajay Jasra} and {Erik von Schwerin} and {Raúl Tempone}}
}
@article{journals/corr/abs-2009-01219,
title = {Weak error rates for option pricing under the rough Bergomi model.},
year = {2020},
journal = {CoRR},
author = {{Christian Bayer 001} and {Eric Joseph Hall} and {Raúl Tempone}}
}
@article{journals/corr/abs-2010-01887,
title = {Smaller generalization error derived for deep compared to shallow residual neural networks.},
year = {2020},
journal = {CoRR},
author = {{Aku Kammonen} and {Jonas Kiessling} and {Petr Plechác} and {Mattias Sandberg} and {Anders Szepessy} and {Raúl Tempone}}
}
@article{journals/ojcs/RachedKAT20,
title = {An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining.},
year = {2020},
journal = {IEEE Open J. Commun. Soc.},
author = {{Nadhir Ben Rached} and {Abla Kammoun} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/sac/HammoudaRT20,
title = {Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks.},
year = {2020},
journal = {Stat. Comput.},
author = {{Chiheb Ben Hammouda} and {Nadhir Ben Rached} and {Raúl Tempone}}
}
@article{journals/twc/RachedMBTA20,
title = {A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems.},
year = {2020},
journal = {IEEE Trans. Wirel. Commun.},
author = {{Nadhir Ben Rached} and {Daniel MacKinlay} and {Zdravko I. Botev} and {Raúl Tempone} and {Mohamed-Slim Alouini}}
}
@article{journals/adcm/Castrillon-Candas21,
title = {A hybrid collocation-perturbation approach for PDEs with random domains.},
year = {2021},
journal = {Adv. Comput. Math.},
author = {{Julio Enrique Castrillón-Candás} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/corr/abs-2101-00886,
title = {A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.},
year = {2021},
journal = {CoRR},
author = {{Abdul-Lateef Haji-Ali} and {Håkon Hoel} and {Raúl Tempone}}
}
@article{journals/corr/abs-2102-02365,
title = {Wind Field Reconstruction with Adaptive Random Fourier Features.},
year = {2021},
journal = {CoRR},
author = {{Jonas Kiessling} and {Emanuel Ström} and {Raúl Tempone}}
}
@article{journals/corr/abs-2104-10410,
title = {Principal Component Density Estimation for Scenario Generation Using Normalizing Flows.},
year = {2021},
journal = {CoRR},
author = {{Eike Cramer} and {Alexander Mitsos} and {Raúl Tempone} and {Manuel Dahmen}}
}
@article{journals/corr/abs-2105-02035,
title = {Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings.},
year = {2021},
journal = {CoRR},
author = {{Juan Pablo Madrigal-Cianci} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/corr/abs-2106-07908,
title = {Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation.},
year = {2021},
journal = {CoRR},
author = {{Truong-Vinh Hoang} and {Sebastian Krumscheid} and {Hermann G. Matthies} and {Raúl Tempone}}
}
@article{journals/corr/abs-2109-10933,
title = {On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods.},
year = {2021},
journal = {CoRR},
author = {{Luis Espath} and {Sebastian Krumscheid} and {Raúl Tempone} and {Pedro Vilanova}}
}
@article{journals/corr/abs-2110-14335,
title = {Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks.},
year = {2021},
journal = {CoRR},
author = {{Chiheb Ben Hammouda} and {Nadhir Ben Rached} and {Raúl Tempone} and {Sophia Wiechert}}
}
@article{journals/corr/abs-2111-01874,
title = {Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing.},
year = {2021},
journal = {CoRR},
author = {{Christian Bayer 001} and {Chiheb Ben Hammouda} and {Raúl Tempone}}
}
@article{journals/corr/abs-2112-06794,
title = {Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty.},
year = {2021},
journal = {CoRR},
author = {{Arved Bartuska} and {Luis Espath} and {Raúl Tempone}}
}
@article{journals/nm/ChernovHLNT21,
title = {Multilevel ensemble Kalman filtering for spatio-temporal processes.},
year = {2021},
journal = {Numerische Mathematik},
author = {{Alexey Chernov} and {Håkon Hoel} and {Kody J. H. Law} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/sac/CaballeroKST21,
title = {Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data.},
year = {2021},
journal = {Stat. Comput.},
author = {{Renzo Caballero} and {Ahmed Kebaier} and {Marco Scavino} and {Raúl Tempone}}
}
@article{journals/sac/LatzMNT21,
title = {Generalized parallel tempering on Bayesian inverse problems.},
year = {2021},
journal = {Stat. Comput.},
author = {{Jonas Latz} and {Juan P. Madrigal-Cianci} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/sac/RachedHRT21,
title = {Efficient importance sampling for large sums of independent and identically distributed random variables.},
year = {2021},
journal = {Stat. Comput.},
author = {{Nadhir Ben Rached} and {Abdul-Lateef Haji-Ali} and {Gerardo Rubino} and {Raúl Tempone}}
}
@article{journals/wcl/IssaidAT21,
title = {Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms.},
year = {2021},
journal = {IEEE Wirel. Commun. Lett.},
author = {{Chaouki Ben Issaid} and {Mohamed-Slim Alouini} and {Raúl Tempone}}
}
@article{journals/corr/abs-2201-01340,
title = {Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation.},
year = {2022},
journal = {CoRR},
author = {{Eya Ben Amar} and {Nadhir Ben Rached} and {Abdul-Lateef Haji-Ali} and {Raúl Tempone}}
}
@article{journals/corr/abs-2203-03934,
title = {Nonlinear Isometric Manifold Learning for Injective Normalizing Flows.},
year = {2022},
journal = {CoRR},
author = {{Eike Cramer} and {Felix Rauh} and {Alexander Mitsos} and {Raúl Tempone} and {Manuel Dahmen}}
}
@article{journals/corr/abs-2203-08196,
title = {Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models.},
year = {2022},
journal = {CoRR},
author = {{Christian Bayer 001} and {Chiheb Ben Hammouda} and {Antonis Papapantoleon} and {Michael Samet} and {Raúl Tempone}}
}
@article{journals/corr/abs-2206-10314,
title = {Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates.},
year = {2022},
journal = {CoRR},
author = {{Joakim Beck} and {Yang Liu} and {Erik von Schwerin} and {Raúl Tempone}}
}
@article{journals/corr/abs-2207-06926,
title = {Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation.},
year = {2022},
journal = {CoRR},
author = {{Nadhir Ben Rached} and {Abdul-Lateef Haji-Ali} and {Shyam Mohan Subbiah Pillai} and {Raúl Tempone}}
}
@article{journals/corr/abs-2208-03225,
title = {Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation.},
year = {2022},
journal = {CoRR},
author = {{Nadhir Ben Rached} and {Abdul-Lateef Haji-Ali} and {Shyam Mohan Subbiah Pillai} and {Raúl Tempone}}
}
@article{journals/corr/abs-2210-13900,
title = {Deep nurbs - admissible neural networks.},
year = {2022},
journal = {CoRR},
author = {{Hamed Saidaoui} and {Luis Espath} and {Raúl Tempone}}
}
@article{journals/jcphy/HoelST22,
title = {Multi-index ensemble Kalman filtering.},
year = {2022},
journal = {J. Comput. Phys.},
author = {{Håkon Hoel} and {Gaukhar Shaimerdenova} and {Raúl Tempone}}
}
@article{journals/corr/abs-2302-07804,
title = {Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method.},
year = {2023},
journal = {CoRR},
author = {{Alexander Litvinenko} and {Dmitry Logashenko} and {Raúl Tempone} and {Ekaterina Vasilyeva} and {Gabriel Wittum}}
}
@article{journals/corr/abs-2302-11061,
title = {Physics-informed Spectral Learning: the Discrete Helmholtz-Hodge Decomposition.},
year = {2023},
journal = {CoRR},
author = {{Luis Espath} and {Pouria Behnoudfar} and {Raúl Tempone}}
}
@article{journals/corr/abs-2302-14119,
title = {Double-loop quasi-Monte Carlo estimator for nested integration.},
year = {2023},
journal = {CoRR},
author = {{Arved Bartuska} and {André Gustavo Carlon} and {Luis Espath} and {Sebastian Krumscheid} and {Raúl Tempone}}
}
@article{journals/corr/abs-2306-02660,
title = {Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach.},
year = {2023},
journal = {CoRR},
author = {{Chiheb Ben Hammouda} and {Nadhir Ben Rached} and {Raúl Tempone} and {Sophia Wiechert}}
}
@article{journals/corr/abs-2306-17615,
title = {Scalable method for Bayesian experimental design without integrating over posterior distribution.},
year = {2023},
journal = {CoRR},
author = {{Vinh Hoang} and {Luis Espath} and {Sebastian Krumscheid} and {Raúl Tempone}}
}
@article{journals/corr/abs-2307-05149,
title = {Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation.},
year = {2023},
journal = {CoRR},
author = {{Nadhir Ben Rached} and {Abdul-Lateef Haji-Ali} and {Shyam Mohan Subbiah Pillai} and {Raúl Tempone}}
}
@article{journals/corr/abs-2310-03572,
title = {Residual Multi-Fidelity Neural Network Computing.},
year = {2023},
journal = {CoRR},
author = {{Owen Davis} and {Mohammad Motamed} and {Raúl Tempone}}
}
@article{journals/corr/abs-2310-10783,
title = {Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty.},
year = {2023},
journal = {CoRR},
author = {{Arved Bartuska} and {Luis Espath} and {Raúl Tempone}}
}
@article{journals/corr/abs-2310-14351,
title = {Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings.},
year = {2023},
journal = {CoRR},
author = {{Yang Liu} and {Raúl Tempone}}
}
@article{journals/corr/abs-2312-02167,
title = {Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI.},
year = {2023},
journal = {CoRR},
author = {{Felix Terhag} and {Philipp Knechtges} and {Achim Basermann} and {Raúl Tempone}}
}
@article{journals/juq/MadrigalCianciNT23,
title = {Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings.},
year = {2023},
month = {March},
journal = {SIAM/ASA J. Uncertain. Quantification},
author = {{Juan P. Madrigal-Cianci} and {Fabio Nobile} and {Raúl Tempone}}
}
@article{journals/sac/AmarRHT23,
title = {State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables.},
year = {2023},
month = {April},
journal = {Stat. Comput.},
author = {{Eya Ben Amar} and {Nadhir Ben Rached} and {Abdul-Lateef Haji-Ali} and {Raúl Tempone}}
}
@article{journals/sac/HammoudaRTW23,
title = {Learning-based importance sampling via stochastic optimal control for stochastic reaction networks.},
year = {2023},
month = {June},
journal = {Stat. Comput.},
author = {{Chiheb Ben Hammouda} and {Nadhir Ben Rached} and {Raúl Tempone} and {Sophia Wiechert}}
}
@article{journals/corr/abs-2402-00332,
title = {Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features.},
year = {2024},
journal = {CoRR},
author = {{Aku Kammonen} and {Lisi Liang} and {Anamika Pandey} and {Raúl Tempone}}
}
@article{journals/corr/abs-2402-09462,
title = {Stochastic differential equations for performance analysis of wireless communication systems.},
year = {2024},
journal = {CoRR},
author = {{Eya Ben Amar} and {Nadhir Ben Rached} and {Raúl Tempone} and {Mohamed-Slim Alouini}}
}