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Raul Tempone

Identifiers

  • name variant Raul Tempone 0.60 · backfill

Papers (36)

  1. Multi-Iteration Stochastic Optimizers math.OC · 2020 · author #4
  2. Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability math.NA · 2019 · author #3
  3. Propagation of Uncertainties in Density-Driven Flow math.NA · 2019 · author #3
  4. An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers eess.SP · 2019 · author #4
  5. Eficient Monte Carlo Simulation of the Left Tail of Positive Gaussian Quadratic Forms stat.ME · 2019 · author #3
  6. Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: Application to heat transfer in building walls stat.CO · 2017 · author #4
  7. On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances stat.CO · 2017 · author #5
  8. Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain math.NA · 2017 · author #5
  9. On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates math.ST · 2017 · author #4
  10. Smolyak's algorithm: A powerful black box for the acceleration of scientific computations math.NA · 2017 · author #1
  11. Multilevel Monte Carlo in Approximate Bayesian Computation stat.ME · 2017 · author #5
  12. Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation math.NA · 2016 · author #2
  13. Sparse approximation of multilinear problems with applications to kernel-based methods in UQ math.NA · 2016 · author #2
  14. Multilevel ensemble Kalman filtering for spatially extended models math.NA · 2016 · author #5
  15. Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements stat.AP · 2016 · author #4
  16. Smoothing the payoff for efficient computation of Basket option prices q-fin.CP · 2016 · author #3
  17. Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity math.NA · 2015 · author #4
  18. Multi-Index Stochastic Collocation for random PDEs math.NA · 2015 · author #4
  19. A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty math.NA · 2015 · author #4
  20. An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks math.NA · 2015 · author #3
  21. Multilevel Sequential Monte Carlo Samplers stat.CO · 2015 · author #4
  22. Multilevel ensemble Kalman filtering math.NA · 2015 · author #3
  23. A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions stat.ME · 2015 · author #4
  24. An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version) cs.IT · 2014 · author #4
  25. Deterministic Mean-field Ensemble Kalman Filtering math.PR · 2014 · author #3
  26. A Fast Simulation Method for the Sum of Subexponential Distributions cs.IT · 2014 · author #5
  27. A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks math.NA · 2014 · author #2
  28. Multi-Index Monte Carlo: When Sparsity Meets Sampling math.NA · 2014 · author #3
  29. Mean-Field Games for Marriage math.OC · 2014 · author #5
  30. A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control math.OC · 2014 · author #3
  31. Multilevel Hybrid Chernoff Tau-leap math.NA · 2014 · author #2
  32. Optimization of mesh hierarchies in Multilevel Monte Carlo samplers math.NA · 2014 · author #4
  33. A Continuation Multilevel Monte Carlo algorithm math.NA · 2014 · author #5
  34. Mean-Field Learning: a Survey cs.LG · 2012 · author #2
  35. Monte Carlo Euler approximations of HJM term structure financial models math.NA · 2012 · author #3
  36. Towards Automatic Global Error Control: Computable Weak Error Expansion for the Tau-Leap Method math.NA · 2010 · author #2

Mentions

  • 1210.4657 #2 · backfill · confidence 0.70 Raul Tempone
  • 1204.1733 #3 · backfill · confidence 0.70 Raul Tempone
  • 2011.01718 #4 · arxiv_oai · confidence 0.70 Raul Tempone
  • 1004.2948 #2 · backfill · confidence 0.70 Raul Tempone

Frequent Coauthors