Raul Tempone

King Abdullah University of Science and Technology

H-index: 42

Asia-Saudi Arabia

About Raul Tempone

Raul Tempone, With an exceptional h-index of 42 and a recent h-index of 31 (since 2020), a distinguished researcher at King Abdullah University of Science and Technology, specializes in the field of Numerical Analysis, Multilevel Monte Carlo, Stochastic Differential Equations, Uncertainty Quantification, Stochastic Numerics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach

Modeling Metallic Fatigue Data Using the Birnbaum–Saunders Distribution

Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method

Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization

Stochastic differential equations for performance analysis of wireless communication systems

Estimation of uncertainties in the density driven flow in fractured porous media using MLMC

Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features

Importance sampling for rare event tracking within the ensemble Kalman filtering framework

Raul Tempone Information

University	King Abdullah University of Science and Technology
Position	Professor of Applied Mathematics Director - Center for Uncertainty Quantification
Citations(all)	10659
Citations(since 2020)	4134
Cited By	8521
hIndex(all)	42
hIndex(since 2020)	31
i10Index(all)	106
i10Index(since 2020)	81
Email	Access Email
University Profile Page	King Abdullah University of Science and Technology
Google Scholar	View Google Scholar Profile

Raul Tempone Skills & Research Interests

Numerical Analysis

Multilevel Monte Carlo

Stochastic Differential Equations

Uncertainty Quantification

Stochastic Numerics

Top articles of Raul Tempone

Title	Journal	Author(s)	Publication Date
Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection–based approach	Journal of Computational and Applied Mathematics	Chiheb Ben Hammouda Nadhir Ben Rached Raúl Tempone Sophia Wiechert	2024/2/23
Modeling Metallic Fatigue Data Using the Birnbaum–Saunders Distribution	Metals	Zaid Sawlan Marco Scavino Raul Tempone	2024/5
Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method	Journal of Computational Physics	Dmitry Logashenko Alexander Litvinenko Raul Tempone Ekaterina Vasilyeva Gabriel Wittum	2024/2/13
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization		Andre Gustavo Carlon Luis Espath Raul Tempone	2022/7/31
Stochastic differential equations for performance analysis of wireless communication systems	arXiv preprint arXiv:2402.09462	Eya Ben Amar Nadhir Ben Rached Raul Tempone Mohamed-Slim Alouini	2024/2/8
Estimation of uncertainties in the density driven flow in fractured porous media using MLMC	arXiv preprint arXiv:2404.18003	Dmitry Logashenko Alexander Litvinenko Raul Tempone Gabriel Wittum	2024/4/27
Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features	arXiv preprint arXiv:2402.00332	Aku Kammonen Lisi Liang Anamika Pandey Raúl Tempone	2024/2/1
Importance sampling for rare event tracking within the ensemble Kalman filtering framework	arXiv preprint arXiv:2403.12793	Nadhir Ben Rached Erik von Schwerin Gaukhar Shaimerdenova Raul Tempone	2024/3/19
Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options	arXiv preprint arXiv:2403.02832	Christian Bayer Chiheb Ben Hammouda Antonis Papapantoleon Michael Samet Raúl Tempone	2024/3/5
Double-loop quasi-Monte Carlo estimator for nested integration	arXiv preprint arXiv:2302.14119	Arved Bartuska André Gustavo Carlon Luis Espath Sebastian Krumscheid Raúl Tempone	2023/2/27
Multilevel Monte Carlo combined with numerical smoothing for robust and efficient option pricing and density estimation		Chiheb Ben Hammouda Christian Bayer Raúl Tempone	2023/10/2
Uncertainty quantification in the coastal aquifers using Multi Level Monte Carlo		Alexander Litvinenko Dmitry Logashenko Raul Tempone Ekaterina Vasilyeva Gabriel Wittum	2023
Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method	PAMM	Alexander Litvinenko Dmitry Logashenko Raul Tempone Ekaterina Vasilyeva Gabriel Wittum	2023/11
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks	Statistics and Computing	Chiheb Ben Hammouda Nadhir Ben Rached Raúl Tempone Sophia Wiechert	2023/6
Data-driven uncertainty quantification for constrained stochastic differential equations and application to solar photovoltaic power forecast data	arXiv preprint arXiv:2302.13133	Khaoula Ben Chaabane Ahmed Kebaier Marco Scavino Raúl Tempone	2023/2/25
A Wasserstein coupled particle filter for multilevel estimation	Stochastic Analysis and Applications	Marco Ballesio Ajay Jasra Erik von Schwerin Raul Tempone	2023/9/3
Physics-informed Spectral Learning: the Discrete Helmholtz--Hodge Decomposition	arXiv preprint arXiv:2302.11061	Luis Espath Pouria Behnoudfar Raul Tempone	2023/2/21
Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI	arXiv preprint arXiv:2312.02167	Felix Terhag Philipp Knechtges Achim Basermann Raúl Tempone	2023/10/30
Corrigendum to" Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty"[Comput. Methods Appl. Mech. Engrg. 399 (2022) 115320]	Computer Methods in Applied Mechanics and Engineering	Arved Bartuska Luis Espath Raúl Tempone	2023/5
Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings	arXiv preprint arXiv:2310.14351	Yang Liu Raúl Tempone	2023/10/22