Raul Tempone
King Abdullah University of Science and Technology
H-index: 42
Asia-Saudi Arabia
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 |