Raul Tempone

发表

Static frame challenge problem : Summary

Ivo Babuška, Raul Tempone, 2008 .

Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability

Raul Tempone, Gabriel Wittum, Alexander Litvinenko, 2019, GEM - International Journal on Geomathematics.

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

Raul Tempone, Soumaya Elkantassi, Evangelia Kalligiannaki, 2017 .

On the Fast and Precise Evaluation of the Outage Probability of Diversity Receivers Over $\alpha -\mu $ , $\kappa -\mu $ , and $\eta -\mu $ Fading Channels

Mohamed-Slim Alouini, Raul Tempone, Chaouki Ben Issaid, 2018, IEEE Transactions on Wireless Communications.

An Efficient Simulation Method for Rare Events

Mohamed-Slim Alouini, Raul Tempone, Abla Kammoun, 2015 .

Multilevel ensemble Kalman filtering for spatio-temporal processes

Raul Tempone, Fabio Nobile, Kody J. H. Law, 2017, Numerische Mathematik.

An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers

Mohamed-Slim Alouini, Raul Tempone, Abla Kammoun, 2019, 1903.05481.

Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering

Hamidou Tembine, Raul Tempone, Kody J. H. Law, 2014 .

A quasi-optimal sparse grids procedure for groundwater flows

Raul Tempone, Fabio Nobile, Lorenzo Tamellini, 2014 .

Formulation of the static frame problem

Ivo Babuška, Raul Tempone, Fabio Nobile, 2008 .

A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference

Mohamed-Slim Alouini, Raul Tempone, Nadhir Ben Rached, 2017, IEEE Transactions on Wireless Communications.

Bayesian inference of the heat transfer properties of a wall using experimental data

Marco A. Iglesias, Raul Tempone, Zaid Sawlan, 2016 .

The Forward-Reverse Algorithm for Stochastic Reaction Networks

Raul Tempone, Alvaro Moraes, Pedro Vilanova, 2015 .

Multilevel Drift-Implicit Tau-Leap

Raul Tempone, Alvaro Moraes, Chiheb Ben Hammouda, 2015 .

Fast Bayesian Optimal Experimental Design for Seismic Source Inversion

Quan Long, Raul Tempone, Mohammad Motamed, 2015, 1502.07873.

Goal-Oriented Compression of Random Fields

Raul Tempone, Oliver G. Ernst, Björn Sprungk, 2015 .

A projection method for under determined optimal experimental designs

Quan Long, Raul Tempone, Shih-Yu Wang, 2014 .

Hyperbolic differential equations and adaptive numerics

Raul Tempone, Georgios E. Zouraris, Kyoung-Sook Moon, 2001 .

A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty

Raul Tempone, Gabriela Malenova, Olof Runborg, 2015, SIAM/ASA J. Uncertain. Quantification.

Nesterov-aided Stochastic Gradient Methods using Laplace Approximation for Bayesian Design Optimization.

Raul Tempone, Rafael Holdorf Lopez, Ben Mansour Dia, 2018 .

Multilevel Monte Carlo in approximate Bayesian computation

Raul Tempone, Ajay Jasra, Christine Shoemaker, 2017, Stochastic Analysis and Applications.

Quasi-optimal sparse-grid approximations for random elliptic PDEs

Raul Tempone, Fabio Nobile, Lorenzo Tamellini, 2015 .

A multilevel adaptive reaction-splitting method for SRNs

Raul Tempone, Alvaro Moraes, Pedro Vilanova, 2015 .

A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria

Ivo Babuška, Raul Tempone, Fabio Nobile, 2008 .

On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances

Mohamed-Slim Alouini, Raul Tempone, Nadhir Ben Rached, 2018, IEEE Transactions on Wireless Communications.

An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference

Mohamed-Slim Alouini, Raul Tempone, Abla Kammoun, 2014, GLOBECOM 2014.

Validation Challenge Workshop Summary.

Ivo Babuška, Raul Tempone, Thomas L. Paez, 2008 .

Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model

Raul Tempone, Christian Bayer, Chiheb Ben Hammouda, 2018 .

A stochastic maximum principle for risk-sensitive mean-field-type control

Hamidou Tembine, Raul Tempone, Boualem Djehiche, 2014, 53rd IEEE Conference on Decision and Control.

Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design

Raul Tempone, Ben Mansour Dia, Joakim Beck, 2018, International Journal for Numerical Methods in Engineering.

Smoothing the payoff for efficient computation of Basket option prices

Raul Tempone, Christian Bayer, Markus Siebenmorgen, 2016 .

ICES REPORT #04-06 A COMPUTATIONAL INFRASTRUCTURE FOR RELIABLE COMPUTER SIMULATIONS

Ivo Babuška, Raul Tempone, James C. Browne, 2004 .

Principal component density estimation for scenario generation using normalizing flows pdf

Raul Tempone, Alexander Mitsos, Manuel Dahmen, 2021, Data-Centric Engineering.

Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings pdf

Raul Tempone, Fabio Nobile, Juan P. Madrigal-Cianci, 2021, ArXiv.

Multilevel ensemble Kalman filtering for spatio-temporal processes

Raul Tempone, Fabio Nobile, Kody J. H. Law, 2021, Numerische Mathematik.

The analysis of a sparse grid stochastic collocation method for partial differential equations with high-dimensional random input data.

Raul Tempone, Fabio Nobile, Clayton Webster, 2007 .

An anisotropic sparse grid stochastic collocation method for elliptic partial differential equations with random input data

Raul Tempone, Fabio Nobile, Clayton G. Webster, 2007 .

Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

Raul Tempone, Marco Scavino, Suojin Wang, 2013 .

Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs

Raul Tempone, Fabio Nobile, Lorenzo Tamellini, 2016 .

Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs

Raul Tempone, Fabio Nobile, Lorenzo Tamellini, 2015 .

MATHICSE Technical Report : An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient

Raul Tempone, Fabio Nobile, Raul Tempone, 2015 .

An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

Raul Tempone, Alvaro Moraes, Pedro Vilanova, 2015, 1504.04155.

Multi-Index Stochastic Collocation for random PDEs

Raul Tempone, Fabio Nobile, Abdul-Lateef Haji-Ali, 2015, 1508.07467.

Stochastic Dierential Equations : Model and Numerics

Raul Tempone, Georgios E. Zouraris, Kyoung-Sook Moon, 2008 .

An Adaptive Algorithm for Ordinary, Stochastic and Partial Differential Equations

Raul Tempone, Erik von Schwerin, Kyoung-Sook Moon, 2005 .

An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

Raul Tempone, Fabio Nobile, Lorenzo Tamellini, 2016 .

SOLVING STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS BASED ON THE EXPERIMENTAL DATA

Ivo Babuška, Raul Tempone, Kang-Man Liu, 2003 .

A Laplace Method for Under-Determined Bayesian Optimal Experimental Designs

Raul Tempone, Marco Scavino, Suojin Wang, 2015 .

Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty

Yusheng Feng, J. Tinsley Oden, Ivo Babuška, 2005 .

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

Albert Cohen, Raul Tempone, Fabio Nobile, 2015 .

MATHICSE Technical Report : Analysis of the discrete $L^2$ projection on polynomial spaces with random evaluations

Raul Tempone, Fabio Nobile, Erik von Schwerin, 2011 .

Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

Raul Tempone, Fabio Nobile, R. Tempone, 2009 .

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Raul Tempone, Fabio Nobile, Alfio Borzì, 2014 .

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with High-Dimensional Random Input Data

Raul Tempone, Fabio Nobile, Clayton Webster, 2008 .

Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation

Raul Tempone, Christian Bayer, Chiheb Ben Hammouda, 2020 .

Smolyak’s Algorithm: A Powerful Black Box for the Acceleration of Scientific Computations

Raul Tempone, R. Tempone, Soeren Wolfers, 2017, 1703.08872.

Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients

Raul Tempone, Fabio Nobile, Lorenzo Tamellini, 2011 .

Multilevel hybrid Chernoff tau-leap

Raul Tempone, Alvaro Moraes, Pedro Vilanova, 2014, BIT Numerical Mathematics.

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

Raul Tempone, Ben Mansour Dia, Joakim Beck, 2017, Computer Methods in Applied Mechanics and Engineering.

A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites

Ivo Babuška, Raul Tempone, Mohammad Motamed, 2014 .

Adaptive Monte Carlo Algorithms for Stopped Diffusion

Raul Tempone, Erik von Schwerin, Kyoung-Sook Moon, 2005 .

Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements

Raul Tempone, Marco Iglesias, Zaid Sawlan, 2016, 1608.03855.

An anisotropic sparse grid stochastic collocation method for PDEs with random input data.

Ivo Babuška, Raul Tempone, Fabio Nobile, 2007 .