
Machine learningbased conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
Filtering is a data assimilation technique that performs the sequential ...
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Analysis of a class of MultiLevel Markov Chain Monte Carlo algorithms based on Independent MetropolisHastings
In this work, we present, analyze, and implement a class of MultiLevel ...
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Principal Component Density Estimation for Scenario Generation Using Normalizing Flows
Neural networksbased learning of the distribution of nondispatchable r...
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Multiindex ensemble Kalman filtering
In this work we marry multiindex Monte Carlo with ensemble Kalman filte...
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Wind Field Reconstruction with Adaptive Random Fourier Features
We investigate the use of spatial interpolation methods for reconstructi...
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Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables
We aim to estimate the probability that the sum of nonnegative independe...
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A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean–Vlasov equations
By employing a system of interacting stochastic particles as an approxim...
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Smaller generalization error derived for deep compared to shallow residual neural networks
Estimates of the generalization error are proved for a residual neural n...
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Weak error rates for option pricing under the rough Bergomi model
In quantitative finance, modeling the volatility structure of underlying...
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A note on tools for prediction under uncertainty and identifiability of SIRlike dynamical systems for epidemiology
We provide an overview of the methods that can be used for prediction un...
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A Derivative Tracking Model for Wind Power Forecast Error
Reliable wind power generation forecasting is crucial for applications s...
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A Wasserstein Coupled Particle Filter for Multilevel Estimation
In this paper, we consider the filtering problem for partially observed ...
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Generalized Parallel Tempering on Bayesian Inverse Problems
In the current work we present two generalizations of the Parallel Tempe...
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Multilevel Ensemble Kalman Filtering with locallevel Kalman gains
We introduce a new multilevel ensemble Kalman filtering method (MLEnKF) ...
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Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
The multilevel Monte Carlo (MLMC) method for continuous time Markov chai...
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A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems
We propose a unified rareevent estimator for the performance evaluation...
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Solution of the 3D densitydriven groundwater flow problem with uncertain porosity and permeability
As groundwater is an essential nutrition and irrigation resource, its po...
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Propagation of Uncertainties in DensityDriven Flow
Accurate modeling of contamination in subsurface flow and water aquifers...
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An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers
In this work, we evaluate the outage probability (OP) for Lbranch equal...
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Eficient Monte Carlo Simulation of the Left Tail of Positive Gaussian Quadratic Forms
Estimating the left tail of quadratic forms in Gaussian random vectors i...
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Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty
We interpret uncertainty in the parameters of a model for seismic wave p...
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Spatial Poisson Processes for Fatigue Crack Initiation
In this work we propose a stochastic model for estimating the occurrence...
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Ensemblemarginalized Kalman filter for linear timedependent PDEs with noisy boundary conditions: Application to heat transfer in building walls
In this work, we present the ensemblemarginalized Kalman filter (EnMKF)...
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On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances
We consider the problem of evaluating the cumulative distribution functi...
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MeanField Learning: a Survey
In this paper we study iterative procedures for stationary equilibria in...
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Raul Tempone
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