Raúl Tempone - RankMe

150 papers B 6C 1Misc 2Journal 135Unranked 6

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Error analysis of randomized quasi-Monte Carlo: Non-asymptotic error bound, importance sampling and application to linear elliptic PDEs with lognormal coefficients. J. Comput. Appl. Math. Yang Liu, Raúl Tempone
2026	J	`jnl`	Importance sampling for rare event tracking within the ensemble Kalman filtering framework. Stat. Comput. Nadhir Ben Rached, Erik von Schwerin, Gaukhar Shaimerdenova, Raúl Tempone
2026	J	`jnl`	PurSAMERE: Reliable Adversarial Purification via Sharpness-Aware Minimization of Expected Reconstruction Error. CoRR Vinh Hoang, Sebastian Krumscheid, Holger Rauhut, Raúl Tempone
2026	J	`jnl`	Sparse Bayesian learning for label efficiency in cardiac real-time MRI. Stat. Comput. Anja Bach, Achim Basermann, Darius Gerlach, Philipp Knechtges, Jens Tank, Raúl Tempone, Felix Terhag
2026	J	`jnl`	Unbiased parameter estimation for bayesian inverse problems. Stat. Comput. Neil K. Chada, Ajay Jasra, Mohamed Maama, Raúl Tempone
2025	J	`jnl`	A function approximation algorithm using multilevel active subspaces. CoRR Fabio Nobile, Matteo Raviola, Raúl Tempone
2025	J	`jnl`	An Adaptive Random Fourier Features approach Applied to Learning Stochastic Differential Equations. CoRR Owen Douglas, Aku Kammonen, Anamika Pandey, Raúl Tempone
2025	J	`jnl`	Convergence for adaptive resampling of random Fourier features. CoRR Xin Huang, Aku Kammonen, Anamika Pandey, Mattias Sandberg, Erik von Schwerin, Anders Szepessy, Raúl Tempone
2025	J	`jnl`	Data-driven uncertainty quantification for constrained stochastic differential equations and application to solar photovoltaic power forecast data. Stat. Comput. Khaoula Ben Chaabane, Ahmed Kebaier, Marco Scavino, Raúl Tempone
2025	J	`jnl`	Estimation of uncertainties in the density driven flow in fractured porous media using MLMC. Eng. Comput. Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Gabriel Wittum
2025	J	`jnl`	Filtered Markovian Projection: Dimensionality Reduction in Filtering for Stochastic Reaction Networks. CoRR Chiheb Ben Hammouda, Maksim Chupin, Sophia Münker, Raúl Tempone
2025	J	`jnl`	Goal-Oriented Adaptive Finite Element Multilevel Quasi-{M}onte {C}arlo. CoRR Joakim Beck, Yang Liu, Erik von Schwerin, Raúl Tempone
2025	J	`jnl`	Hierarchical Importance Sampling for Estimating Occupation Time for SDE Solutions. CoRR Eya Ben Amar, Nadhir Ben Rached, Raúl Tempone
2025	J	`jnl`	Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty. Stat. Comput. Arved Bartuska, Luis Espath, Raúl Tempone
2025	J	`jnl`	Multilevel importance sampling for rare events associated with the McKean-Vlasov equation. Stat. Comput. Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2025	J	`jnl`	Optimal Power Procurement for Green Cellular Wireless Networks Under Uncertainty and Chance Constraints. Entropy Nadhir Ben Rached, Shyam Mohan Subbiah Pillai, Raúl Tempone
2025	J	`jnl`	Scalable Method for Bayesian Experimental Design without Integrating over Posterior Distribution. SIAM/ASA J. Uncertain. Quantification Vinh Hoang, Luis Espath, Sebastian Krumscheid, Raúl Tempone
2025	J	`jnl`	Sparse Bayesian Learning for Label Efficiency in Cardiac Real-Time MRI. CoRR Felix Terhag, Philipp Knechtges, Achim Basermann, Anja Bach, Darius Gerlach, Jens Tank, Raúl Tempone
2025	J	`jnl`	Stochastic Differential Equations for Performance Analysis of Wireless Communication Systems. IEEE Trans. Wirel. Commun. Eya Ben Amar, Nadhir Ben Rached, Raúl Tempone, Mohamed-Slim Alouini
2025	J	`jnl`	Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI. SIAM/ASA J. Uncertain. Quantification Felix Terhag, Philipp Knechtges, Achim Basermann, Raúl Tempone
2024	J	`jnl`	Adaptive Random Fourier Features Training Stabilized By Resampling With Applications in Image Regression. CoRR Aku Kammonen, Anamika Pandey, Erik von Schwerin, Raúl Tempone
2024	J	`jnl`	Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization. Optim. Methods Softw. André Gustavo Carlon, Luis Espath, Raúl Tempone
2024	J	`jnl`	Automated importance sampling via optimal control for stochastic reaction networks: A Markovian projection-based approach. J. Comput. Appl. Math. Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2024	J	`jnl`	Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features. CoRR Aku Kammonen, Lisi Liang, Anamika Pandey, Raúl Tempone
2024	J	`jnl`	Deep NURBS - admissible physics-informed neural networks. Eng. Comput. Hamed Saidaoui, Luis Espath, Raúl Tempone
2024	J	`jnl`	Double-loop importance sampling for McKean-Vlasov stochastic differential equation. Stat. Comput. Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2024	J	`jnl`	Estimation of uncertainties in the density driven flow in fractured porous media using MLMC. CoRR Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Gabriel Wittum
2024	J	`jnl`	Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone, Leon Wilkosz
2024	J	`jnl`	Importance sampling for rare event tracking within the ensemble Kalman filtering framework. CoRR Nadhir Ben Rached, Erik von Schwerin, Gaukhar Shaimerdenova, Raúl Tempone
2024	J	`jnl`	Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. SIAM J. Sci. Comput. Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
2024	J	`jnl`	Multilevel randomized quasi-Monte Carlo estimator for nested integration. CoRR Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raúl Tempone
2024	J	`jnl`	Parameter Estimation for Partially Observed McKean-Vlasov Diffusions. CoRR Ajay Jasra, Mohamed Maama, Raúl Tempone
2024	J	`jnl`	Quasi-Monte Carlo for Efficient Fourier Pricing of Multi-Asset Options. CoRR Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
2024	J	`jnl`	Stochastic differential equations for performance analysis of wireless communication systems. CoRR Eya Ben Amar, Nadhir Ben Rached, Raúl Tempone, Mohamed-Slim Alouini
2024	J	`jnl`	Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method. CoRR Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum
2024	J	`jnl`	Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method. J. Comput. Phys. Dmitry Logashenko, Alexander Litvinenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum
2023	J	`jnl`	Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings. SIAM/ASA J. Uncertain. Quantification Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone
2023	J	`jnl`	Automated Importance Sampling via Optimal Control for Stochastic Reaction Networks: A Markovian Projection-based Approach. CoRR Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2023	J	`jnl`	Double-loop quasi-Monte Carlo estimator for nested integration. CoRR Arved Bartuska, André Gustavo Carlon, Luis Espath, Sebastian Krumscheid, Raúl Tempone
2023	J	`jnl`	Laplace-based strategies for Bayesian optimal experimental design with nuisance uncertainty. CoRR Arved Bartuska, Luis Espath, Raúl Tempone
2023	J	`jnl`	Learning-based importance sampling via stochastic optimal control for stochastic reaction networks. Stat. Comput. Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2023	J	`jnl`	Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2023	J	`jnl`	Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings. CoRR Yang Liu, Raúl Tempone
2023	J	`jnl`	Physics-informed Spectral Learning: the Discrete Helmholtz-Hodge Decomposition. CoRR Luis Espath, Pouria Behnoudfar, Raúl Tempone
2023	J	`jnl`	Residual Multi-Fidelity Neural Network Computing. CoRR Owen Davis, Mohammad Motamed, Raúl Tempone
2023	J	`jnl`	Scalable method for Bayesian experimental design without integrating over posterior distribution. CoRR Vinh Hoang, Luis Espath, Sebastian Krumscheid, Raúl Tempone
2023	J	`jnl`	State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables. Stat. Comput. Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
2023	J	`jnl`	Uncertainty Quantification in Machine Learning Based Segmentation: A Post-Hoc Approach for Left Ventricle Volume Estimation in MRI. CoRR Felix Terhag, Philipp Knechtges, Achim Basermann, Raúl Tempone
2023	J	`jnl`	Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method. CoRR Alexander Litvinenko, Dmitry Logashenko, Raúl Tempone, Ekaterina Vasilyeva, Gabriel Wittum
2022	J	`jnl`	Deep nurbs - admissible neural networks. CoRR Hamed Saidaoui, Luis Espath, Raúl Tempone
2022	J	`jnl`	Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2022	J	`jnl`	Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation. CoRR Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
2022	J	`jnl`	Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates. CoRR Joakim Beck, Yang Liu, Erik von Schwerin, Raúl Tempone
2022	J	`jnl`	Multi-index ensemble Kalman filtering. J. Comput. Phys. Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
2022	J	`jnl`	Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2022	J	`jnl`	Nonlinear Isometric Manifold Learning for Injective Normalizing Flows. CoRR Eike Cramer, Felix Rauh, Alexander Mitsos, Raúl Tempone, Manuel Dahmen
2022	J	`jnl`	Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in Lévy Models. CoRR Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet, Raúl Tempone
2021	J	`jnl`	A hybrid collocation-perturbation approach for PDEs with random domains. Adv. Comput. Math. Julio Enrique Castrillón-Candás, Fabio Nobile, Raúl Tempone
2021	J	`jnl`	A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. CoRR Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone
2021	J	`jnl`	Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings. CoRR Juan Pablo Madrigal-Cianci, Fabio Nobile, Raúl Tempone
2021	J	`jnl`	Efficient Importance Sampling for the Left Tail of Positive Gaussian Quadratic Forms. IEEE Wirel. Commun. Lett. Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone
2021	J	`jnl`	Efficient importance sampling for large sums of independent and identically distributed random variables. Stat. Comput. Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone
2021	J	`jnl`	Generalized parallel tempering on Bayesian inverse problems. Stat. Comput. Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone
2021	J	`jnl`	Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation. CoRR Truong-Vinh Hoang, Sebastian Krumscheid, Hermann G. Matthies, Raúl Tempone
2021	J	`jnl`	Multi-index ensemble Kalman filtering. CoRR Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
2021	J	`jnl`	Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone
2021	J	`jnl`	Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing. CoRR Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
2021	J	`jnl`	On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods. CoRR Luis Espath, Sebastian Krumscheid, Raúl Tempone, Pedro Vilanova
2021	J	`jnl`	Optimal Importance Sampling via Stochastic Optimal Control for Stochastic Reaction Networks. CoRR Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone, Sophia Wiechert
2021	J	`jnl`	Principal Component Density Estimation for Scenario Generation Using Normalizing Flows. CoRR Eike Cramer, Alexander Mitsos, Raúl Tempone, Manuel Dahmen
2021	J	`jnl`	Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. Stat. Comput. Renzo Caballero, Ahmed Kebaier, Marco Scavino, Raúl Tempone
2021	J	`jnl`	Small-noise approximation for Bayesian optimal experimental design with nuisance uncertainty. CoRR Arved Bartuska, Luis Espath, Raúl Tempone
2021	J	`jnl`	Wind Field Reconstruction with Adaptive Random Fourier Features. CoRR Jonas Kiessling, Emanuel Ström, Raúl Tempone
2020	J	`jnl`	A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems. IEEE Trans. Wirel. Commun. Nadhir Ben Rached, Daniel MacKinlay, Zdravko I. Botev, Raúl Tempone, Mohamed-Slim Alouini
2020	J	`jnl`	A Wasserstein Coupled Particle Filter for Multilevel Estimation. CoRR Marco Ballesio, Ajay Jasra, Erik von Schwerin, Raúl Tempone
2020	J	`jnl`	An Accurate Sample Rejection Estimator of the Outage Probability With Equal Gain Combining. IEEE Open J. Commun. Soc. Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2020	J	`jnl`	Generalized Parallel Tempering on Bayesian Inverse Problems. CoRR Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile, Raúl Tempone
2020	J	`jnl`	Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. Stat. Comput. Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone
2020	J	`jnl`	Multilevel Ensemble Kalman Filtering with local-level Kalman gains. CoRR Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
2020	J	`jnl`	Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities. CoRR Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone
2020	J	`jnl`	Smaller generalization error derived for deep compared to shallow residual neural networks. CoRR Aku Kammonen, Jonas Kiessling, Petr Plechác, Mattias Sandberg, Anders Szepessy, Raúl Tempone
2020	J	`jnl`	Weak error rates for option pricing under the rough Bergomi model. CoRR Christian Bayer, Eric Joseph Hall, Raúl Tempone
2019	J	`jnl`	A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems. CoRR Nadhir Ben Rached, Daniel MacKinlay, Zdravko I. Botev, Raúl Tempone, Mohamed-Slim Alouini
2019	J	`jnl`	Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. CoRR Chiheb Ben Hammouda, Nadhir Ben Rached, Raúl Tempone
2019	J	`jnl`	Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability. CoRR Alexander Litvinenko, Dmitriy Logashenko, Raúl Tempone, Gabriel Wittum, David E. Keyes
2018	B	`conf`	Accurate Outage Probability Evaluation of Equal Gain Combining Receivers. GLOBECOM Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2018	B	`conf`	Efficient outage probability evaluation of diversity receivers over α-μ fading channels. WCNC Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone
2018	Misc	`conf`	Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model. ICASSP Nadhir Ben Rached, Zdravko I. Botev, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2018	J	`jnl`	Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. Stat. Comput. Abdul-Lateef Haji-Ali, Raúl Tempone
2018	J	`jnl`	On the Fast and Precise Evaluation of the Outage Probability of Diversity Receivers Over -αμ, κ-μ, and η-μ Fading Channels. IEEE Trans. Wirel. Commun. Chaouki Ben Issaid, Mohamed-Slim Alouini, Raúl Tempone
2018	J	`jnl`	On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances. IEEE Trans. Wirel. Commun. Nadhir Ben Rached, Zdravko I. Botev, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2018	J	`jnl`	On the efficient simulation of the left-tail of the sum of correlated log-normal variates. Monte Carlo Methods Appl. Mohamed-Slim Alouini, Nadhir Ben Rached, Abla Kammoun, Raúl Tempone
2018	J	`jnl`	On the generalization of the hazard rate twisting-based simulation approach. Stat. Comput. Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2018	J	`jnl`	Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Numerische Mathematik Fabio Nobile, Raúl Tempone, Sören Wolfers
2017	J	`jnl`	A Unified Moment-Based Approach for the Evaluation of the Outage Probability With Noise and Interference. IEEE Trans. Wirel. Commun. Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2017	J	`jnl`	Multilevel hybrid split-step implicit tau-leap. Numer. Algorithms Chiheb Ben Hammouda, Alvaro Moraes, Raúl Tempone
2017	J	`jnl`	On the Efficient Simulation of Outage Probability in a Log-Normal Fading Environment. IEEE Trans. Commun. Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2017	J	`jnl`	On the Efficient Simulation of the Distribution of the Sum of Gamma-Gamma Variates With Application to the Outage Probability Evaluation Over Fading Channels. IEEE Trans. Commun. Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2016	J	`jnl`	A Multilevel Adaptive Reaction-splitting Simulation Method for Stochastic Reaction Networks. SIAM J. Sci. Comput. Alvaro Moraes, Raúl Tempone, Pedro Vilanova
2016	J	`jnl`	A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty. SIAM/ASA J. Uncertain. Quantification Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raúl Tempone
2016	B	`conf`	An exact power series formula of the outage probability with noise and interference over generalized fading channels. PIMRC Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2016	J	`jnl`	Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations. Comput. Math. Appl. Julio Enrique Castrillón-Candás, Fabio Nobile, Raúl Tempone
2016	J	`jnl`	Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data. SIAM J. Sci. Comput. Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raúl Tempone
2016	J	`jnl`	Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs. Numerische Mathematik Fabio Nobile, Lorenzo Tamellini, Raúl Tempone
2016	J	`jnl`	Deterministic Mean-Field Ensemble Kalman Filtering. SIAM J. Sci. Comput. Kody J. H. Law, Hamidou Tembine, Raúl Tempone
2016	B	`conf`	Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model. GLOBECOM Chaouki Ben Issaid, Ki-Hong Park, Mohamed-Slim Alouini, Raúl Tempone
2016	J	`jnl`	Multi-index Monte Carlo: when sparsity meets sampling. Numerische Mathematik Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone
2016	J	`jnl`	Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity. Found. Comput. Math. Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone
2016	J	`jnl`	Multilevel ensemble Kalman filtering. SIAM J. Numer. Anal. Håkon Hoel, Kody J. H. Law, Raúl Tempone
2016	—	`conf`	On the sum of Gamma-Gamma variates with application to the fast outage probability evaluation over fading channels. GlobalSIP Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2016	J	`jnl`	Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity Over Generalized Fading Channels. IEEE J. Sel. Top. Signal Process. Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2015	J	`jnl`	A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. IEEE Trans. Autom. Control. Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2015	—	`conf`	A fast simulation method for the Log-normal sum distribution using a hazard rate twisting technique. ICC Nadhir Ben Rached, Fatma Benkhelifa, Mohamed-Slim Alouini, Raúl Tempone
2015	B	`conf`	A unified simulation approach for the fast outage capacity evaluation over generalized fading channels. ISIT Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2015	B	`conf`	An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference. GLOBECOM Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2015	J	`jnl`	An Error Estimate for Symplectic Euler Approximation of Optimal Control Problems. SIAM J. Sci. Comput. Jesper Karlsson, Stig Larsson, Mattias Sandberg, Anders Szepessy, Raúl Tempone
2015	J	`jnl`	An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates. IEEE Commun. Lett. Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2015	J	`jnl`	Analysis and computation of the elastic wave equation with random coefficients. Comput. Math. Appl. Mohammad Motamed, Fabio Nobile, Raúl Tempone
2015	J	`jnl`	Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points. J. Multivar. Anal. Giovanni Migliorati, Fabio Nobile, Raúl Tempone
2014	J	`jnl`	A Fast Simulation Method for the Sum of Subexponential Distributions. CoRR Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2014	J	`jnl`	A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. CoRR Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014	—	`conf`	A stochastic maximum principle for risk-sensitive mean-field-type control. CDC Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014	J	`jnl`	An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates (Extended Version). CoRR Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raúl Tempone
2014	J	`jnl`	Analysis of Discrete L Found. Comput. Math. Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, Raúl Tempone
2014	—	`conf`	Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. MCQMC Håkon Hoel, Juho Häppölä, Raúl Tempone
2014	J	`jnl`	Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients. Comput. Math. Appl. Joakim Beck, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone
2014	J	`jnl`	Hybrid Chernoff Tau-Leap. Multiscale Model. Simul. Alvaro Moraes, Raúl Tempone, Pedro Vilanova
2014	J	`jnl`	Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Methods Appl. Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone
2014	J	`jnl`	Mean-Field Games for Marriage. CoRR Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014	J	`jnl`	Multiscale Modeling of Wear Degradation in Cylinder Liners. Multiscale Model. Simul. Alvaro Moraes, Fabrizio Ruggeri, Raúl Tempone, Pedro Vilanova
2014	J	`jnl`	On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations. SIAM J. Sci. Comput. Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone
2013	J	`jnl`	A stochastic collocation method for the second order wave equation with a discontinuous random speed. Numerische Mathematik Mohammad Motamed, Fabio Nobile, Raúl Tempone
2013	J	`jnl`	Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L SIAM J. Sci. Comput. Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, Raúl Tempone
2013	—	`conf`	Mean-field learning for satisfactory solutions. CDC Hamidou Tembine, Raúl Tempone, Pedro Vilanova
2012	C	`conf`	Mean field games for cognitive radio networks. ACC Hamidou Tembine, Raúl Tempone, Pedro Vilanova
2012	J	`jnl`	Mean-Field Learning: a Survey CoRR Hamidou Tembine, Raúl Tempone, Pedro Vilanova
2011	J	`jnl`	Diffusion approximation of Lévy processes with a view towards finance. Monte Carlo Methods Appl. Jonas Kiessling, Raúl Tempone
2011	—	`conf`	Mean field interaction in biochemical reaction networks. Allerton Hamidou Tembine, Raúl Tempone, Pedro Vilanova
2011	J	`jnl`	Towards automatic global error control: Computable weak error expansion for the tau-leap method. Monte Carlo Methods Appl. Jesper Karlsson, Raúl Tempone
2010	J	`jnl`	A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data. SIAM Rev. Ivo Babuska, Fabio Nobile, Raúl Tempone
2010	J	`jnl`	Adaptive weak approximation of reflected and stopped diffusions. Monte Carlo Methods Appl. Christian Bayer, Anders Szepessy, Raúl Tempone
2008	J	`jnl`	A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM J. Numer. Anal. Fabio Nobile, Raúl Tempone, Clayton G. Webster
2008	J	`jnl`	Adaptive Weak Approximation of Diffusions with Jumps. SIAM J. Numer. Anal. Ernesto Mordecki, Anders Szepessy, Raúl Tempone, Georgios E. Zouraris
2008	J	`jnl`	An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data. SIAM J. Numer. Anal. Fabio Nobile, Raúl Tempone, Clayton G. Webster
2007	J	`jnl`	A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data. SIAM J. Numer. Anal. Ivo Babuska, Fabio Nobile, Raúl Tempone
2005	J	`jnl`	Worst case scenario analysis for elliptic problems with uncertainty. Numerische Mathematik Ivo Babuska, Fabio Nobile, Raúl Tempone
2004	Misc	`conf`	A Dynamic Data Driven Computational Infrastructure for Reliable Computer Simulations. International Conference on Computational Science J. Tinsley Oden, James C. Browne, Ivo Babuska, Chandrajit L. Bajaj, Leszek F. Demkowicz, L. Gray, Jon Bass, Yusheng Feng, Serge Prudhomme, Fabio Nobile, Raúl Tempone
2004	J	`jnl`	Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations. SIAM J. Numer. Anal. Ivo Babuska, Raúl Tempone, Georgios E. Zouraris
2003	J	`jnl`	A variational principle for adaptive approximation of ordinary differential equations. Numerische Mathematik Kyoung-Sook Moon, Anders Szepessy, Raúl Tempone, Georgios E. Zouraris
2003	J	`jnl`	Convergence rates for adaptive approximation of ordinary differential equations. Numerische Mathematik Kyoung-Sook Moon, Anders Szepessy, Raúl Tempone, Georgios E. Zouraris