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Total result(s) found: 38
  • ​Alexander Litvinenko, David Keyes, Venera Khoromskaia,Boris N. Khoromskij and Hermann G. Matthies, Tucker tensor analysis of  Matern functions in spatial statistics, accepted to J. CMAM, 2018
Keywords:
Fourier transform, low-rank tensor approximation, geostatistical optimal design, Kriging, Matern covariance, Hilbert tensor, Kalman filter, Bayesian update, loglikelihood surrogate
  • ​​J. Beck, B. Dia, L. Espath, Q. Long, R. Tempone, Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain, Submitted arXiv 1710.03500, Oct. 2017
Keywords:
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
  • ​A. Litvinenko, M. Genton, Y. Sun, D. Keyes, ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters, arXiv:1611.09293, 2017 
Keywords:
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
  • C. Bayer, J Happola, R. Tempone, Implied Stopping Rules for American Basket Options from Markovian  Projection,  arXiv:1705.00558v1, May 2017 
Keywords:
Implied Stopping Rules for American Basket Options from Markovian Projection
  •  Soeren Wolfers, Fabio Nobile, Raul Tempone. Sparse approximation of multilinear problems with applications to   kernel-based methods in UQ. Submitted arXiv 1609.00246, Sept 2016.
Keywords:
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ.
  • C. Bayer, M. Siebenmorgen, R. Tempone, Smoothing The Payoff For Efficient Computation Of Basket Option Prices, ArXiv:1607.05572, 2016​
Keywords:
Basket option pricing, smoothing payoff
  • R. Garra, E. Orsingher, M. Scavino, Some probabilistic properties of fractional point processesSubmitted arXiv:1604.05235, April 2016.
Keywords:
Fractional point processes, Bern?stein functions, Space-time Fractional Poisson processes, grey Brownian motion
  • H. Matthies, E. Zander, B. Rosic, A. Litvinenko​; ​Parameter Estimation via Conditional Expectation - A Bayesian Inversion, 2016​
Keywords:
Parameter Estimation, Conditional Expectation, Bayesian Inversion
  • R. Lima, On the Global Optimization of a Short Term Hydro Scheduling Problem. Relaxations by Generalized Disjunctive Programming and Mixed Integer Linear Programming Reformulations, European Journal of Operational Research, Submitted (2015).
Keywords:
OR in Energy; Short-Term Hydro Scheduling; MINLP; GDP; Global Optimization
  • Eric Joseph Hall, Hakon Hoel, Mattias Sandberg, Anders Szepessy, Raul Tempone​, Computable error estimates for finite element approximations of elliptic partial  differential equations with rough stochastic data, Submitted arXiv Oct. 2015
Keywords:
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
  • Yuxin Chen, David Keyes, Kody J.H. Law, Hatem Ltaief, Accelerated dimension-independent adaptive Metropolis, Submitted Jun 2015, arXiv:1506.05741
Keywords:
Accelerated dimension-independent adaptive Metropolis
  • Dishi Liu, Alexander Litvinenko, Claudia Schillings, and Volker Schulz, Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches submitted 2015​
Keywords:
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
  • R. Lima, I. Grossmann, On the Solution of Nonconvex Cardinality Boolean Quadratic Programming problems. A computational study. Computers & Chemical Engineering, Submitted (2015)
Keywords:
Integer programming, Quadratic programming, Computing Science
  • Marwen Zorgui, Zouheir Rezki, Basel Alomair, Eduard A. Jorswieck, and Mohamed-Slim Alouini, Ergodic Secret-Key Agreement over Spatially Correlated Multiple-Antenna Channels with Public Discussionsubmitted to IEEE Transactions on Signal Processing.
Keywords:
Secret-key agreement, MIMO systems, optimal signaling, correlation, beamforming, high power regime, energy efficiency
  • Mohamed Ridha Zenaidi, Zouheir Rezki, Hamidou Tembine, and Mohamed-Slim Alouini, ​Performance Limits of Energy Harvesting Communications under Imperfect Channel State Information, Technical Report, 2015
Keywords:
Energy harvesting, offline power allocation, throughput maximization, channel state information, channel estimation, asymptotic average throughput
  • Raul Verma, Matteo Icardi, Masa Prodanovic, Validation of direct pore scale modeling approaches to wettability, submitted March 2015​
Keywords:
Validation of direct pore scale modeling approaches to wettability
  • Alexandros Beskos, Ajay Jasra, Kody Law, Raul Tempone and Yan Zhou​, Multilevel Sequential Monte Carlo Samplers, submitted 2015​​
Keywords:
Multilevel Monte Carlo, Sequential Monte Carlo, Bayesian Inverse Problems
  • Xinyu Zhou, Zouheir Rezki, Basel Alomairy, Mohamed-Slim Alouini​, Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel EstimationTechnical Report, March 2015
Keywords:
Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel Estimation
  • Marwen Zorgui, Zouheir Rezki, Basel Alomair, Mohamed-Slim Alouini, Secret-Sharing over Correlated Fast-Fading Multiple-Antenna Channels with Public Discussion, 2015
Keywords:
Secret-key agreement, MIMO systems, optimal signaling, correlation, beamforming, high power regime
  • S. Aseeri, O. Batrašev, M. Icardi, B. Leu, A. Liu, N. Li, B.K. Muite, E. Müller, B. Palen, M. Quell, H. Servat, P. Sheth, R. Speck, M. Van Moer, J. Vienne, Solving the Klein-Gordon equation using Fourier spectral methods: A benchmark test for computer performance, submited to arXiv:1501.04552, 2015​
Keywords:
HPC, and Fourier Methods
  • S. Prudhomme and C.M. Bryant, Adaptive surrogate modeling for response surface approximations with application to Bayesian inference,
    Advanced Modeling and Simulation in Engineering Sciences, Submitted (2015).
Keywords:
Goal-oriented error estimation, adjoint problem, turbulence modeling, Spalart-Allmaras model, parameter identification
  • Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone, A Fast Simulation Method for the Sum of Subexponential Distributions, submitted to arXiv:1406.4689v4, Jun. 2014
Keywords:
A Fast Simulation Method for the Sum of Subexponential Distributions
  • Kody J.H. Law, Hamidou Tembine, Raul Tempone, Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering, submitted to arXiv:1409.0628v2, Nov. 2014
Keywords:
Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering
  • K.J.H. Law, D. Sanz-Alonso, A. Shukla, A.M. StuartControlling Unpredictability with Observations in the Partially Observed Lorenz '96 Modelsubmited to arXiv:1411.3113v1, Nov. 2014.
Keywords:
Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
  • Tiangang CuiKody J.H. LawYous​sef M. MarzoukDimension-independent likelihood-informed MCMCsubmited to  arXiv:1411.3688v1, Nov. 2014
Keywords:
Dimension-independent likelihood-informed MCMC
  • T.M. van Opstal, P.T. Bauman,  S. Prudhomme, and E.H. van Brummelen, Goal-oriented model adaptivity for viscous incompressible flows, Computational Mechanics, Submitted (2014).
Keywords:
Goal-oriented model adaptivity for viscous incompressible flows
  • Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, and Raul Tempone, "Additional Results on the Hazard Rate Twisting-Based Simulation Approach", submitted to IEEE, 2014
Keywords:
Crude Monte Carlo, rare events, Importance Sampling, hazard rate twisting, asymptotically optimal, twisting parameter.
  • Hakon Hoel, Juho Happola, and Raul Tempone, Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo. 2014​​​
Keywords:
Adaptive time stepping, stochastic differential equations, multilevel Monte Carlo.
  • Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko and Hermanz G. Matthies, "Computation of the Response Surface in the Tensor Train data format", Submitted on 11 Jun 2014, under revision.​
Keywords:
Computation of the Response Surface in the Tensor Train data format
  • F. Nobile and R. Tempone”Collocation approaches for forward uncertainty propagation in PDE models with random input data”, Oberwolfach Report: Workshop Numerical Methods for PDE Constrained Optimization with Uncertain Data , March 2013.
Keywords:
Collocation approaches for forward uncertainty propagation in PDE models with random input data
  • D. Gomes L. Nurbekyan, Weak KAM theory in the d-infinite dimensional torus. Submitted
Keywords:
Weak KAM theory in the d-infinite dimensional torus
  • K. Sirenko, Y. Sirenko, and H. Bagci, "Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method", under review.

Keywords:
Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method
  • H. Arda Ülkü, Ignace Bogaert, Kristof Cools, Francesco P. Andriulli, and Hakan Bagci, "Mixed discretization of the time domain MFIE at low frequencies", under review.
Keywords:
Mixed discretization of the time domain MFIE at low frequencies
  • K. Miki, M. Panesi, and S. Prudhomme, Systematic validation of non-equilibrium thermochemical models using Bayesian inference, Journal of Computational Physics, Submitted (2013).
Keywords:
Parameter identification, inverse problem, Nitrogen ionization, Bayesian inference, covariance matrix, stochastic modeling
  • C.M. Bryant, S. Prudhomme, and T. Wildey, Error decomposition and adaptivity for response surface approximations from PDES with parametric uncertainty, SIAM Journal on Uncertainty Quantification, Submitted (2013).
Keywords:
A posteriori error estimation, adjoint problem, quantities of interest, adaptive method.
  • V.V. Garg and S. Prudhomme, Estimation of boundary fluxes for boundary-value problems approximated by penalty methods, SIAM Journal on Numerical Analysis, Submitted (2013).
Keywords:
Penalty method, Finite Element method, error analysis, adjoints.
  • Alexander Litvinenko, Hermann G. Matthies, Inverse problems and uncertainty quantification, Submitted on 18 Dec 2013, under revision.
Keywords:
uncertainty quantification, inverse problems, quadratic Bayesian update, PCE, update of polynomial chaos expansion, Lorenz 84 with uncertainties
  • H. Tembine, R. Tempone, and P. Vilanova. Mean field learning: a survey. CoRR, abs/1210.4657, 2012.
Keywords:
Mean field learning